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Trade: XLM/USDT/480/KCL/VWMA/9765

Strategy
XLM/USDT/480/KCL/VWMA/9765
Pair
XLM_USDT
Interval
8h
Score
652585
Daily Profit
0.170378
Profit Factor
4.138306
Profitability
70.000000
Streak
64.529592
Best Strategy
Training Data Length
2501.670000
Evaluation Time
2025-09-29 23:42
Expiration Time
2025-12-13 19:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 782353.8842 625561.3762 156792.508 9797246.1957 6971522.6716 2825723.5241
Total P&L (%) 782.3539 625.5614 156.7925 9797.2462 6971.5227 2825.7235
Avg Daily Profit (%) 0.3127 0.2501 0.0627 0.1838 0.1704 0.135
Buy And Hold Return (%) 350.3481 350.3481 350.3481 350.3481 350.3481 350.3481
Max Trade Drawdown -87379 -107936 -24650 -920483 -1143054 -91695
Profit Factor 3.9964 4.1469 3.5163 5.0408 4.1383 14.9084
Total Trades 81 40 41 81 40 41
Winning Trades 60 28 32 60 28 32
Losing Trades 21 12 9 21 12 9
Profitability (%) 74.0741 70 78.0488 74.0741 70 78.0488
Ratio Avg Win / Avg Loss 1.3987 1.7772 0.989 1.7643 1.7736 4.193
Largest Winning Trade 333368 333368 17285 5715991 5715991 1116107
Largest Losing Trade -37621 -37621 -14395 -675781 -675781 -91695
Avg Bars in Trades 86 156 18 86 156 18
Avg Bars in Winners 60 110 16 60 110 16
Avg Bars in Losers 161 265 24 161 265 24
Bars Traded 7026 6266 760 7026 6266 760
Profit Streak 0 64.5296 0 0 64.5296 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 -3264 377859 -267138 102434 652585 5381
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1549152000000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759178556708,
    "expiration_time": 1765645920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 15,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 213,
            "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": [
        [
            782353.8842433328,
            625561.376201776,
            156792.5080415566,
            9797246.195732623,
            6971522.671640478,
            2825723.5240921453
        ],
        [
            782.353884,
            625.561376,
            156.792508,
            9797.246196,
            6971.522672,
            2825.723524
        ],
        [
            0.312733,
            0.250058,
            0.062675,
            0.18384,
            0.170378,
            0.135046
        ],
        [
            350.348113,
            350.348113,
            350.348113,
            350.348113,
            350.348113,
            350.348113
        ],
        [
            -87379,
            -107936,
            -24650,
            -920483,
            -1143054,
            -91695
        ],
        [
            3.996414,
            4.146905,
            3.516307,
            5.040775,
            4.138306,
            14.908377
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            60,
            28,
            32,
            60,
            28,
            32
        ],
        [
            21,
            12,
            9,
            21,
            12,
            9
        ],
        [
            74.074074,
            70,
            78.04878,
            74.074074,
            70,
            78.04878
        ],
        [
            1.398745,
            1.777245,
            0.988961,
            1.764271,
            1.77356,
            4.192981
        ],
        [
            333368,
            333368,
            17285,
            5715991,
            5715991,
            1116107
        ],
        [
            -37621,
            -37621,
            -14395,
            -675781,
            -675781,
            -91695
        ],
        [
            86,
            156,
            18,
            86,
            156,
            18
        ],
        [
            60,
            110,
            16,
            60,
            110,
            16
        ],
        [
            161,
            265,
            24,
            161,
            265,
            24
        ],
        [
            7026,
            6266,
            760,
            7026,
            6266,
            760
        ],
        [
            0,
            64.529591,
            0,
            0,
            64.529592,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3264,
            377859,
            -267138,
            102434,
            652585,
            5381
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1549152000000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759178556708,
    "expiration_time": 1765645920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 15,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 213,
            "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)