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Trade: XLM/USDT/240/VWMA/T3/1960

Strategy
XLM/USDT/240/VWMA/T3/1960
Pair
XLM_USDT
Interval
4h
Score
320084
Daily Profit
0.360591
Profit Factor
1.883780
Profitability
38.924051
Streak
12.971652
Best Strategy
Training Data Length
2503.830000
Evaluation Time
2025-10-04 06:19
Expiration Time
2025-12-18 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 902858.1216 758517.8468 144340.2748 6126134.3264 4981928.3976 1144205.9288
Total P&L (%) 902.8581 758.5178 144.3403 6126.1343 4981.9284 1144.2059
Avg Daily Profit (%) 0.3606 0.3029 0.0576 0.1651 0.157 0.1007
Buy And Hold Return (%) 215.2471 215.2471 215.2471 215.2471 215.2471 215.2471
Max Trade Drawdown -109516 -98734 -74700 -2850840 -2481199 -1868854
Profit Factor 1.8838 2.4495 1.2897 1.3199 1.5094 1.1221
Total Trades 316 158 158 316 158 158
Winning Trades 123 58 65 123 58 65
Losing Trades 193 100 93 193 100 93
Profitability (%) 38.9241 36.7089 41.1392 38.9241 36.7089 41.1392
Ratio Avg Win / Avg Loss 2.9559 4.2232 1.8452 2.071 2.6025 1.6054
Largest Winning Trade 405270 405270 37004 4356587 4356587 751823
Largest Losing Trade -32017 -19158 -32017 -1029503 -601531 -1029503
Avg Bars in Trades 47 40 53 47 40 53
Avg Bars in Winners 77 66 87 77 66 87
Avg Bars in Losers 27 25 29 27 25 29
Bars Traded 14856 6439 8417 14856 6439 8417
Profit Streak 12.9717 0 15.805 12.9717 0 15.805
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320084 217561 -283182 252375 188953 -146921
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15023,
    "evaluation_days": 2503.83,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1544112000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759547950713,
    "expiration_time": 1766025936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 11,
            "offset": 0,
            "a": 0.77529
        }
    }
}
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": [
        [
            902858.1216370641,
            758517.846817729,
            144340.2748193353,
            6126134.326408875,
            4981928.397559317,
            1144205.9288495583
        ],
        [
            902.858122,
            758.517847,
            144.340275,
            6126.134326,
            4981.928398,
            1144.205929
        ],
        [
            0.360591,
            0.302943,
            0.057648,
            0.165137,
            0.157014,
            0.10074
        ],
        [
            215.247092,
            215.247092,
            215.247092,
            215.247092,
            215.247092,
            215.247092
        ],
        [
            -109516,
            -98734,
            -74700,
            -2850840,
            -2481199,
            -1868854
        ],
        [
            1.88378,
            2.449483,
            1.289674,
            1.319863,
            1.509436,
            1.122074
        ],
        [
            316,
            158,
            158,
            316,
            158,
            158
        ],
        [
            123,
            58,
            65,
            123,
            58,
            65
        ],
        [
            193,
            100,
            93,
            193,
            100,
            93
        ],
        [
            38.924051,
            36.708861,
            41.139241,
            38.924051,
            36.708861,
            41.139241
        ],
        [
            2.95585,
            4.223247,
            1.845226,
            2.071004,
            2.602475,
            1.605428
        ],
        [
            405270,
            405270,
            37004,
            4356587,
            4356587,
            751823
        ],
        [
            -32017,
            -19158,
            -32017,
            -1029503,
            -601531,
            -1029503
        ],
        [
            47,
            40,
            53,
            47,
            40,
            53
        ],
        [
            77,
            66,
            87,
            77,
            66,
            87
        ],
        [
            27,
            25,
            29,
            27,
            25,
            29
        ],
        [
            14856,
            6439,
            8417,
            14856,
            6439,
            8417
        ],
        [
            12.971652,
            0,
            15.804985,
            12.971652,
            0,
            15.804985
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320084,
            217561,
            -283182,
            252375,
            188953,
            -146921
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15023,
    "evaluation_days": 2503.83,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1544112000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759547950713,
    "expiration_time": 1766025936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 11,
            "offset": 0,
            "a": 0.77529
        }
    }
}

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)