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Trade: XLM/USDT/240/WMA/MIDPOINT/1337

Strategy
XLM/USDT/240/WMA/MIDPOINT/1337
Pair
XLM_USDT
Interval
4h
Score
333505
Daily Profit
0.256309
Profit Factor
1.747199
Profitability
51.006711
Streak
12.084286
Best Strategy
Training Data Length
2506.500000
Evaluation Time
2025-10-06 21:01
Expiration Time
2025-12-20 22:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 642437.6968 657109.9593 -14672.2625 70464.1733 90780.7458 -20316.5725
Total P&L (%) 642.4377 657.11 -14.6723 70.4642 90.7807 -20.3166
Avg Daily Profit (%) 0.2563 0.2622 -0.0059 0.0213 0.0258 -0.0091
Buy And Hold Return (%) 259.4425 259.4425 259.4425 259.4425 259.4425 259.4425
Max Trade Drawdown -191746 -141270 -133533 -139883 -112054 -85471
Profit Factor 1.7472 2.4954 0.9651 1.1336 1.3121 0.9141
Total Trades 149 74 75 149 74 75
Winning Trades 76 33 43 76 33 43
Losing Trades 73 41 32 73 41 32
Profitability (%) 51.0067 44.5946 57.3333 51.0067 44.5946 57.3333
Ratio Avg Win / Avg Loss 1.6782 3.1004 0.7182 1.0889 1.6302 0.6803
Largest Winning Trade 394855 394855 34633 63550 63550 37356
Largest Losing Trade -64581 -46549 -64581 -55918 -55918 -44461
Avg Bars in Trades 98 123 74 98 123 74
Avg Bars in Winners 97 118 80 97 118 80
Avg Bars in Losers 99 126 65 99 126 65
Bars Traded 14665 9103 5562 14665 9103 5562
Profit Streak 12.0843 0 148.0843 12.0843 0 148.0843
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333505 -56761 -635156 -402603 -389508 -635156
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15039,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1546704000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759773682346,
    "expiration_time": 1766263248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 32,
            "offset": 27
        }
    },
    "second_band": {
        "type": "midpoint",
        "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": [
        [
            642437.6967981133,
            657109.9592793243,
            -14672.2624812111,
            70464.1732996379,
            90780.7458480211,
            -20316.5725483832
        ],
        [
            642.437697,
            657.109959,
            -14.672262,
            70.464173,
            90.780746,
            -20.316573
        ],
        [
            0.256309,
            0.262162,
            -0.005854,
            0.021281,
            0.025775,
            -0.00906
        ],
        [
            259.442533,
            259.442533,
            259.442533,
            259.442533,
            259.442533,
            259.442533
        ],
        [
            -191746,
            -141270,
            -133533,
            -139883,
            -112054,
            -85471
        ],
        [
            1.747199,
            2.495426,
            0.965098,
            1.133624,
            1.312147,
            0.914096
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            76,
            33,
            43,
            76,
            33,
            43
        ],
        [
            73,
            41,
            32,
            73,
            41,
            32
        ],
        [
            51.006711,
            44.594595,
            57.333333,
            51.006711,
            44.594595,
            57.333333
        ],
        [
            1.678231,
            3.100378,
            0.718212,
            1.088876,
            1.630243,
            0.680258
        ],
        [
            394855,
            394855,
            34633,
            63550,
            63550,
            37356
        ],
        [
            -64581,
            -46549,
            -64581,
            -55918,
            -55918,
            -44461
        ],
        [
            98,
            123,
            74,
            98,
            123,
            74
        ],
        [
            97,
            118,
            80,
            97,
            118,
            80
        ],
        [
            99,
            126,
            65,
            99,
            126,
            65
        ],
        [
            14665,
            9103,
            5562,
            14665,
            9103,
            5562
        ],
        [
            12.084286,
            0,
            148.084286,
            12.084286,
            0,
            148.084286
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333505,
            -56761,
            -635156,
            -402603,
            -389508,
            -635156
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15039,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1546704000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759773682346,
    "expiration_time": 1766263248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 32,
            "offset": 27
        }
    },
    "second_band": {
        "type": "midpoint",
        "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)