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Trade: XLM/USDT/15/DCM/MIDPRICE/6358

Strategy
XLM/USDT/15/DCM/MIDPRICE/6358
Pair
XLM_USDT
Interval
15m
Score
353527
Daily Profit
0.168383
Profit Factor
2.097238
Profitability
60.526316
Streak
12.774029
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 15:19
Expiration Time
2025-12-16 14:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 101840.1564 55691.4887 46148.6678 90945.5161 35964.181 54981.3351
Total P&L (%) 101.8402 55.6915 46.1487 90.9455 35.9642 54.9813
Avg Daily Profit (%) 0.3911 0.2139 0.1772 0.2487 0.118 0.1684
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28894 -31281 -27481 -34906 -35284 -32818
Profit Factor 1.8203 1.6666 2.1366 1.5616 1.3216 2.0972
Total Trades 76 38 38 76 38 38
Winning Trades 37 14 23 37 14 23
Losing Trades 39 24 15 39 24 15
Profitability (%) 48.6842 36.8421 60.5263 48.6842 36.8421 60.5263
Ratio Avg Win / Avg Loss 1.9187 2.857 1.3934 1.6461 2.2656 1.3678
Largest Winning Trade 96589 96589 14621 92924 92924 15663
Largest Losing Trade -14054 -14054 -10993 -16646 -16646 -12085
Avg Bars in Trades 320 353 288 320 353 288
Avg Bars in Winners 302 294 306 302 294 306
Avg Bars in Losers 338 387 260 338 387 260
Bars Traded 24386 13422 10964 24386 13422 10964
Profit Streak 9.1074 0 12.774 9.1074 0 12.774
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -42309 123945 334696 -44186 -43171 353527
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736908200000,
    "first_datapoint_time": 1737084600000,
    "last_datapoint_time": 1759407300000,
    "evaluation_time": 1759407576109,
    "expiration_time": 1765887300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 197,
            "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": [
        [
            101840.156429892,
            55691.4886726289,
            46148.6677572631,
            90945.5161036115,
            35964.1809544729,
            54981.3351491386
        ],
        [
            101.840156,
            55.691489,
            46.148668,
            90.945516,
            35.964181,
            54.981335
        ],
        [
            0.391061,
            0.213853,
            0.177209,
            0.248684,
            0.118041,
            0.168383
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28894,
            -31281,
            -27481,
            -34906,
            -35284,
            -32818
        ],
        [
            1.820291,
            1.666583,
            2.136569,
            1.561642,
            1.321628,
            2.097238
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            37,
            14,
            23,
            37,
            14,
            23
        ],
        [
            39,
            24,
            15,
            39,
            24,
            15
        ],
        [
            48.684211,
            36.842105,
            60.526316,
            48.684211,
            36.842105,
            60.526316
        ],
        [
            1.918686,
            2.857,
            1.393414,
            1.646055,
            2.265648,
            1.367764
        ],
        [
            96589,
            96589,
            14621,
            92924,
            92924,
            15663
        ],
        [
            -14054,
            -14054,
            -10993,
            -16646,
            -16646,
            -12085
        ],
        [
            320,
            353,
            288,
            320,
            353,
            288
        ],
        [
            302,
            294,
            306,
            302,
            294,
            306
        ],
        [
            338,
            387,
            260,
            338,
            387,
            260
        ],
        [
            24386,
            13422,
            10964,
            24386,
            13422,
            10964
        ],
        [
            9.107362,
            0,
            12.774029,
            9.107362,
            0,
            12.774029
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -42309,
            123945,
            334696,
            -44186,
            -43171,
            353527
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736908200000,
    "first_datapoint_time": 1737084600000,
    "last_datapoint_time": 1759407300000,
    "evaluation_time": 1759407576109,
    "expiration_time": 1765887300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 197,
            "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)