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Trade: XTZ/USDT/240/VWMA/SWMA/1343

Strategy
XTZ/USDT/240/VWMA/SWMA/1343
Pair
XTZ_USDT
Interval
4h
Score
365341
Daily Profit
0.165674
Profit Factor
1.561268
Profitability
56.842105
Streak
0.000000
Best Strategy
Training Data Length
2199.000000
Evaluation Time
2025-10-01 13:15
Expiration Time
2025-12-06 09:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 364316.0769 281914.4912 82401.5858 -90551.1187 432098.1131 -522649.2319
Total P&L (%) 364.3161 281.9145 82.4016 -90.5511 432.0981 -522.6492
Avg Daily Profit (%) 0.1657 0.1282 0.0375 -0.1072 0.076 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177892 -45080 -148899 -1330416 -532057 -1167915
Profit Factor 1.5613 2.1883 1.2001 0.9642 1.5704 0.7055
Total Trades 95 48 47 95 48 47
Winning Trades 54 26 28 54 26 28
Losing Trades 41 22 19 41 22 19
Profitability (%) 56.8421 54.1667 59.5745 56.8421 54.1667 59.5745
Ratio Avg Win / Avg Loss 1.1854 1.8516 0.8143 0.7321 1.3288 0.4787
Largest Winning Trade 78236 78236 55594 273156 273156 232973
Largest Losing Trade -99204 -39289 -99204 -1167915 -236462 -1167915
Avg Bars in Trades 127 84 171 127 84 171
Avg Bars in Winners 118 64 168 118 64 168
Avg Bars in Losers 139 107 176 139 107 176
Bars Traded 12107 4033 8074 12107 4033 8074
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365341 -17079 -143714 -579637 -89043 -579455
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13194,
    "evaluation_days": 2199,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1572868800000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759313757392,
    "expiration_time": 1765005408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 185,
            "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": [
        [
            364316.0769157935,
            281914.4911514653,
            82401.5857643281,
            -90551.1187229817,
            432098.1131351969,
            -522649.2318581784
        ],
        [
            364.316077,
            281.914491,
            82.401586,
            -90.551119,
            432.098113,
            -522.649232
        ],
        [
            0.165674,
            0.128201,
            0.037472,
            -0.107231,
            0.076048,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177892,
            -45080,
            -148899,
            -1330416,
            -532057,
            -1167915
        ],
        [
            1.561268,
            2.188273,
            1.200078,
            0.96424,
            1.570387,
            0.70549
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            56.842105,
            54.166667,
            59.574468,
            56.842105,
            54.166667,
            59.574468
        ],
        [
            1.185407,
            1.851615,
            0.814339,
            0.732108,
            1.328789,
            0.478725
        ],
        [
            78236,
            78236,
            55594,
            273156,
            273156,
            232973
        ],
        [
            -99204,
            -39289,
            -99204,
            -1167915,
            -236462,
            -1167915
        ],
        [
            127,
            84,
            171,
            127,
            84,
            171
        ],
        [
            118,
            64,
            168,
            118,
            64,
            168
        ],
        [
            139,
            107,
            176,
            139,
            107,
            176
        ],
        [
            12107,
            4033,
            8074,
            12107,
            4033,
            8074
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365341,
            -17079,
            -143714,
            -579637,
            -89043,
            -579455
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13194,
    "evaluation_days": 2199,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1572868800000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759313757392,
    "expiration_time": 1765005408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 185,
            "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)