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Trade: XLM/USDT/15/ALMA/VWMA/3860

Strategy
XLM/USDT/15/ALMA/VWMA/3860
Pair
XLM_USDT
Interval
15m
Score
324925
Daily Profit
0.527788
Profit Factor
1.859001
Profitability
47.222222
Streak
1.232955
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 00:35
Expiration Time
2025-12-12 23:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 137446.5845 81979.2556 55467.3289 169088.4019 103305.8492 65782.5527
Total P&L (%) 137.4466 81.9793 55.4673 169.0884 103.3058 65.7826
Avg Daily Profit (%) 0.5278 0.3148 0.213 0.3808 0.2728 0.1943
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23559 -23363 -13183 -64082 -55017 -29009
Profit Factor 1.859 1.9685 1.736 1.6619 1.7377 1.57
Total Trades 108 54 54 108 54 54
Winning Trades 51 21 30 51 21 30
Losing Trades 57 33 24 57 33 24
Profitability (%) 47.2222 38.8889 55.5556 47.2222 38.8889 55.5556
Ratio Avg Win / Avg Loss 2.0777 3.0934 1.3888 1.8575 2.7306 1.256
Largest Winning Trade 89470 89470 15927 135391 135391 16348
Largest Losing Trade -12932 -7927 -12932 -20767 -20767 -16770
Avg Bars in Trades 229 205 253 229 205 253
Avg Bars in Winners 332 312 346 332 312 346
Avg Bars in Losers 137 137 136 137 137 136
Bars Traded 24766 11097 13669 24766 11097 13669
Profit Streak 1.233 3.4934 0 1.233 3.4934 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324925 -174117 -171787 266016 -174921 -171705
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736595000000,
    "first_datapoint_time": 1736793000000,
    "last_datapoint_time": 1759094100000,
    "evaluation_time": 1759095327299,
    "expiration_time": 1765574100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 162,
            "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": [
        [
            137446.584492105,
            81979.2555564365,
            55467.3289356686,
            169088.4019137003,
            103305.8492424591,
            65782.5526712414
        ],
        [
            137.446584,
            81.979256,
            55.467329,
            169.088402,
            103.305849,
            65.782553
        ],
        [
            0.527788,
            0.314796,
            0.212992,
            0.380828,
            0.272832,
            0.194301
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23559,
            -23363,
            -13183,
            -64082,
            -55017,
            -29009
        ],
        [
            1.859001,
            1.9685,
            1.736013,
            1.661942,
            1.737681,
            1.570031
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            51,
            21,
            30,
            51,
            21,
            30
        ],
        [
            57,
            33,
            24,
            57,
            33,
            24
        ],
        [
            47.222222,
            38.888889,
            55.555556,
            47.222222,
            38.888889,
            55.555556
        ],
        [
            2.077707,
            3.093357,
            1.38881,
            1.857464,
            2.730642,
            1.256025
        ],
        [
            89470,
            89470,
            15927,
            135391,
            135391,
            16348
        ],
        [
            -12932,
            -7927,
            -12932,
            -20767,
            -20767,
            -16770
        ],
        [
            229,
            205,
            253,
            229,
            205,
            253
        ],
        [
            332,
            312,
            346,
            332,
            312,
            346
        ],
        [
            137,
            137,
            136,
            137,
            137,
            136
        ],
        [
            24766,
            11097,
            13669,
            24766,
            11097,
            13669
        ],
        [
            1.232955,
            3.493371,
            0,
            1.232955,
            3.493372,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324925,
            -174117,
            -171787,
            266016,
            -174921,
            -171705
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736595000000,
    "first_datapoint_time": 1736793000000,
    "last_datapoint_time": 1759094100000,
    "evaluation_time": 1759095327299,
    "expiration_time": 1765574100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 162,
            "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)