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Trade: XTZ/USDT/480/VWMA/PSAR/7225

Strategy
XTZ/USDT/480/VWMA/PSAR/7225
Pair
XTZ_USDT
Interval
8h
Score
364542
Daily Profit
0.154743
Profit Factor
1.391904
Profitability
47.619048
Streak
16.441318
Best Strategy
Training Data Length
2206.000000
Evaluation Time
2025-10-08 05:35
Expiration Time
2025-12-13 06:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 341362.3301 254565.9332 86796.3969 271953.5489 219555.6382 52397.9107
Total P&L (%) 341.3623 254.5659 86.7964 271.9535 219.5556 52.3979
Avg Daily Profit (%) 0.1547 0.1154 0.0393 0.0596 0.0527 0.0191
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118678 -115186 -97534 -229575 -193868 -183881
Profit Factor 1.3919 1.6414 1.1831 1.1756 1.3043 1.0633
Total Trades 231 115 116 231 115 116
Winning Trades 110 54 56 110 54 56
Losing Trades 121 61 60 121 61 60
Profitability (%) 47.619 46.9565 48.2759 47.619 46.9565 48.2759
Ratio Avg Win / Avg Loss 1.5311 1.8542 1.2676 1.2932 1.4734 1.1393
Largest Winning Trade 88872 88872 57216 158984 158984 137693
Largest Losing Trade -35729 -28989 -35729 -76208 -64466 -76208
Avg Bars in Trades 27 21 34 27 21 34
Avg Bars in Winners 37 26 47 37 26 47
Avg Bars in Losers 19 16 21 19 16 21
Bars Traded 6436 2475 3960 6436 2475 3960
Profit Streak 16.4413 0 57.7747 16.4413 0 57.7747
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364542 -36989 -159450 -139619 -123612 -319301
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6618,
    "evaluation_days": 2206,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1573574400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759890929908,
    "expiration_time": 1765599552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            341362.3300736822,
            254565.9331784545,
            86796.3968952277,
            271953.5488955412,
            219555.6381536811,
            52397.9107418603
        ],
        [
            341.36233,
            254.565933,
            86.796397,
            271.953549,
            219.555638,
            52.397911
        ],
        [
            0.154743,
            0.115397,
            0.039346,
            0.059564,
            0.052678,
            0.019101
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118678,
            -115186,
            -97534,
            -229575,
            -193868,
            -183881
        ],
        [
            1.391904,
            1.641422,
            1.183053,
            1.1756,
            1.30432,
            1.06334
        ],
        [
            231,
            115,
            116,
            231,
            115,
            116
        ],
        [
            110,
            54,
            56,
            110,
            54,
            56
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            47.619048,
            46.956522,
            48.275862,
            47.619048,
            46.956522,
            48.275862
        ],
        [
            1.531094,
            1.854199,
            1.267557,
            1.29316,
            1.473398,
            1.139293
        ],
        [
            88872,
            88872,
            57216,
            158984,
            158984,
            137693
        ],
        [
            -35729,
            -28989,
            -35729,
            -76208,
            -64466,
            -76208
        ],
        [
            27,
            21,
            34,
            27,
            21,
            34
        ],
        [
            37,
            26,
            47,
            37,
            26,
            47
        ],
        [
            19,
            16,
            21,
            19,
            16,
            21
        ],
        [
            6436,
            2475,
            3960,
            6436,
            2475,
            3960
        ],
        [
            16.441318,
            0,
            57.774652,
            16.441318,
            0,
            57.774652
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364542,
            -36989,
            -159450,
            -139619,
            -123612,
            -319301
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6618,
    "evaluation_days": 2206,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1573574400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759890929908,
    "expiration_time": 1765599552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)