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Trade: XLM/USDT/120/KCL/VWMA/4757

Strategy
XLM/USDT/120/KCL/VWMA/4757
Pair
XLM_USDT
Interval
2h
Score
328913
Daily Profit
0.379411
Profit Factor
2.944550
Profitability
58.823529
Streak
19.387342
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-03 14:17
Expiration Time
2025-12-17 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 790439.1372 781726.6997 8712.4375 537687.5948 605417.2115 -67729.6167
Total P&L (%) 790.4391 781.7267 8.7124 537.6876 605.4172 -67.7296
Avg Daily Profit (%) 0.3794 0.3752 0.0042 0.089 0.0938 -0.0543
Buy And Hold Return (%) 465.4199 465.4199 465.4199 465.4199 465.4199 465.4199
Max Trade Drawdown -154171 -141555 -45966 -680319 -527294 -267559
Profit Factor 2.9446 3.6136 1.0811 1.402 1.657 0.8373
Total Trades 85 42 43 85 42 43
Winning Trades 50 22 28 50 22 28
Losing Trades 35 20 15 35 20 15
Profitability (%) 58.8235 52.381 65.1163 58.8235 52.381 65.1163
Ratio Avg Win / Avg Loss 2.0612 3.2851 0.5792 0.9814 1.5064 0.4485
Largest Winning Trade 410232 410232 11805 475522 475522 50955
Largest Losing Trade -62830 -62830 -24254 -364846 -364846 -185945
Avg Bars in Trades 289 536 48 289 536 48
Avg Bars in Winners 180 363 36 180 363 36
Avg Bars in Losers 444 726 69 444 726 69
Bars Traded 24601 22537 2064 24601 22537 2064
Profit Streak 19.3873 19.3873 86.054 19.3873 19.3873 86.054
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328913 295159 -482582 -189353 -135446 -577404
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579420800000,
    "first_datapoint_time": 1581012000000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759490266321,
    "expiration_time": 1765965600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 107,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    }
}
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": [
        [
            790439.1372117104,
            781726.6996880742,
            8712.4375236364,
            537687.5948064643,
            605417.2115231047,
            -67729.6167166407
        ],
        [
            790.439137,
            781.7267,
            8.712438,
            537.687595,
            605.417212,
            -67.729617
        ],
        [
            0.379411,
            0.375229,
            0.004182,
            0.088968,
            0.093818,
            -0.054274
        ],
        [
            465.419901,
            465.419901,
            465.419901,
            465.419901,
            465.419901,
            465.419901
        ],
        [
            -154171,
            -141555,
            -45966,
            -680319,
            -527294,
            -267559
        ],
        [
            2.94455,
            3.613563,
            1.081132,
            1.401958,
            1.656995,
            0.837257
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            58.823529,
            52.380952,
            65.116279,
            58.823529,
            52.380952,
            65.116279
        ],
        [
            2.061185,
            3.285057,
            0.579178,
            0.981371,
            1.506359,
            0.44853
        ],
        [
            410232,
            410232,
            11805,
            475522,
            475522,
            50955
        ],
        [
            -62830,
            -62830,
            -24254,
            -364846,
            -364846,
            -185945
        ],
        [
            289,
            536,
            48,
            289,
            536,
            48
        ],
        [
            180,
            363,
            36,
            180,
            363,
            36
        ],
        [
            444,
            726,
            69,
            444,
            726,
            69
        ],
        [
            24601,
            22537,
            2064,
            24601,
            22537,
            2064
        ],
        [
            19.387342,
            19.387342,
            86.054008,
            19.387342,
            19.387342,
            86.054008
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328913,
            295159,
            -482582,
            -189353,
            -135446,
            -577404
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579420800000,
    "first_datapoint_time": 1581012000000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759490266321,
    "expiration_time": 1765965600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 107,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    }
}

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)