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Trade: XLM/USDT/240/VWMA/KCB/2797

Strategy
XLM/USDT/240/VWMA/KCB/2797
Pair
XLM_USDT
Interval
4h
Score
327597
Daily Profit
0.199584
Profit Factor
1.498751
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-10-01 09:23
Expiration Time
2025-12-15 06:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -406917.4078 169577.8957 -576495.3034 15181279.8543 637090.3074 14544189.5468
Total P&L (%) -406.9174 169.5779 -576.4953 15181.2799 637.0903 14544.1895
Avg Daily Profit (%) -0.1627 0.0678 -0.2305 0.2013 0.0799 0.1996
Buy And Hold Return (%) 230.8923 230.8923 230.8923 230.8923 230.8923 230.8923
Max Trade Drawdown -664371 -47822 -697956 -20089114 -7460879 -16631380
Profit Factor 0.6091 2.1729 0.3569 1.3273 1.037 1.4988
Total Trades 59 29 30 59 29 30
Winning Trades 37 17 20 31 17 14
Losing Trades 22 12 10 28 12 16
Profitability (%) 62.7119 58.6207 66.6667 52.5424 58.6207 46.6667
Ratio Avg Win / Avg Loss 0.3622 1.5338 0.1785 1.1989 0.732 1.7129
Largest Winning Trade 72740 72740 38322 34203450 3511105 34203450
Largest Losing Trade -553377 -28005 -553377 -8842979 -3192824 -8842979
Avg Bars in Trades 241 204 277 241 204 277
Avg Bars in Winners 217 148 276 227 210 247
Avg Bars in Losers 282 284 280 257 196 304
Bars Traded 14259 5932 8327 14259 5932 8327
Profit Streak 0 144.7661 0 0 144.7661 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -758629 -262410 -578665 -170870 -269042 327597
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15006,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1546272000000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759299790900,
    "expiration_time": 1765773792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 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": [
        [
            -406917.407759954,
            169577.8956682748,
            -576495.303428229,
            15181279.854278672,
            637090.307447576,
            14544189.546831101
        ],
        [
            -406.917408,
            169.577896,
            -576.495303,
            15181.279854,
            637.090307,
            14544.189547
        ],
        [
            -0.162702,
            0.067804,
            -0.230506,
            0.20129,
            0.079902,
            0.199584
        ],
        [
            230.892324,
            230.892324,
            230.892324,
            230.892324,
            230.892324,
            230.892324
        ],
        [
            -664371,
            -47822,
            -697956,
            -20089114,
            -7460879,
            -16631380
        ],
        [
            0.609126,
            2.172888,
            0.356922,
            1.327312,
            1.036996,
            1.498751
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            37,
            17,
            20,
            31,
            17,
            14
        ],
        [
            22,
            12,
            10,
            28,
            12,
            16
        ],
        [
            62.711864,
            58.62069,
            66.666667,
            52.542373,
            58.62069,
            46.666667
        ],
        [
            0.362183,
            1.533803,
            0.178461,
            1.198862,
            0.731997,
            1.712858
        ],
        [
            72740,
            72740,
            38322,
            34203450,
            3511105,
            34203450
        ],
        [
            -553377,
            -28005,
            -553377,
            -8842979,
            -3192824,
            -8842979
        ],
        [
            241,
            204,
            277,
            241,
            204,
            277
        ],
        [
            217,
            148,
            276,
            227,
            210,
            247
        ],
        [
            282,
            284,
            280,
            257,
            196,
            304
        ],
        [
            14259,
            5932,
            8327,
            14259,
            5932,
            8327
        ],
        [
            0,
            144.766098,
            0,
            0,
            144.766098,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -758629,
            -262410,
            -578665,
            -170870,
            -269042,
            327597
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15006,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1546272000000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759299790900,
    "expiration_time": 1765773792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 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)