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Trade: XLM/USDT/15/VWMA/SSF/2723

Strategy
XLM/USDT/15/VWMA/SSF/2723
Pair
XLM_USDT
Interval
15m
Score
325223
Daily Profit
0.343559
Profit Factor
1.287114
Profitability
53.921569
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 13:12
Expiration Time
2025-12-20 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 89469.5544 54618.1786 34851.3758 82856.9933 72215.0992 10641.8941
Total P&L (%) 89.4696 54.6182 34.8514 82.857 72.2151 10.6419
Avg Daily Profit (%) 0.3436 0.2097 0.1338 0.232 0.2089 0.0388
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61426 -39547 -32366 -168754 -113539 -71018
Profit Factor 1.2871 1.3837 1.2059 1.1538 1.279 1.038
Total Trades 204 102 102 204 102 102
Winning Trades 110 54 56 110 54 56
Losing Trades 94 48 46 94 48 46
Profitability (%) 53.9216 52.9412 54.902 53.9216 52.9412 54.902
Ratio Avg Win / Avg Loss 1.0999 1.2299 0.9906 0.986 1.1369 0.8527
Largest Winning Trade 37679 37679 17027 68218 68218 17138
Largest Losing Trade -16174 -16174 -13415 -22974 -20516 -22974
Avg Bars in Trades 120 107 133 120 107 133
Avg Bars in Winners 133 115 151 133 115 151
Avg Bars in Losers 104 99 110 104 99 110
Bars Traded 24590 11005 13585 24590 11005 13585
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325223 215183 -20249 -44960 228829 -468249
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737245700000,
    "first_datapoint_time": 1737445500000,
    "last_datapoint_time": 1759744800000,
    "evaluation_time": 1759745534730,
    "expiration_time": 1766224800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            89469.554436659,
            54618.1786066626,
            34851.3758299964,
            82856.9932668675,
            72215.0991791906,
            10641.8940876769
        ],
        [
            89.469554,
            54.618179,
            34.851376,
            82.856993,
            72.215099,
            10.641894
        ],
        [
            0.343559,
            0.209731,
            0.133828,
            0.232023,
            0.208948,
            0.03884
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61426,
            -39547,
            -32366,
            -168754,
            -113539,
            -71018
        ],
        [
            1.287114,
            1.383664,
            1.205908,
            1.15378,
            1.278987,
            1.038013
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            110,
            54,
            56,
            110,
            54,
            56
        ],
        [
            94,
            48,
            46,
            94,
            48,
            46
        ],
        [
            53.921569,
            52.941176,
            54.901961,
            53.921569,
            52.941176,
            54.901961
        ],
        [
            1.099898,
            1.229923,
            0.990567,
            0.985958,
            1.136877,
            0.852654
        ],
        [
            37679,
            37679,
            17027,
            68218,
            68218,
            17138
        ],
        [
            -16174,
            -16174,
            -13415,
            -22974,
            -20516,
            -22974
        ],
        [
            120,
            107,
            133,
            120,
            107,
            133
        ],
        [
            133,
            115,
            151,
            133,
            115,
            151
        ],
        [
            104,
            99,
            110,
            104,
            99,
            110
        ],
        [
            24590,
            11005,
            13585,
            24590,
            11005,
            13585
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325223,
            215183,
            -20249,
            -44960,
            228829,
            -468249
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737245700000,
    "first_datapoint_time": 1737445500000,
    "last_datapoint_time": 1759744800000,
    "evaluation_time": 1759745534730,
    "expiration_time": 1766224800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 0,
            "poles": 3
        }
    }
}

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)