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Trade: XTZ/USDT/480/VWMA/HMA/4373

Strategy
XTZ/USDT/480/VWMA/HMA/4373
Pair
XTZ_USDT
Interval
8h
Score
371787
Daily Profit
0.166132
Profit Factor
1.514953
Profitability
55.652174
Streak
59.758090
Best Strategy
Training Data Length
2203.670000
Evaluation Time
2025-10-05 21:11
Expiration Time
2025-12-10 20:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 366100.7992 322119.1402 43981.6591 -84365.4116 -56283.7399 -28081.6717
Total P&L (%) 366.1008 322.1191 43.9817 -84.3654 -56.2837 -28.0817
Avg Daily Profit (%) 0.1661 0.1462 0.02 -0.0842 -0.0375 -0.015
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165542 -84254 -122376 -2024550 -1108264 -1344981
Profit Factor 1.515 2.053 1.1086 0.9847 0.9776 0.9907
Total Trades 115 58 57 115 58 57
Winning Trades 64 32 32 64 32 32
Losing Trades 51 26 25 51 26 25
Profitability (%) 55.6522 55.1724 56.1404 55.6522 55.1724 56.1404
Ratio Avg Win / Avg Loss 1.2072 1.6681 0.8661 0.7847 0.7943 0.774
Largest Winning Trade 117781 117781 56736 459832 459832 450450
Largest Losing Trade -98117 -52771 -98117 -890479 -428689 -890479
Avg Bars in Trades 54 40 69 54 40 69
Avg Bars in Winners 62 50 74 62 50 74
Avg Bars in Losers 45 28 62 45 28 62
Bars Traded 6302 2343 3959 6302 2343 3959
Profit Streak 59.7581 122.7581 0 59.7581 122.7581 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371787 -172824 -450072 -579179 -759597 -760037
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6611,
    "evaluation_days": 2203.67,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1573632000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759687898985,
    "expiration_time": 1765391904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 141,
            "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": [
        [
            366100.7992287766,
            322119.1401517319,
            43981.6590770444,
            -84365.4116230701,
            -56283.7399318019,
            -28081.6716912685
        ],
        [
            366.100799,
            322.11914,
            43.981659,
            -84.365412,
            -56.28374,
            -28.081672
        ],
        [
            0.166132,
            0.146174,
            0.019958,
            -0.084173,
            -0.037542,
            -0.014958
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165542,
            -84254,
            -122376,
            -2024550,
            -1108264,
            -1344981
        ],
        [
            1.514953,
            2.053014,
            1.108586,
            0.984749,
            0.977578,
            0.990707
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            55.652174,
            55.172414,
            56.140351,
            55.652174,
            55.172414,
            56.140351
        ],
        [
            1.207228,
            1.668074,
            0.866083,
            0.784722,
            0.794282,
            0.77399
        ],
        [
            117781,
            117781,
            56736,
            459832,
            459832,
            450450
        ],
        [
            -98117,
            -52771,
            -98117,
            -890479,
            -428689,
            -890479
        ],
        [
            54,
            40,
            69,
            54,
            40,
            69
        ],
        [
            62,
            50,
            74,
            62,
            50,
            74
        ],
        [
            45,
            28,
            62,
            45,
            28,
            62
        ],
        [
            6302,
            2343,
            3959,
            6302,
            2343,
            3959
        ],
        [
            59.75809,
            122.75809,
            0,
            59.75809,
            122.75809,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371787,
            -172824,
            -450072,
            -579179,
            -759597,
            -760037
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6611,
    "evaluation_days": 2203.67,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1573632000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759687898985,
    "expiration_time": 1765391904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 141,
            "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)