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Trade: XLM/USDT/240/SMA/WMA/2453

Strategy
XLM/USDT/240/SMA/WMA/2453
Pair
XLM_USDT
Interval
4h
Score
346403
Daily Profit
0.349055
Profit Factor
1.739087
Profitability
36.919315
Streak
12.888325
Best Strategy
Training Data Length
2504.000000
Evaluation Time
2025-10-04 08:19
Expiration Time
2025-12-18 08:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 874034.8143 739621.0026 134413.8117 3884498.8677 3875431.2128 9067.6549
Total P&L (%) 874.0348 739.621 134.4138 3884.4989 3875.4312 9.0677
Avg Daily Profit (%) 0.3491 0.2954 0.0537 0.1473 0.1472 0.0035
Buy And Hold Return (%) 144.9699 144.9699 144.9699 144.9699 144.9699 144.9699
Max Trade Drawdown -153667 -139946 -72998 -2135010 -1886264 -1142942
Profit Factor 1.7391 2.1838 1.241 1.2985 1.5547 1.0015
Total Trades 409 204 205 409 204 205
Winning Trades 151 67 84 151 67 84
Losing Trades 258 137 121 258 137 121
Profitability (%) 36.9193 32.8431 40.9756 36.9193 32.8431 40.9756
Ratio Avg Win / Avg Loss 2.9714 4.4653 1.7876 2.2186 3.179 1.4426
Largest Winning Trade 426567 426567 30927 3414752 3414752 526544
Largest Losing Trade -30063 -20183 -30063 -664276 -431450 -664276
Avg Bars in Trades 36 33 39 36 33 39
Avg Bars in Winners 62 62 63 62 62 63
Avg Bars in Losers 21 19 23 21 19 23
Bars Traded 14946 6805 8140 14946 6805 8140
Profit Streak 12.8883 0 15.7217 12.8883 0 15.7217
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346403 200975 -288588 101558 16011 -575247
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15024,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1543694400000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759555151290,
    "expiration_time": 1766040768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 16,
            "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": [
        [
            874034.8142788337,
            739621.0025694963,
            134413.811709338,
            3884498.8676862656,
            3875431.212828049,
            9067.6548582182
        ],
        [
            874.034814,
            739.621003,
            134.413812,
            3884.498868,
            3875.431213,
            9.067655
        ],
        [
            0.349055,
            0.295376,
            0.05368,
            0.147273,
            0.147182,
            0.003466
        ],
        [
            144.969911,
            144.969911,
            144.969911,
            144.969911,
            144.969911,
            144.969911
        ],
        [
            -153667,
            -139946,
            -72998,
            -2135010,
            -1886264,
            -1142942
        ],
        [
            1.739087,
            2.183779,
            1.240976,
            1.298456,
            1.554694,
            1.001504
        ],
        [
            409,
            204,
            205,
            409,
            204,
            205
        ],
        [
            151,
            67,
            84,
            151,
            67,
            84
        ],
        [
            258,
            137,
            121,
            258,
            137,
            121
        ],
        [
            36.919315,
            32.843137,
            40.97561,
            36.919315,
            32.843137,
            40.97561
        ],
        [
            2.97142,
            4.465338,
            1.787596,
            2.218554,
            3.179001,
            1.442643
        ],
        [
            426567,
            426567,
            30927,
            3414752,
            3414752,
            526544
        ],
        [
            -30063,
            -20183,
            -30063,
            -664276,
            -431450,
            -664276
        ],
        [
            36,
            33,
            39,
            36,
            33,
            39
        ],
        [
            62,
            62,
            63,
            62,
            62,
            63
        ],
        [
            21,
            19,
            23,
            21,
            19,
            23
        ],
        [
            14946,
            6805,
            8140,
            14946,
            6805,
            8140
        ],
        [
            12.888325,
            0,
            15.721658,
            12.888325,
            0,
            15.721658
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346403,
            200975,
            -288588,
            101558,
            16011,
            -575247
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15024,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1543694400000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759555151290,
    "expiration_time": 1766040768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 16,
            "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)