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Trade: XLM/USDT/720/SWMA/VWMA/8705

Strategy
XLM/USDT/720/SWMA/VWMA/8705
Pair
XLM_USDT
Interval
12h
Score
573734
Daily Profit
0.154488
Profit Factor
4.665506
Profitability
51.724138
Streak
138.365129
Best Strategy
Training Data Length
2502.500000
Evaluation Time
2025-10-01 11:45
Expiration Time
2025-12-15 03:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 809883.7952 666607.8343 143275.9609 5286793.3706 4661182.6418 625610.7288
Total P&L (%) 809.8838 666.6078 143.276 5286.7934 4661.1826 625.6107
Avg Daily Profit (%) 0.3236 0.2664 0.0573 0.1594 0.1545 0.0792
Buy And Hold Return (%) 262.9486 262.9486 262.9486 262.9486 262.9486 262.9486
Max Trade Drawdown -128245 -68673 -148981 -938014 -617078 -1325101
Profit Factor 3.1202 4.3324 1.7874 2.825 4.6655 1.3849
Total Trades 59 29 30 59 29 30
Winning Trades 37 15 22 37 15 22
Losing Trades 22 14 8 22 14 8
Profitability (%) 62.7119 51.7241 73.3333 62.7119 51.7241 73.3333
Ratio Avg Win / Avg Loss 1.8552 4.0436 0.65 1.6797 4.3545 0.5036
Largest Winning Trade 342427 342427 47137 2333695 2333695 500294
Largest Losing Trade -54810 -38337 -54810 -521492 -495315 -521492
Avg Bars in Trades 79 107 52 79 107 52
Avg Bars in Winners 63 74 56 63 74 56
Avg Bars in Losers 106 142 43 106 142 43
Bars Traded 4700 3124 1576 4700 3124 1576
Profit Streak 138.3651 138.3651 267.8651 138.3651 138.3651 267.8651
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164484 472493 -277306 -163417 573734 -87851
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5005,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1548028800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759308347153,
    "expiration_time": 1765763280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "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": [
        [
            809883.7952012597,
            666607.834325718,
            143275.9608755416,
            5286793.370592639,
            4661182.641774718,
            625610.728817921
        ],
        [
            809.883795,
            666.607834,
            143.275961,
            5286.793371,
            4661.182642,
            625.610729
        ],
        [
            0.32363,
            0.266377,
            0.057253,
            0.159429,
            0.154488,
            0.079226
        ],
        [
            262.948594,
            262.948594,
            262.948594,
            262.948594,
            262.948594,
            262.948594
        ],
        [
            -128245,
            -68673,
            -148981,
            -938014,
            -617078,
            -1325101
        ],
        [
            3.120185,
            4.332448,
            1.787439,
            2.825023,
            4.665506,
            1.384943
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            22,
            14,
            8,
            22,
            14,
            8
        ],
        [
            62.711864,
            51.724138,
            73.333333,
            62.711864,
            51.724138,
            73.333333
        ],
        [
            1.855245,
            4.043618,
            0.649978,
            1.679744,
            4.354473,
            0.503616
        ],
        [
            342427,
            342427,
            47137,
            2333695,
            2333695,
            500294
        ],
        [
            -54810,
            -38337,
            -54810,
            -521492,
            -495315,
            -521492
        ],
        [
            79,
            107,
            52,
            79,
            107,
            52
        ],
        [
            63,
            74,
            56,
            63,
            74,
            56
        ],
        [
            106,
            142,
            43,
            106,
            142,
            43
        ],
        [
            4700,
            3124,
            1576,
            4700,
            3124,
            1576
        ],
        [
            138.365129,
            138.365129,
            267.865129,
            138.365129,
            138.365129,
            267.865129
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164484,
            472493,
            -277306,
            -163417,
            573734,
            -87851
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5005,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1548028800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759308347153,
    "expiration_time": 1765763280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "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)