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Trade: XLM/USDT/240/HL2/WMA/3364

Strategy
XLM/USDT/240/HL2/WMA/3364
Pair
XLM_USDT
Interval
4h
Score
373190
Daily Profit
0.242130
Profit Factor
1.305658
Profitability
45.334686
Streak
0.000000
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-27 14:04
Expiration Time
2025-12-08 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 605123.8975 650388.6868 -45264.7893 37322.524 62991.0365 -25668.5124
Total P&L (%) 605.1239 650.3887 -45.2648 37.3225 62.991 -25.6685
Avg Daily Profit (%) 0.2421 0.2602 -0.0181 0.0127 0.0195 -0.0119
Buy And Hold Return (%) 216.2574 216.2574 216.2574 216.2574 216.2574 216.2574
Max Trade Drawdown -136728 -131031 -93455 -179141 -156093 -72739
Profit Factor 1.3057 1.6018 0.9497 1.0249 1.0755 0.9613
Total Trades 986 493 493 986 493 493
Winning Trades 447 223 224 447 223 224
Losing Trades 539 270 269 539 270 269
Profitability (%) 45.3347 45.2333 45.4361 45.3347 45.2333 45.4361
Ratio Avg Win / Avg Loss 1.5744 1.9394 1.1404 1.2359 1.3022 1.1544
Largest Winning Trade 410933 410933 34709 111119 111119 52578
Largest Losing Trade -36317 -36317 -35287 -46522 -46522 -41953
Avg Bars in Trades 14 17 12 14 17 12
Avg Bars in Winners 17 19 15 17 19 15
Avg Bars in Losers 12 15 10 12 15 10
Bars Traded 14737 8384 6353 14737 8384 6353
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 373190 321290 -578587 -530752 -469551 -578587
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545724800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758971091568,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 53
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 209,
            "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": [
        [
            605123.8975497892,
            650388.686838271,
            -45264.7892884819,
            37322.5240464307,
            62991.0364722995,
            -25668.5124258689
        ],
        [
            605.123898,
            650.388687,
            -45.264789,
            37.322524,
            62.991036,
            -25.668512
        ],
        [
            0.24213,
            0.260242,
            -0.018112,
            0.012692,
            0.019549,
            -0.011869
        ],
        [
            216.257409,
            216.257409,
            216.257409,
            216.257409,
            216.257409,
            216.257409
        ],
        [
            -136728,
            -131031,
            -93455,
            -179141,
            -156093,
            -72739
        ],
        [
            1.305658,
            1.601798,
            0.94965,
            1.024915,
            1.0755,
            0.961322
        ],
        [
            986,
            493,
            493,
            986,
            493,
            493
        ],
        [
            447,
            223,
            224,
            447,
            223,
            224
        ],
        [
            539,
            270,
            269,
            539,
            270,
            269
        ],
        [
            45.334686,
            45.233266,
            45.436105,
            45.334686,
            45.233266,
            45.436105
        ],
        [
            1.574384,
            1.939396,
            1.140428,
            1.23586,
            1.302175,
            1.154445
        ],
        [
            410933,
            410933,
            34709,
            111119,
            111119,
            52578
        ],
        [
            -36317,
            -36317,
            -35287,
            -46522,
            -46522,
            -41953
        ],
        [
            14,
            17,
            12,
            14,
            17,
            12
        ],
        [
            17,
            19,
            15,
            17,
            19,
            15
        ],
        [
            12,
            15,
            10,
            12,
            15,
            10
        ],
        [
            14737,
            8384,
            6353,
            14737,
            8384,
            6353
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373190,
            321290,
            -578587,
            -530752,
            -469551,
            -578587
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545724800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758971091568,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 53
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 209,
            "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)