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Trade: XLM/USDT/120/SINWMA/WMA/6261

Strategy
XLM/USDT/120/SINWMA/WMA/6261
Pair
XLM_USDT
Interval
2h
Score
337175
Daily Profit
0.174106
Profit Factor
1.511094
Profitability
41.059603
Streak
17.931120
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-09 01:20
Expiration Time
2025-12-22 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 838685.8162 741804.7079 96881.1083 3648902.3485 3074651.8285 574250.52
Total P&L (%) 838.6858 741.8047 96.8811 3648.9023 3074.6518 574.2505
Avg Daily Profit (%) 0.4026 0.3561 0.0465 0.1741 0.1661 0.0916
Buy And Hold Return (%) 533.209 533.209 533.209 533.209 533.209 533.209
Max Trade Drawdown -98679 -97555 -72155 -1272598 -1140318 -561722
Profit Factor 1.904 2.6018 1.2085 1.5111 1.8141 1.1708
Total Trades 302 151 151 302 151 151
Winning Trades 124 51 73 124 51 73
Losing Trades 178 100 78 178 100 78
Profitability (%) 41.0596 33.7748 48.3444 41.0596 33.7748 48.3444
Ratio Avg Win / Avg Loss 2.7331 5.1015 1.2913 2.1692 3.557 1.251
Largest Winning Trade 411488 411488 32785 2238207 2238207 444040
Largest Losing Trade -39338 -20627 -39338 -511794 -427940 -511794
Avg Bars in Trades 81 75 88 81 75 88
Avg Bars in Winners 136 140 134 136 140 134
Avg Bars in Losers 43 42 44 43 42 44
Bars Traded 24711 11407 13304 24711 11407 13304
Profit Streak 17.9311 17.9311 20.2645 17.9311 17.9311 20.2645
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 101406 -35244 -296908 337175 174897 -244545
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579888800000,
    "first_datapoint_time": 1580601600000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759962048779,
    "expiration_time": 1766433600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 34,
            "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": [
        [
            838685.8161583027,
            741804.7078749668,
            96881.1082833363,
            3648902.348505001,
            3074651.828531033,
            574250.5199739686
        ],
        [
            838.685816,
            741.804708,
            96.881108,
            3648.902349,
            3074.651829,
            574.25052
        ],
        [
            0.40257,
            0.356067,
            0.046503,
            0.174106,
            0.166112,
            0.091647
        ],
        [
            533.209016,
            533.209016,
            533.209016,
            533.209016,
            533.209016,
            533.209016
        ],
        [
            -98679,
            -97555,
            -72155,
            -1272598,
            -1140318,
            -561722
        ],
        [
            1.903961,
            2.601772,
            1.208492,
            1.511094,
            1.814065,
            1.170782
        ],
        [
            302,
            151,
            151,
            302,
            151,
            151
        ],
        [
            124,
            51,
            73,
            124,
            51,
            73
        ],
        [
            178,
            100,
            78,
            178,
            100,
            78
        ],
        [
            41.059603,
            33.774834,
            48.344371,
            41.059603,
            33.774834,
            48.344371
        ],
        [
            2.733105,
            5.101513,
            1.291266,
            2.169152,
            3.55699,
            1.250972
        ],
        [
            411488,
            411488,
            32785,
            2238207,
            2238207,
            444040
        ],
        [
            -39338,
            -20627,
            -39338,
            -511794,
            -427940,
            -511794
        ],
        [
            81,
            75,
            88,
            81,
            75,
            88
        ],
        [
            136,
            140,
            134,
            136,
            140,
            134
        ],
        [
            43,
            42,
            44,
            43,
            42,
            44
        ],
        [
            24711,
            11407,
            13304,
            24711,
            11407,
            13304
        ],
        [
            17.93112,
            17.93112,
            20.264453,
            17.93112,
            17.93112,
            20.264453
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            101406,
            -35244,
            -296908,
            337175,
            174897,
            -244545
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579888800000,
    "first_datapoint_time": 1580601600000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759962048779,
    "expiration_time": 1766433600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 34,
            "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)