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Trade: XLM/USDT/240/T3/VWMA/4993

Strategy
XLM/USDT/240/T3/VWMA/4993
Pair
XLM_USDT
Interval
4h
Score
490111
Daily Profit
0.295339
Profit Factor
3.631516
Profitability
58.536585
Streak
0.000000
Best Strategy
Training Data Length
2503.330000
Evaluation Time
2025-10-03 17:30
Expiration Time
2025-12-17 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 821746.4036 739330.5091 82415.8945 1661320.0205 1061182.4948 600137.5257
Total P&L (%) 821.7464 739.3305 82.4159 1661.32 1061.1825 600.1375
Avg Daily Profit (%) 0.3283 0.2953 0.0329 0.1147 0.098 0.0778
Buy And Hold Return (%) 252.2157 252.2157 252.2157 252.2157 252.2157 252.2157
Max Trade Drawdown -128131 -93940 -66383 -563410 -475085 -155813
Profit Factor 2.5986 3.6315 1.3536 1.9887 1.9039 2.1853
Total Trades 83 41 42 83 41 42
Winning Trades 50 24 26 50 24 26
Losing Trades 33 17 16 33 17 16
Profitability (%) 60.241 58.5366 61.9048 60.241 58.5366 61.9048
Ratio Avg Win / Avg Loss 1.7151 2.5723 0.833 1.3126 1.3486 1.3448
Largest Winning Trade 409516 409516 46660 696334 696334 298030
Largest Losing Trade -66383 -47264 -66383 -253161 -253161 -151142
Avg Bars in Trades 171 224 119 171 224 119
Avg Bars in Winners 142 150 134 142 150 134
Avg Bars in Losers 214 329 93 214 329 93
Bars Traded 14205 9203 5003 14205 9203 5003
Profit Streak 36.7711 0 46.7711 36.7711 0 46.7711
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434860 490111 -313796 -36247 -60117 -87862
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15020,
    "evaluation_days": 2503.33,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1546372800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759501820314,
    "expiration_time": 1765981440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 90,
            "offset": 0,
            "a": 0.66238
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "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": [
        [
            821746.4036273782,
            739330.5091001047,
            82415.8945272735,
            1661320.0205458603,
            1061182.4948205694,
            600137.5257252911
        ],
        [
            821.746404,
            739.330509,
            82.415895,
            1661.320021,
            1061.182495,
            600.137526
        ],
        [
            0.328261,
            0.295339,
            0.032923,
            0.114659,
            0.097998,
            0.077771
        ],
        [
            252.215664,
            252.215664,
            252.215664,
            252.215664,
            252.215664,
            252.215664
        ],
        [
            -128131,
            -93940,
            -66383,
            -563410,
            -475085,
            -155813
        ],
        [
            2.598589,
            3.631516,
            1.353576,
            1.988732,
            1.903942,
            2.185333
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            60.240964,
            58.536585,
            61.904762,
            60.240964,
            58.536585,
            61.904762
        ],
        [
            1.715069,
            2.572324,
            0.83297,
            1.312563,
            1.348625,
            1.34482
        ],
        [
            409516,
            409516,
            46660,
            696334,
            696334,
            298030
        ],
        [
            -66383,
            -47264,
            -66383,
            -253161,
            -253161,
            -151142
        ],
        [
            171,
            224,
            119,
            171,
            224,
            119
        ],
        [
            142,
            150,
            134,
            142,
            150,
            134
        ],
        [
            214,
            329,
            93,
            214,
            329,
            93
        ],
        [
            14205,
            9203,
            5003,
            14205,
            9203,
            5003
        ],
        [
            36.771068,
            0,
            46.771068,
            36.771068,
            0,
            46.771068
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434860,
            490111,
            -313796,
            -36247,
            -60117,
            -87862
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15020,
    "evaluation_days": 2503.33,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1546372800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759501820314,
    "expiration_time": 1765981440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 90,
            "offset": 0,
            "a": 0.66238
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "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)