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Trade: XLM/USDT/15/DCM/LINREG/9903

Strategy
XLM/USDT/15/DCM/LINREG/9903
Pair
XLM_USDT
Interval
15m
Score
300270
Daily Profit
0.380517
Profit Factor
1.335875
Profitability
48.000000
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 16:34
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 99094.312 59631.1816 39463.1304 98537.0433 72826.7318 25710.3115
Total P&L (%) 99.0943 59.6312 39.4631 98.537 72.8267 25.7103
Avg Daily Profit (%) 0.3805 0.229 0.1515 0.2637 0.2103 0.0879
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52025 -39473 -29176 -75422 -66832 -32659
Profit Factor 1.3359 1.4168 1.2597 1.2551 1.386 1.1301
Total Trades 200 100 100 200 100 100
Winning Trades 96 42 54 96 42 54
Losing Trades 104 58 46 104 58 46
Profitability (%) 48 42 54 48 42 54
Ratio Avg Win / Avg Loss 1.4472 1.9566 1.073 1.3597 1.914 0.9627
Largest Winning Trade 36778 36778 30066 49010 49010 27452
Largest Losing Trade -18902 -8636 -18902 -23957 -20445 -23957
Avg Bars in Trades 122 108 136 122 108 136
Avg Bars in Winners 159 142 172 159 142 172
Avg Bars in Losers 88 84 94 88 84 94
Bars Traded 24542 10887 13655 24542 10887 13655
Profit Streak 0 19.9927 0 0 19.9927 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300270 209119 129949 246558 221468 -159294

Evaluation Data

{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736429400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758893668528,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 168,
            "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": [
        [
            99094.3120095494,
            59631.1816341532,
            39463.1303753961,
            98537.0432990883,
            72826.7318214762,
            25710.3114776121
        ],
        [
            99.094312,
            59.631182,
            39.46313,
            98.537043,
            72.826732,
            25.710311
        ],
        [
            0.380517,
            0.228981,
            0.151536,
            0.263693,
            0.210312,
            0.087901
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52025,
            -39473,
            -29176,
            -75422,
            -66832,
            -32659
        ],
        [
            1.335875,
            1.416836,
            1.259665,
            1.255121,
            1.385965,
            1.130147
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            96,
            42,
            54,
            96,
            42,
            54
        ],
        [
            104,
            58,
            46,
            104,
            58,
            46
        ],
        [
            48,
            42,
            54,
            48,
            42,
            54
        ],
        [
            1.447198,
            1.956584,
            1.073048,
            1.359715,
            1.913952,
            0.962717
        ],
        [
            36778,
            36778,
            30066,
            49010,
            49010,
            27452
        ],
        [
            -18902,
            -8636,
            -18902,
            -23957,
            -20445,
            -23957
        ],
        [
            122,
            108,
            136,
            122,
            108,
            136
        ],
        [
            159,
            142,
            172,
            159,
            142,
            172
        ],
        [
            88,
            84,
            94,
            88,
            84,
            94
        ],
        [
            24542,
            10887,
            13655,
            24542,
            10887,
            13655
        ],
        [
            0,
            19.992691,
            0,
            0,
            19.992691,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300270,
            209119,
            129949,
            246558,
            221468,
            -159294
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736429400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758893668528,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 168,
            "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)