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Trade: XTZ/USDT/480/VWMA/FWMA/8904

Strategy
XTZ/USDT/480/VWMA/FWMA/8904
Pair
XTZ_USDT
Interval
8h
Score
333132
Daily Profit
0.173999
Profit Factor
1.683494
Profitability
45.762712
Streak
0.000000
Best Strategy
Training Data Length
2198.000000
Evaluation Time
2025-09-30 11:03
Expiration Time
2025-12-05 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 382448.9643 281559.1855 100889.7788 474458.6521 262210.3464 212248.3056
Total P&L (%) 382.449 281.5592 100.8898 474.4587 262.2103 212.2483
Avg Daily Profit (%) 0.174 0.1281 0.0459 0.0796 0.0586 0.0518
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102348 -58050 -101696 -245471 -145022 -184187
Profit Factor 1.6835 2.0679 1.341 1.3336 1.3786 1.2908
Total Trades 118 59 59 118 59 59
Winning Trades 54 24 30 54 24 30
Losing Trades 64 35 29 64 35 29
Profitability (%) 45.7627 40.678 50.8475 45.7627 40.678 50.8475
Ratio Avg Win / Avg Loss 1.9953 3.0157 1.2963 1.5805 2.0105 1.2478
Largest Winning Trade 101830 101830 46987 221911 221911 147466
Largest Losing Trade -35518 -24469 -35518 -104447 -81064 -104447
Avg Bars in Trades 51 40 63 51 40 63
Avg Bars in Winners 79 58 95 79 58 95
Avg Bars in Losers 28 27 30 28 27 30
Bars Traded 6125 2382 3743 6125 2382 3743
Profit Streak 0 0 78.0023 0 0 78.0023
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333132 -198661 -306877 -86647 -293616 -299297
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6594,
    "evaluation_days": 2198,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1575129600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759219395996,
    "expiration_time": 1764887616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 85,
            "offset": 8
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            382448.9642928099,
            281559.1855320541,
            100889.7787607557,
            474458.6520669755,
            262210.3464171065,
            212248.305649869
        ],
        [
            382.448964,
            281.559186,
            100.889779,
            474.458652,
            262.210346,
            212.248306
        ],
        [
            0.173999,
            0.128098,
            0.045901,
            0.07957,
            0.058573,
            0.051816
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102348,
            -58050,
            -101696,
            -245471,
            -145022,
            -184187
        ],
        [
            1.683494,
            2.067879,
            1.340973,
            1.333565,
            1.378603,
            1.290825
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            64,
            35,
            29,
            64,
            35,
            29
        ],
        [
            45.762712,
            40.677966,
            50.847458,
            45.762712,
            40.677966,
            50.847458
        ],
        [
            1.995252,
            3.015656,
            1.296274,
            1.580521,
            2.010463,
            1.247798
        ],
        [
            101830,
            101830,
            46987,
            221911,
            221911,
            147466
        ],
        [
            -35518,
            -24469,
            -35518,
            -104447,
            -81064,
            -104447
        ],
        [
            51,
            40,
            63,
            51,
            40,
            63
        ],
        [
            79,
            58,
            95,
            79,
            58,
            95
        ],
        [
            28,
            27,
            30,
            28,
            27,
            30
        ],
        [
            6125,
            2382,
            3743,
            6125,
            2382,
            3743
        ],
        [
            0,
            0,
            78.002268,
            0,
            0,
            78.002268
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333132,
            -198661,
            -306877,
            -86647,
            -293616,
            -299297
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6594,
    "evaluation_days": 2198,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1575129600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759219395996,
    "expiration_time": 1764887616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 85,
            "offset": 8
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)