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Trade: XLM/USDT/360/VWMA/HWMA/6554

Strategy
XLM/USDT/360/VWMA/HWMA/6554
Pair
XLM_USDT
Interval
6h
Score
375520
Daily Profit
0.311155
Profit Factor
1.577724
Profitability
39.583333
Streak
34.243693
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-29 14:50
Expiration Time
2025-12-13 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 778199.8935 715944.6099 62255.2837 791917.5514 1325366.5 -533448.9486
Total P&L (%) 778.1999 715.9446 62.2553 791.9176 1325.3665 -533.4489
Avg Daily Profit (%) 0.3112 0.2863 0.0249 0.0875 0.1063 0
Buy And Hold Return (%) 130.0131 130.0131 130.0131 130.0131 130.0131 130.0131
Max Trade Drawdown -178037 -152754 -100015 -1634243 -972660 -902363
Profit Factor 1.5777 2.0026 1.0984 1.1271 1.4349 0.8324
Total Trades 384 192 192 384 192 192
Winning Trades 152 65 87 152 65 87
Losing Trades 232 127 105 232 127 105
Profitability (%) 39.5833 33.8542 45.3125 39.5833 33.8542 45.3125
Ratio Avg Win / Avg Loss 2.4081 3.9128 1.3256 1.7203 2.8035 1.0046
Largest Winning Trade 437846 437846 32356 579070 579070 302963
Largest Losing Trade -40145 -18769 -40145 -403883 -197221 -403883
Avg Bars in Trades 25 24 27 25 24 27
Avg Bars in Winners 40 41 39 40 41 39
Avg Bars in Losers 16 15 17 16 15 17
Bars Traded 9909 4662 5247 9909 4662 5247
Profit Streak 34.2437 34.2437 60.4937 34.2437 34.2437 60.4937
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375520 236704 -437430 -156651 -53653 -578814
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10004,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1543600800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759146655125,
    "expiration_time": 1765608192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            778199.8935366652,
            715944.6098856356,
            62255.28365103,
            791917.5513958876,
            1325366.5000226423,
            -533448.9486267538
        ],
        [
            778.199894,
            715.94461,
            62.255284,
            791.917551,
            1325.3665,
            -533.448949
        ],
        [
            0.311155,
            0.286263,
            0.024892,
            0.087531,
            0.106295,
            0
        ],
        [
            130.013147,
            130.013147,
            130.013147,
            130.013147,
            130.013147,
            130.013147
        ],
        [
            -178037,
            -152754,
            -100015,
            -1634243,
            -972660,
            -902363
        ],
        [
            1.577724,
            2.002632,
            1.098358,
            1.127113,
            1.434877,
            0.832373
        ],
        [
            384,
            192,
            192,
            384,
            192,
            192
        ],
        [
            152,
            65,
            87,
            152,
            65,
            87
        ],
        [
            232,
            127,
            105,
            232,
            127,
            105
        ],
        [
            39.583333,
            33.854167,
            45.3125,
            39.583333,
            33.854167,
            45.3125
        ],
        [
            2.408105,
            3.912834,
            1.325605,
            1.72033,
            2.80353,
            1.004588
        ],
        [
            437846,
            437846,
            32356,
            579070,
            579070,
            302963
        ],
        [
            -40145,
            -18769,
            -40145,
            -403883,
            -197221,
            -403883
        ],
        [
            25,
            24,
            27,
            25,
            24,
            27
        ],
        [
            40,
            41,
            39,
            40,
            41,
            39
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            9909,
            4662,
            5247,
            9909,
            4662,
            5247
        ],
        [
            34.243693,
            34.243693,
            60.493693,
            34.243694,
            34.243694,
            60.493694
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375520,
            236704,
            -437430,
            -156651,
            -53653,
            -578814
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10004,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1543600800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759146655125,
    "expiration_time": 1765608192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)