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Trade: XLM/USDT/240/KCB/VWMA/4815

Strategy
XLM/USDT/240/KCB/VWMA/4815
Pair
XLM_USDT
Interval
4h
Score
315182
Daily Profit
0.200945
Profit Factor
1.629130
Profitability
57.480315
Streak
83.361492
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-30 23:40
Expiration Time
2025-12-14 18:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 502461.7263 559240.0776 -56778.3513 -11665.9944 20537.7829 -32203.7774
Total P&L (%) 502.4617 559.2401 -56.7784 -11.666 20.5378 -32.2038
Avg Daily Profit (%) 0.2009 0.2237 -0.0227 -0.005 0.0075 -0.0155
Buy And Hold Return (%) 198.902 198.902 198.902 198.902 198.902 198.902
Max Trade Drawdown -274829 -108563 -160801 -106667 -70946 -55437
Profit Factor 1.6291 2.3203 0.8486 0.9665 1.1047 0.7881
Total Trades 127 63 64 127 63 64
Winning Trades 73 37 36 73 37 36
Losing Trades 54 26 28 54 26 28
Profitability (%) 57.4803 58.7302 56.25 57.4803 58.7302 56.25
Ratio Avg Win / Avg Loss 1.2051 1.6305 0.66 0.7149 0.7763 0.613
Largest Winning Trade 358802 358802 28409 117798 117798 21726
Largest Losing Trade -51294 -49502 -51294 -46541 -44807 -46541
Avg Bars in Trades 116 160 73 116 160 73
Avg Bars in Winners 89 122 56 89 122 56
Avg Bars in Losers 152 214 95 152 214 95
Bars Traded 14801 10108 4693 14801 10108 4693
Profit Streak 83.3615 83.6948 83.3615 83.3615 83.6948 83.3615
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315182 -135610 -718590 -578509 -600654 -718590
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15003,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1545537600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759264832957,
    "expiration_time": 1765729296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 138,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 167,
            "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": [
        [
            502461.7263017613,
            559240.0776175571,
            -56778.3513157959,
            -11665.9944284566,
            20537.7829263381,
            -32203.7773547946
        ],
        [
            502.461726,
            559.240078,
            -56.778351,
            -11.665994,
            20.537783,
            -32.203777
        ],
        [
            0.200945,
            0.223651,
            -0.022707,
            -0.004961,
            0.007471,
            -0.015542
        ],
        [
            198.901993,
            198.901993,
            198.901993,
            198.901993,
            198.901993,
            198.901993
        ],
        [
            -274829,
            -108563,
            -160801,
            -106667,
            -70946,
            -55437
        ],
        [
            1.62913,
            2.320343,
            0.848633,
            0.966496,
            1.104684,
            0.788141
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            57.480315,
            58.730159,
            56.25,
            57.480315,
            58.730159,
            56.25
        ],
        [
            1.20511,
            1.630511,
            0.660048,
            0.714942,
            0.776264,
            0.612999
        ],
        [
            358802,
            358802,
            28409,
            117798,
            117798,
            21726
        ],
        [
            -51294,
            -49502,
            -51294,
            -46541,
            -44807,
            -46541
        ],
        [
            116,
            160,
            73,
            116,
            160,
            73
        ],
        [
            89,
            122,
            56,
            89,
            122,
            56
        ],
        [
            152,
            214,
            95,
            152,
            214,
            95
        ],
        [
            14801,
            10108,
            4693,
            14801,
            10108,
            4693
        ],
        [
            83.361492,
            83.694826,
            83.361492,
            83.361493,
            83.694826,
            83.361493
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315182,
            -135610,
            -718590,
            -578509,
            -600654,
            -718590
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15003,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1545537600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759264832957,
    "expiration_time": 1765729296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 138,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 167,
            "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)