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Trade: XLM/USDT/720/HILO/VWMA/3982

Strategy
XLM/USDT/720/HILO/VWMA/3982
Pair
XLM_USDT
Interval
12h
Score
541061
Daily Profit
0.366154
Profit Factor
2.163233
Profitability
52.352941
Streak
21.706916
Best Strategy
Training Data Length
2503.000000
Evaluation Time
2025-10-12 07:57
Expiration Time
2025-12-26 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 916482.9809 819245.1025 97237.8784 2313210.4198 1560352.6034 752857.8163
Total P&L (%) 916.483 819.2451 97.2379 2313.2104 1560.3526 752.8578
Avg Daily Profit (%) 0.3662 0.3273 0.0388 0.1273 0.1123 0.0857
Buy And Hold Return (%) 169.6465 169.6465 169.6465 169.6465 169.6465 169.6465
Max Trade Drawdown -107086 -105425 -73544 -1329121 -841343 -487777
Profit Factor 2.1632 2.7591 1.3018 1.7076 1.7936 1.5778
Total Trades 170 85 85 170 85 85
Winning Trades 89 38 51 89 38 51
Losing Trades 81 47 34 81 47 34
Profitability (%) 52.3529 44.7059 60 52.3529 44.7059 60
Ratio Avg Win / Avg Loss 1.9688 3.4126 0.8679 1.5541 2.2184 1.0519
Largest Winning Trade 472498 472498 48494 1508803 1508803 354974
Largest Losing Trade -44740 -44740 -44307 -485713 -360610 -485713
Avg Bars in Trades 28 41 16 28 41 16
Avg Bars in Winners 24 37 15 24 37 15
Avg Bars in Losers 33 44 18 33 44 18
Bars Traded 4928 3515 1413 4928 3515 1413
Profit Streak 21.7069 21.7069 143.2069 21.7069 21.7069 143.2069
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 541061 398523 -305449 -16938 -41072 -75305
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5006,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1544011200000,
    "first_datapoint_time": 1546430400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760245077575,
    "expiration_time": 1766714976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 57,
            "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": [
        [
            916482.9809069105,
            819245.102479368,
            97237.8784275424,
            2313210.419763986,
            1560352.6034436754,
            752857.8163203101
        ],
        [
            916.482981,
            819.245102,
            97.237878,
            2313.21042,
            1560.352603,
            752.857816
        ],
        [
            0.366154,
            0.327305,
            0.038849,
            0.12727,
            0.112313,
            0.085671
        ],
        [
            169.646534,
            169.646534,
            169.646534,
            169.646534,
            169.646534,
            169.646534
        ],
        [
            -107086,
            -105425,
            -73544,
            -1329121,
            -841343,
            -487777
        ],
        [
            2.163233,
            2.759119,
            1.301829,
            1.707599,
            1.793636,
            1.57778
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            89,
            38,
            51,
            89,
            38,
            51
        ],
        [
            81,
            47,
            34,
            81,
            47,
            34
        ],
        [
            52.352941,
            44.705882,
            60,
            52.352941,
            44.705882,
            60
        ],
        [
            1.968785,
            3.412594,
            0.867886,
            1.554107,
            2.218444,
            1.051854
        ],
        [
            472498,
            472498,
            48494,
            1508803,
            1508803,
            354974
        ],
        [
            -44740,
            -44740,
            -44307,
            -485713,
            -360610,
            -485713
        ],
        [
            28,
            41,
            16,
            28,
            41,
            16
        ],
        [
            24,
            37,
            15,
            24,
            37,
            15
        ],
        [
            33,
            44,
            18,
            33,
            44,
            18
        ],
        [
            4928,
            3515,
            1413,
            4928,
            3515,
            1413
        ],
        [
            21.706916,
            21.706916,
            143.206916,
            21.706916,
            21.706916,
            143.206916
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            541061,
            398523,
            -305449,
            -16938,
            -41072,
            -75305
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5006,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1544011200000,
    "first_datapoint_time": 1546430400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760245077575,
    "expiration_time": 1766714976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 57,
            "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)