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Trade: XLM/USDT/360/ZLMA/VWMA/3407

Strategy
XLM/USDT/360/ZLMA/VWMA/3407
Pair
XLM_USDT
Interval
6h
Score
302651
Daily Profit
0.323253
Profit Factor
2.145652
Profitability
43.918919
Streak
0.000000
Best Strategy
Training Data Length
2503.250000
Evaluation Time
2025-10-01 18:06
Expiration Time
2025-12-15 16:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 809182.8746 708323.0956 100859.779 2746504.4742 2643583.4176 102921.0566
Total P&L (%) 809.1829 708.3231 100.8598 2746.5045 2643.5834 102.9211
Avg Daily Profit (%) 0.3233 0.283 0.0403 0.1339 0.1324 0.0283
Buy And Hold Return (%) 240.9151 240.9151 240.9151 240.9151 240.9151 240.9151
Max Trade Drawdown -99111 -92587 -63444 -2159616 -1505329 -915833
Profit Factor 2.1457 2.8693 1.3081 1.3076 1.5512 1.0249
Total Trades 148 74 74 148 74 74
Winning Trades 65 29 36 65 29 36
Losing Trades 83 45 38 83 45 38
Profitability (%) 43.9189 39.1892 48.6486 43.9189 39.1892 48.6486
Ratio Avg Win / Avg Loss 2.7398 4.4524 1.3807 1.6698 2.407 1.0819
Largest Winning Trade 382811 382811 50424 2027996 2027996 513269
Largest Losing Trade -38488 -35231 -38488 -758042 -758042 -605963
Avg Bars in Trades 64 74 53 64 74 53
Avg Bars in Winners 82 91 74 82 91 74
Avg Bars in Losers 50 63 34 50 63 34
Bars Traded 9495 5517 3978 9495 5517 3978
Profit Streak 0 0 145.3794 0 0 145.3794
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302651 -57602 -368329 -14637 -81801 -577614
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10013,
    "evaluation_days": 2503.25,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1546495200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759331180596,
    "expiration_time": 1765808424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 35,
            "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": [
        [
            809182.8746475902,
            708323.0956421766,
            100859.7790054132,
            2746504.474198073,
            2643583.4175900863,
            102921.0566079881
        ],
        [
            809.182875,
            708.323096,
            100.859779,
            2746.504474,
            2643.583418,
            102.921057
        ],
        [
            0.323253,
            0.282961,
            0.040292,
            0.133863,
            0.13239,
            0.028273
        ],
        [
            240.915102,
            240.915102,
            240.915102,
            240.915102,
            240.915102,
            240.915102
        ],
        [
            -99111,
            -92587,
            -63444,
            -2159616,
            -1505329,
            -915833
        ],
        [
            2.145652,
            2.869306,
            1.308077,
            1.307636,
            1.551195,
            1.02491
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            65,
            29,
            36,
            65,
            29,
            36
        ],
        [
            83,
            45,
            38,
            83,
            45,
            38
        ],
        [
            43.918919,
            39.189189,
            48.648649,
            43.918919,
            39.189189,
            48.648649
        ],
        [
            2.739832,
            4.452372,
            1.380748,
            1.66975,
            2.407027,
            1.08185
        ],
        [
            382811,
            382811,
            50424,
            2027996,
            2027996,
            513269
        ],
        [
            -38488,
            -35231,
            -38488,
            -758042,
            -758042,
            -605963
        ],
        [
            64,
            74,
            53,
            64,
            74,
            53
        ],
        [
            82,
            91,
            74,
            82,
            91,
            74
        ],
        [
            50,
            63,
            34,
            50,
            63,
            34
        ],
        [
            9495,
            5517,
            3978,
            9495,
            5517,
            3978
        ],
        [
            0,
            0,
            145.379405,
            0,
            0,
            145.379405
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302651,
            -57602,
            -368329,
            -14637,
            -81801,
            -577614
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10013,
    "evaluation_days": 2503.25,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1546495200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759331180596,
    "expiration_time": 1765808424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 35,
            "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)