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Trade: XLM/USDT/240/T3/VWAP/5883

Strategy
XLM/USDT/240/T3/VWAP/5883
Pair
XLM_USDT
Interval
4h
Score
312965
Daily Profit
0.317834
Profit Factor
1.493165
Profitability
32.884903
Streak
12.291285
Best Strategy
Training Data Length
2501.170000
Evaluation Time
2025-10-01 13:59
Expiration Time
2025-12-15 10:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 794957.2751 696239.0912 98718.1838 1818972.2881 2307538.1456 -488565.8575
Total P&L (%) 794.9573 696.2391 98.7182 1818.9723 2307.5381 -488.5659
Avg Daily Profit (%) 0.3178 0.2784 0.0395 0.1182 0.1273 0
Buy And Hold Return (%) 126.0566 126.0566 126.0566 126.0566 126.0566 126.0566
Max Trade Drawdown -248234 -191377 -109970 -2790284 -1473930 -1547602
Profit Factor 1.4932 1.8285 1.128 1.2088 1.5485 0.8916
Total Trades 669 334 335 669 334 335
Winning Trades 220 96 124 220 96 124
Losing Trades 449 238 211 449 238 211
Profitability (%) 32.8849 28.7425 37.0149 32.8849 28.7425 37.0149
Ratio Avg Win / Avg Loss 3.0474 4.533 1.9193 2.467 3.839 1.5171
Largest Winning Trade 368771 368771 34592 1032445 1032445 541982
Largest Losing Trade -21442 -18849 -21442 -518863 -283355 -518863
Avg Bars in Trades 22 21 22 22 21 22
Avg Bars in Winners 43 44 42 43 44 42
Avg Bars in Losers 12 12 11 12 12 11
Bars Traded 14946 7308 7638 14946 7308 7638
Profit Streak 12.2913 0 13.458 12.2913 0 13.458
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312965 -659 -387602 -36429 -31835 -580973
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15007,
    "evaluation_days": 2501.17,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1543550400000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759316367036,
    "expiration_time": 1765788624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 29,
            "offset": 0,
            "a": 0.75231
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            794957.2750591134,
            696239.0912175282,
            98718.1838415847,
            1818972.2881069607,
            2307538.1455578906,
            -488565.8574509286
        ],
        [
            794.957275,
            696.239091,
            98.718184,
            1818.972288,
            2307.538146,
            -488.565857
        ],
        [
            0.317834,
            0.278365,
            0.039469,
            0.11819,
            0.127269,
            0
        ],
        [
            126.056588,
            126.056588,
            126.056588,
            126.056588,
            126.056588,
            126.056588
        ],
        [
            -248234,
            -191377,
            -109970,
            -2790284,
            -1473930,
            -1547602
        ],
        [
            1.493165,
            1.82845,
            1.12795,
            1.20876,
            1.548514,
            0.891582
        ],
        [
            669,
            334,
            335,
            669,
            334,
            335
        ],
        [
            220,
            96,
            124,
            220,
            96,
            124
        ],
        [
            449,
            238,
            211,
            449,
            238,
            211
        ],
        [
            32.884903,
            28.742515,
            37.014925,
            32.884903,
            28.742515,
            37.014925
        ],
        [
            3.047414,
            4.533033,
            1.919334,
            2.466969,
            3.839025,
            1.517128
        ],
        [
            368771,
            368771,
            34592,
            1032445,
            1032445,
            541982
        ],
        [
            -21442,
            -18849,
            -21442,
            -518863,
            -283355,
            -518863
        ],
        [
            22,
            21,
            22,
            22,
            21,
            22
        ],
        [
            43,
            44,
            42,
            43,
            44,
            42
        ],
        [
            12,
            12,
            11,
            12,
            12,
            11
        ],
        [
            14946,
            7308,
            7638,
            14946,
            7308,
            7638
        ],
        [
            12.291285,
            0,
            13.457952,
            12.291285,
            0,
            13.457952
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312965,
            -659,
            -387602,
            -36429,
            -31835,
            -580973
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15007,
    "evaluation_days": 2501.17,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1543550400000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759316367036,
    "expiration_time": 1765788624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 29,
            "offset": 0,
            "a": 0.75231
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)