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Trade: XLM/USDT/360/HMA/VWMA/9874

Strategy
XLM/USDT/360/HMA/VWMA/9874
Pair
XLM_USDT
Interval
6h
Score
465457
Daily Profit
0.380891
Profit Factor
2.645019
Profitability
60.377358
Streak
0.000000
Best Strategy
Training Data Length
2507.500000
Evaluation Time
2025-10-09 09:06
Expiration Time
2025-12-23 07:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 955084.3095 807987.6798 147096.6296 7032440.3565 4992958.2837 2039482.0728
Total P&L (%) 955.0843 807.9877 147.0966 7032.4404 4992.9583 2039.4821
Avg Daily Profit (%) 0.3809 0.3222 0.0587 0.1703 0.1569 0.1222
Buy And Hold Return (%) 346.3474 346.3474 346.3474 346.3474 346.3474 346.3474
Max Trade Drawdown -107789 -104926 -80816 -3260134 -2952079 -665363
Profit Factor 2.645 3.2786 1.6509 2.0536 2.015 2.162
Total Trades 106 53 53 106 53 53
Winning Trades 64 30 34 64 30 34
Losing Trades 42 23 19 42 23 19
Profitability (%) 60.3774 56.6038 64.1509 60.3774 56.6038 64.1509
Ratio Avg Win / Avg Loss 1.7358 2.5136 0.9226 1.3477 1.5448 1.2082
Largest Winning Trade 444738 444738 39849 2963915 2963915 1196754
Largest Losing Trade -44526 -41558 -44526 -1570426 -1570426 -471149
Avg Bars in Trades 90 116 64 90 116 64
Avg Bars in Winners 97 120 76 97 120 76
Avg Bars in Losers 80 111 41 80 111 41
Bars Traded 9579 6178 3401 9579 6178 3401
Profit Streak 0 0 182.2542 0 0 182.2542
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465457 -168518 -457267 439338 -167701 -204399
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10030,
    "evaluation_days": 2507.5,
    "actual_first_datapoint_time": 1543320000000,
    "first_datapoint_time": 1548698400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759989964978,
    "expiration_time": 1766467440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "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": [
        [
            955084.3094545528,
            807987.6798274135,
            147096.6296271393,
            7032440.356474925,
            4992958.283686881,
            2039482.0727880448
        ],
        [
            955.084309,
            807.98768,
            147.09663,
            7032.440356,
            4992.958284,
            2039.482073
        ],
        [
            0.380891,
            0.322228,
            0.058663,
            0.170324,
            0.15687,
            0.122234
        ],
        [
            346.347431,
            346.347431,
            346.347431,
            346.347431,
            346.347431,
            346.347431
        ],
        [
            -107789,
            -104926,
            -80816,
            -3260134,
            -2952079,
            -665363
        ],
        [
            2.645019,
            3.278586,
            1.650895,
            2.053616,
            2.014956,
            2.161971
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            60.377358,
            56.603774,
            64.150943,
            60.377358,
            56.603774,
            64.150943
        ],
        [
            1.735794,
            2.513583,
            0.922559,
            1.347685,
            1.5448,
            1.20816
        ],
        [
            444738,
            444738,
            39849,
            2963915,
            2963915,
            1196754
        ],
        [
            -44526,
            -41558,
            -44526,
            -1570426,
            -1570426,
            -471149
        ],
        [
            90,
            116,
            64,
            90,
            116,
            64
        ],
        [
            97,
            120,
            76,
            97,
            120,
            76
        ],
        [
            80,
            111,
            41,
            80,
            111,
            41
        ],
        [
            9579,
            6178,
            3401,
            9579,
            6178,
            3401
        ],
        [
            0,
            0,
            182.254224,
            0,
            0,
            182.254224
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465457,
            -168518,
            -457267,
            439338,
            -167701,
            -204399
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10030,
    "evaluation_days": 2507.5,
    "actual_first_datapoint_time": 1543320000000,
    "first_datapoint_time": 1548698400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759989964978,
    "expiration_time": 1766467440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "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)