← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: XLM/USDT/120/KCL/VWMA/7526

Strategy
XLM/USDT/120/KCL/VWMA/7526
Pair
XLM_USDT
Interval
2h
Score
331939
Daily Profit
0.421761
Profit Factor
3.461060
Profitability
57.471264
Streak
17.725530
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-01 16:24
Expiration Time
2025-12-15 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 878667.0476 882343.0019 -3675.9543 416521.795 450756.4325 -34234.6375
Total P&L (%) 878.667 882.343 -3.676 416.5218 450.7564 -34.2346
Avg Daily Profit (%) 0.4218 0.4235 -0.0018 0.0788 0.0819 -0.0201
Buy And Hold Return (%) 526.6559 526.6559 526.6559 526.6559 526.6559 526.6559
Max Trade Drawdown -140140 -140210 -20857 -625506 -639369 -119839
Profit Factor 3.4611 4.1024 0.9494 1.293 1.3908 0.8722
Total Trades 87 43 44 87 43 44
Winning Trades 50 21 29 50 21 29
Losing Trades 37 22 15 37 22 15
Profitability (%) 57.4713 48.8372 65.9091 57.4713 48.8372 65.9091
Ratio Avg Win / Avg Loss 2.5612 4.2977 0.4911 0.9568 1.457 0.4512
Largest Winning Trade 569330 569330 14465 621220 621220 96301
Largest Losing Trade -51279 -51279 -11352 -342769 -342769 -72726
Avg Bars in Trades 281 559 10 281 559 10
Avg Bars in Winners 214 499 7 214 499 7
Avg Bars in Losers 373 617 15 373 617 15
Bars Traded 24533 24071 462 24533 24071 462
Profit Streak 17.7255 0 18.0589 17.7255 0 18.0589
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331939 274699 -577815 -253315 -249109 -577815
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579255200000,
    "first_datapoint_time": 1580572800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759325085805,
    "expiration_time": 1765800000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 31,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 184,
            "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": [
        [
            878667.047622747,
            882343.001936829,
            -3675.954314082,
            416521.7950105538,
            450756.4324804188,
            -34234.6374698648
        ],
        [
            878.667048,
            882.343002,
            -3.675954,
            416.521795,
            450.756432,
            -34.234637
        ],
        [
            0.421761,
            0.423525,
            -0.001764,
            0.078845,
            0.081928,
            -0.020114
        ],
        [
            526.655897,
            526.655897,
            526.655897,
            526.655897,
            526.655897,
            526.655897
        ],
        [
            -140140,
            -140210,
            -20857,
            -625506,
            -639369,
            -119839
        ],
        [
            3.46106,
            4.102376,
            0.94938,
            1.293018,
            1.390756,
            0.872228
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            50,
            21,
            29,
            50,
            21,
            29
        ],
        [
            37,
            22,
            15,
            37,
            22,
            15
        ],
        [
            57.471264,
            48.837209,
            65.909091,
            57.471264,
            48.837209,
            65.909091
        ],
        [
            2.561185,
            4.297727,
            0.491059,
            0.956834,
            1.456982,
            0.451153
        ],
        [
            569330,
            569330,
            14465,
            621220,
            621220,
            96301
        ],
        [
            -51279,
            -51279,
            -11352,
            -342769,
            -342769,
            -72726
        ],
        [
            281,
            559,
            10,
            281,
            559,
            10
        ],
        [
            214,
            499,
            7,
            214,
            499,
            7
        ],
        [
            373,
            617,
            15,
            373,
            617,
            15
        ],
        [
            24533,
            24071,
            462,
            24533,
            24071,
            462
        ],
        [
            17.72553,
            0,
            18.058863,
            17.72553,
            0,
            18.058863
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331939,
            274699,
            -577815,
            -253315,
            -249109,
            -577815
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579255200000,
    "first_datapoint_time": 1580572800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759325085805,
    "expiration_time": 1765800000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 31,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 184,
            "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)