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Trade: XLM/USDT/480/LINREG/VWAP/8272

Strategy
XLM/USDT/480/LINREG/VWAP/8272
Pair
XLM_USDT
Interval
8h
Score
517383
Daily Profit
0.243528
Profit Factor
2.028597
Profitability
52.755906
Streak
150.674551
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-29 03:11
Expiration Time
2025-12-12 18:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -10527.9279 302372.4277 -312900.3556 43709097.0011 4268487.6971 39440609.304
Total P&L (%) -10.5279 302.3724 -312.9004 43709.097 4268.4877 39440.6093
Avg Daily Profit (%) -0.0042 0.1209 -0.1251 0.2435 0.1512 0.2394
Buy And Hold Return (%) 239.9213 239.9213 239.9213 239.9213 239.9213 239.9213
Max Trade Drawdown -387158 -94944 -476475 -17635429 -15494430 -12139130
Profit Factor 0.989 2.2513 0.5622 2.0286 1.1719 3.2337
Total Trades 127 63 64 127 63 64
Winning Trades 73 36 37 67 34 33
Losing Trades 54 27 27 60 29 31
Profitability (%) 57.4803 57.1429 57.8125 52.7559 53.9683 51.5625
Ratio Avg Win / Avg Loss 0.7316 1.6885 0.4103 1.8167 0.9995 3.0377
Largest Winning Trade 73707 73707 36874 40436102 15515901 40436102
Largest Losing Trade -382249 -37371 -382249 -4536218 -4536218 -3542176
Avg Bars in Trades 55 58 53 55 58 53
Avg Bars in Winners 50 43 57 55 65 45
Avg Bars in Losers 62 77 47 55 50 61
Bars Traded 7075 3663 3412 7075 3663 3412
Profit Streak 150.6746 150.6746 220.3412 150.6746 150.6746 220.3412
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578059 -256885 -717588 517383 -170730 -123064
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1547510400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759104681227,
    "expiration_time": 1765556928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 154
        }
    }
}
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": [
        [
            -10527.9278500118,
            302372.4277423776,
            -312900.3555923895,
            43709097.001122996,
            4268487.697133068,
            39440609.303989924
        ],
        [
            -10.527928,
            302.372428,
            -312.900356,
            43709.097001,
            4268.487697,
            39440.609304
        ],
        [
            -0.00421,
            0.120917,
            -0.125127,
            0.243528,
            0.151154,
            0.239419
        ],
        [
            239.921319,
            239.921319,
            239.921319,
            239.921319,
            239.921319,
            239.921319
        ],
        [
            -387158,
            -94944,
            -476475,
            -17635429,
            -15494430,
            -12139130
        ],
        [
            0.988992,
            2.251309,
            0.562219,
            2.028597,
            1.17186,
            3.233715
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            73,
            36,
            37,
            67,
            34,
            33
        ],
        [
            54,
            27,
            27,
            60,
            29,
            31
        ],
        [
            57.480315,
            57.142857,
            57.8125,
            52.755906,
            53.968254,
            51.5625
        ],
        [
            0.731583,
            1.688482,
            0.410268,
            1.816654,
            0.999528,
            3.037733
        ],
        [
            73707,
            73707,
            36874,
            40436102,
            15515901,
            40436102
        ],
        [
            -382249,
            -37371,
            -382249,
            -4536218,
            -4536218,
            -3542176
        ],
        [
            55,
            58,
            53,
            55,
            58,
            53
        ],
        [
            50,
            43,
            57,
            55,
            65,
            45
        ],
        [
            62,
            77,
            47,
            55,
            50,
            61
        ],
        [
            7075,
            3663,
            3412,
            7075,
            3663,
            3412
        ],
        [
            150.674551,
            150.674551,
            220.341218,
            150.674551,
            150.674551,
            220.341218
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578059,
            -256885,
            -717588,
            517383,
            -170730,
            -123064
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1547510400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759104681227,
    "expiration_time": 1765556928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 154
        }
    }
}

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)