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Trade: XLM/USDT/720/VWMA/ALMA/4293

Strategy
XLM/USDT/720/VWMA/ALMA/4293
Pair
XLM_USDT
Interval
12h
Score
342967
Daily Profit
0.147519
Profit Factor
1.942883
Profitability
51.515152
Streak
352.533204
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 03:47
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -388399.8059 187889.0253 -576288.8313 4870809.5754 985264.1064 3885545.469
Total P&L (%) -388.3998 187.889 -576.2888 4870.8096 985.2641 3885.5455
Avg Daily Profit (%) -0.1554 0.0752 -0.2305 0.1564 0.0954 0.1475
Buy And Hold Return (%) 390.0289 390.0289 390.0289 390.0289 390.0289 390.0289
Max Trade Drawdown -688577 -85938 -682548 -2851873 -1867417 -3057832
Profit Factor 0.6635 1.7489 0.3621 1.6343 1.2769 1.9429
Total Trades 66 33 33 66 33 33
Winning Trades 40 19 21 34 17 17
Losing Trades 26 14 12 32 16 16
Profitability (%) 60.6061 57.5758 63.6364 51.5152 51.5152 51.5152
Ratio Avg Win / Avg Loss 0.4313 1.2886 0.2069 1.5381 1.2018 1.8286
Largest Winning Trade 64877 64877 28943 4861426 1668093 4861426
Largest Losing Trade -414417 -36880 -414417 -1813787 -1285446 -1813787
Avg Bars in Trades 72 53 91 72 53 91
Avg Bars in Winners 62 46 75 85 62 108
Avg Bars in Losers 88 62 119 58 43 73
Bars Traded 4790 1770 3020 4790 1770 3020
Profit Streak 186.0332 186.0332 251.5332 186.0332 186.0332 352.5332
Trades During Streak 3 1 3 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -706545 -254627 -577682 -116186 -67991 342967

Evaluation Data

{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1550059200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758847668824,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 129,
            "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": [
        [
            -388399.8059318039,
            187889.0253431558,
            -576288.8312749596,
            4870809.575435624,
            985264.106435434,
            3885545.4690001896
        ],
        [
            -388.399806,
            187.889025,
            -576.288831,
            4870.809575,
            985.264106,
            3885.545469
        ],
        [
            -0.15536,
            0.075156,
            -0.230516,
            0.156369,
            0.095422,
            0.147519
        ],
        [
            390.028864,
            390.028864,
            390.028864,
            390.028864,
            390.028864,
            390.028864
        ],
        [
            -688577,
            -85938,
            -682548,
            -2851873,
            -1867417,
            -3057832
        ],
        [
            0.663533,
            1.74888,
            0.362126,
            1.634282,
            1.276889,
            1.942883
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            40,
            19,
            21,
            34,
            17,
            17
        ],
        [
            26,
            14,
            12,
            32,
            16,
            16
        ],
        [
            60.606061,
            57.575758,
            63.636364,
            51.515152,
            51.515152,
            51.515152
        ],
        [
            0.431296,
            1.288649,
            0.206929,
            1.538148,
            1.201778,
            1.828596
        ],
        [
            64877,
            64877,
            28943,
            4861426,
            1668093,
            4861426
        ],
        [
            -414417,
            -36880,
            -414417,
            -1813787,
            -1285446,
            -1813787
        ],
        [
            72,
            53,
            91,
            72,
            53,
            91
        ],
        [
            62,
            46,
            75,
            85,
            62,
            108
        ],
        [
            88,
            62,
            119,
            58,
            43,
            73
        ],
        [
            4790,
            1770,
            3020,
            4790,
            1770,
            3020
        ],
        [
            186.033204,
            186.033204,
            251.533204,
            186.033204,
            186.033204,
            352.533204
        ],
        [
            3,
            1,
            3,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -706545,
            -254627,
            -577682,
            -116186,
            -67991,
            342967
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1550059200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758847668824,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 129,
            "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)