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Trade: XLM/USDT/15/VWMA/EMA/2133

Strategy
XLM/USDT/15/VWMA/EMA/2133
Pair
XLM_USDT
Interval
15m
Score
456325
Daily Profit
0.599917
Profit Factor
1.838622
Profitability
44.067797
Streak
16.258324
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 22:11
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 156230.3557 93603.6969 62626.6588 220465.3892 147824.2833 72641.1059
Total P&L (%) 156.2304 93.6037 62.6267 220.4654 147.8243 72.6411
Avg Daily Profit (%) 0.5999 0.3594 0.2405 0.4482 0.3491 0.2099
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35772 -22729 -22566 -118215 -74322 -53951
Profit Factor 1.8386 1.9478 1.7154 1.5883 1.7529 1.4072
Total Trades 118 59 59 118 59 59
Winning Trades 52 23 29 52 23 29
Losing Trades 66 36 30 66 36 30
Profitability (%) 44.0678 38.9831 49.1525 44.0678 38.9831 49.1525
Ratio Avg Win / Avg Loss 2.3336 3.0488 1.7746 2.016 2.7437 1.4557
Largest Winning Trade 83317 83317 29428 175916 175916 29661
Largest Losing Trade -9984 -6685 -9984 -27085 -15302 -27085
Avg Bars in Trades 207 178 237 207 178 237
Avg Bars in Winners 331 291 363 331 291 363
Avg Bars in Losers 110 106 115 110 106 115
Bars Traded 24526 10535 13991 24526 10535 13991
Profit Streak 16.2583 20.55 16.2583 16.2583 20.55 16.2583
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456325 -168485 -166609 390499 -168950 -168891
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736448300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758913919183,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 69,
            "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": [
        [
            156230.3556896012,
            93603.6968753778,
            62626.6588142235,
            220465.3892277629,
            147824.2832871357,
            72641.1059406271
        ],
        [
            156.230356,
            93.603697,
            62.626659,
            220.465389,
            147.824283,
            72.641106
        ],
        [
            0.599917,
            0.359434,
            0.240483,
            0.448204,
            0.349103,
            0.209898
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35772,
            -22729,
            -22566,
            -118215,
            -74322,
            -53951
        ],
        [
            1.838622,
            1.947825,
            1.715423,
            1.588331,
            1.752888,
            1.407211
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            52,
            23,
            29,
            52,
            23,
            29
        ],
        [
            66,
            36,
            30,
            66,
            36,
            30
        ],
        [
            44.067797,
            38.983051,
            49.152542,
            44.067797,
            38.983051,
            49.152542
        ],
        [
            2.333635,
            3.04877,
            1.774575,
            2.015959,
            2.743651,
            1.455735
        ],
        [
            83317,
            83317,
            29428,
            175916,
            175916,
            29661
        ],
        [
            -9984,
            -6685,
            -9984,
            -27085,
            -15302,
            -27085
        ],
        [
            207,
            178,
            237,
            207,
            178,
            237
        ],
        [
            331,
            291,
            363,
            331,
            291,
            363
        ],
        [
            110,
            106,
            115,
            110,
            106,
            115
        ],
        [
            24526,
            10535,
            13991,
            24526,
            10535,
            13991
        ],
        [
            16.258324,
            20.54999,
            16.258324,
            16.258324,
            20.549991,
            16.258324
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456325,
            -168485,
            -166609,
            390499,
            -168950,
            -168891
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736448300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758913919183,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 69,
            "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)