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Trade: XLM/USDT/240/LINREG/MIDPOINT/1805

Strategy
XLM/USDT/240/LINREG/MIDPOINT/1805
Pair
XLM_USDT
Interval
4h
Score
358394
Daily Profit
0.285751
Profit Factor
1.688344
Profitability
44.800000
Streak
38.295035
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 714139.2779 674656.5128 39482.7651 555254.5456 628676.4429 -73421.8973
Total P&L (%) 714.1393 674.6565 39.4828 555.2545 628.6764 -73.4219
Avg Daily Profit (%) 0.2858 0.27 0.0158 0.0752 0.0795 -0.053
Buy And Hold Return (%) 208.3719 208.3719 208.3719 208.3719 208.3719 208.3719
Max Trade Drawdown -128558 -102397 -94242 -873772 -705242 -377911
Profit Factor 1.6883 2.1667 1.086 1.1564 1.3103 0.9518
Total Trades 250 125 125 250 125 125
Winning Trades 112 52 60 112 52 60
Losing Trades 138 73 65 138 73 65
Profitability (%) 44.8 41.6 48 44.8 41.6 48
Ratio Avg Win / Avg Loss 2.0803 3.0417 1.1765 1.4249 1.8395 1.0311
Largest Winning Trade 388829 388829 34723 320234 320234 179788
Largest Losing Trade -64186 -42830 -64186 -376483 -376483 -286171
Avg Bars in Trades 58 65 52 58 65 52
Avg Bars in Winners 74 83 66 74 83 66
Avg Bars in Losers 46 52 39 46 52 39
Bars Traded 14687 8151 6536 14687 8151 6536
Profit Streak 38.295 38.6284 38.295 38.295 38.6284 38.295
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358394 264857 -463927 -143185 -90728 -579565
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": 1545782400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758971091007,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 33,
            "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": [
        [
            714139.2779376413,
            674656.5128441371,
            39482.7650935042,
            555254.5455519587,
            628676.4428784542,
            -73421.8973264949
        ],
        [
            714.139278,
            674.656513,
            39.482765,
            555.254546,
            628.676443,
            -73.421897
        ],
        [
            0.285751,
            0.269952,
            0.015798,
            0.075247,
            0.0795,
            -0.053007
        ],
        [
            208.371863,
            208.371863,
            208.371863,
            208.371863,
            208.371863,
            208.371863
        ],
        [
            -128558,
            -102397,
            -94242,
            -873772,
            -705242,
            -377911
        ],
        [
            1.688344,
            2.166716,
            1.085977,
            1.156449,
            1.310308,
            0.951796
        ],
        [
            250,
            125,
            125,
            250,
            125,
            125
        ],
        [
            112,
            52,
            60,
            112,
            52,
            60
        ],
        [
            138,
            73,
            65,
            138,
            73,
            65
        ],
        [
            44.8,
            41.6,
            48,
            44.8,
            41.6,
            48
        ],
        [
            2.080281,
            3.041736,
            1.176476,
            1.42491,
            1.839471,
            1.031112
        ],
        [
            388829,
            388829,
            34723,
            320234,
            320234,
            179788
        ],
        [
            -64186,
            -42830,
            -64186,
            -376483,
            -376483,
            -286171
        ],
        [
            58,
            65,
            52,
            58,
            65,
            52
        ],
        [
            74,
            83,
            66,
            74,
            83,
            66
        ],
        [
            46,
            52,
            39,
            46,
            52,
            39
        ],
        [
            14687,
            8151,
            6536,
            14687,
            8151,
            6536
        ],
        [
            38.295035,
            38.628368,
            38.295035,
            38.295035,
            38.628368,
            38.295035
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358394,
            264857,
            -463927,
            -143185,
            -90728,
            -579565
        ]
    ]
}
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": 1545782400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758971091007,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 33,
            "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)