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Trade: XLM/USDT/15/MIDPOINT/ZLMA/6634

Strategy
XLM/USDT/15/MIDPOINT/ZLMA/6634
Pair
XLM_USDT
Interval
15m
Score
343522
Daily Profit
0.375472
Profit Factor
1.296176
Profitability
52.573529
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 19:15
Expiration Time
2025-12-24 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 97780.359 58730.5695 39049.7895 104010.8451 87426.2799 16584.5652
Total P&L (%) 97.7804 58.7306 39.0498 104.0108 87.4263 16.5846
Avg Daily Profit (%) 0.3755 0.2255 0.1499 0.2742 0.2415 0.0589
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34914 -28210 -29998 -91877 -73636 -62846
Profit Factor 1.2962 1.4193 1.2054 1.1681 1.321 1.0479
Total Trades 272 136 136 272 136 136
Winning Trades 143 74 69 143 74 69
Losing Trades 129 62 67 129 62 67
Profitability (%) 52.5735 54.4118 50.7353 52.5735 54.4118 50.7353
Ratio Avg Win / Avg Loss 1.1693 1.1892 1.1705 1.0538 1.1068 1.0175
Largest Winning Trade 29529 25722 29529 54777 54777 24295
Largest Losing Trade -14445 -8681 -14445 -25765 -25625 -25765
Avg Bars in Trades 90 78 101 90 78 101
Avg Bars in Winners 93 70 118 93 70 118
Avg Bars in Losers 86 88 84 86 88 84
Bars Traded 24486 10665 13821 24486 10665 13821
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343522 247812 101921 -26950 258154 -292715
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737612900000,
    "first_datapoint_time": 1737835200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760112935596,
    "expiration_time": 1766592000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 248,
            "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": [
        [
            97780.3589980594,
            58730.5694850413,
            39049.789513018,
            104010.8450814881,
            87426.279926945,
            16584.565154543
        ],
        [
            97.780359,
            58.730569,
            39.04979,
            104.010845,
            87.42628,
            16.584565
        ],
        [
            0.375472,
            0.225523,
            0.149949,
            0.274165,
            0.241523,
            0.05894
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34914,
            -28210,
            -29998,
            -91877,
            -73636,
            -62846
        ],
        [
            1.296176,
            1.419319,
            1.205438,
            1.168146,
            1.321009,
            1.047901
        ],
        [
            272,
            136,
            136,
            272,
            136,
            136
        ],
        [
            143,
            74,
            69,
            143,
            74,
            69
        ],
        [
            129,
            62,
            67,
            129,
            62,
            67
        ],
        [
            52.573529,
            54.411765,
            50.735294,
            52.573529,
            54.411765,
            50.735294
        ],
        [
            1.169278,
            1.189159,
            1.170497,
            1.053782,
            1.106791,
            1.017527
        ],
        [
            29529,
            25722,
            29529,
            54777,
            54777,
            24295
        ],
        [
            -14445,
            -8681,
            -14445,
            -25765,
            -25625,
            -25765
        ],
        [
            90,
            78,
            101,
            90,
            78,
            101
        ],
        [
            93,
            70,
            118,
            93,
            70,
            118
        ],
        [
            86,
            88,
            84,
            86,
            88,
            84
        ],
        [
            24486,
            10665,
            13821,
            24486,
            10665,
            13821
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
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        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343522,
            247812,
            101921,
            -26950,
            258154,
            -292715
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737612900000,
    "first_datapoint_time": 1737835200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760112935596,
    "expiration_time": 1766592000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 248,
            "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)