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Trade: XLM/USDT/480/OHLC4/VWMA/2096

Strategy
XLM/USDT/480/OHLC4/VWMA/2096
Pair
XLM_USDT
Interval
8h
Score
323355
Daily Profit
0.347830
Profit Factor
1.682994
Profitability
34.541985
Streak
0.000000
Best Strategy
Training Data Length
2510.670000
Evaluation Time
2025-10-09 01:19
Expiration Time
2025-12-23 01:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 873287.4295 758171.9843 115115.4452 2742691.5675 2615176.6834 127514.884
Total P&L (%) 873.2874 758.172 115.1154 2742.6916 2615.1767 127.5149
Avg Daily Profit (%) 0.3478 0.302 0.0459 0.1334 0.1316 0.0327
Buy And Hold Return (%) 140.131 140.131 140.131 140.131 140.131 140.131
Max Trade Drawdown -90279 -103309 -64507 -2549899 -1937798 -1206260
Profit Factor 1.683 2.0895 1.1975 1.2258 1.3917 1.0233
Total Trades 524 262 262 524 262 262
Winning Trades 181 82 99 181 82 99
Losing Trades 343 180 163 343 180 163
Profitability (%) 34.542 31.2977 37.7863 34.542 31.2977 37.7863
Ratio Avg Win / Avg Loss 3.1893 4.5868 1.9717 2.3229 3.055 1.6848
Largest Winning Trade 444559 444559 40151 3238039 3238039 370755
Largest Losing Trade -22103 -18367 -22103 -668792 -668792 -580435
Avg Bars in Trades 14 12 15 14 12 15
Avg Bars in Winners 27 26 28 27 26 28
Avg Bars in Losers 7 6 8 7 6 8
Bars Traded 7483 3339 4144 7483 3339 4144
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323355 203129 -303234 -16759 -21370 -512361
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7532,
    "evaluation_days": 2510.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1543737600000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759961995008,
    "expiration_time": 1766446848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 24
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 2,
            "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": [
        [
            873287.4294845695,
            758171.9842657906,
            115115.4452187791,
            2742691.5674683983,
            2615176.683433938,
            127514.8840344608
        ],
        [
            873.287429,
            758.171984,
            115.115445,
            2742.691567,
            2615.176683,
            127.514884
        ],
        [
            0.34783,
            0.30198,
            0.04585,
            0.133413,
            0.131583,
            0.032747
        ],
        [
            140.130969,
            140.130969,
            140.130969,
            140.130969,
            140.130969,
            140.130969
        ],
        [
            -90279,
            -103309,
            -64507,
            -2549899,
            -1937798,
            -1206260
        ],
        [
            1.682994,
            2.089546,
            1.197536,
            1.225765,
            1.391709,
            1.023303
        ],
        [
            524,
            262,
            262,
            524,
            262,
            262
        ],
        [
            181,
            82,
            99,
            181,
            82,
            99
        ],
        [
            343,
            180,
            163,
            343,
            180,
            163
        ],
        [
            34.541985,
            31.29771,
            37.78626,
            34.541985,
            31.29771,
            37.78626
        ],
        [
            3.18932,
            4.586809,
            1.971701,
            2.322858,
            3.054971,
            1.684832
        ],
        [
            444559,
            444559,
            40151,
            3238039,
            3238039,
            370755
        ],
        [
            -22103,
            -18367,
            -22103,
            -668792,
            -668792,
            -580435
        ],
        [
            14,
            12,
            15,
            14,
            12,
            15
        ],
        [
            27,
            26,
            28,
            27,
            26,
            28
        ],
        [
            7,
            6,
            8,
            7,
            6,
            8
        ],
        [
            7483,
            3339,
            4144,
            7483,
            3339,
            4144
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323355,
            203129,
            -303234,
            -16759,
            -21370,
            -512361
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7532,
    "evaluation_days": 2510.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1543737600000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759961995008,
    "expiration_time": 1766446848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 24
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 2,
            "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)