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Trade: XLM/USDT/480/EMA/MIDPRICE/8701

Strategy
XLM/USDT/480/EMA/MIDPRICE/8701
Pair
XLM_USDT
Interval
8h
Score
314092
Daily Profit
0.266501
Profit Factor
3.461995
Profitability
53.125000
Streak
158.567238
Best Strategy
Training Data Length
2501.670000
Evaluation Time
2025-09-26 08:36
Expiration Time
2025-12-10 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 717468.6254 666698.6185 50770.0069 762934.5819 514879.2592 248055.3227
Total P&L (%) 717.4686 666.6986 50.77 762.9346 514.8793 248.0553
Avg Daily Profit (%) 0.2868 0.2665 0.0203 0.0862 0.0726 0.0499
Buy And Hold Return (%) 358.9717 358.9717 358.9717 358.9717 358.9717 358.9717
Max Trade Drawdown -119705 -86818 -44307 -101557 -141906 -31406
Profit Factor 2.7463 3.462 1.3625 2.6795 2.4896 3.2841
Total Trades 65 32 33 65 32 33
Winning Trades 34 17 17 34 17 17
Losing Trades 31 15 16 31 15 16
Profitability (%) 52.3077 53.125 51.5152 52.3077 53.125 51.5152
Ratio Avg Win / Avg Loss 2.5039 3.0547 1.2823 2.4431 2.1967 3.0909
Largest Winning Trade 339213 339213 33374 312449 312449 80543
Largest Losing Trade -44681 -44681 -32543 -81256 -81256 -31406
Avg Bars in Trades 108 155 62 108 155 62
Avg Bars in Winners 106 153 58 106 153 58
Avg Bars in Losers 110 158 66 110 158 66
Bars Traded 7040 4984 2056 7040 4984 2056
Profit Streak 157.2339 158.5672 157.2339 157.2339 158.5672 157.2339
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -127196 314092 -329923 -212735 -120126 -284680

Evaluation Data

{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1549382400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865009374,
    "expiration_time": 1765329120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 145,
            "offset": 43
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 232,
            "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": [
        [
            717468.625367974,
            666698.6185037297,
            50770.0068642443,
            762934.5819069269,
            514879.2591635033,
            248055.3227434236
        ],
        [
            717.468625,
            666.698619,
            50.770007,
            762.934582,
            514.879259,
            248.055323
        ],
        [
            0.286796,
            0.266501,
            0.020294,
            0.086186,
            0.072628,
            0.049867
        ],
        [
            358.971696,
            358.971696,
            358.971696,
            358.971696,
            358.971696,
            358.971696
        ],
        [
            -119705,
            -86818,
            -44307,
            -101557,
            -141906,
            -31406
        ],
        [
            2.746263,
            3.461995,
            1.362479,
            2.679545,
            2.489597,
            3.284106
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            52.307692,
            53.125,
            51.515152,
            52.307692,
            53.125,
            51.515152
        ],
        [
            2.503945,
            3.054701,
            1.282333,
            2.443115,
            2.196703,
            3.090923
        ],
        [
            339213,
            339213,
            33374,
            312449,
            312449,
            80543
        ],
        [
            -44681,
            -44681,
            -32543,
            -81256,
            -81256,
            -31406
        ],
        [
            108,
            155,
            62,
            108,
            155,
            62
        ],
        [
            106,
            153,
            58,
            106,
            153,
            58
        ],
        [
            110,
            158,
            66,
            110,
            158,
            66
        ],
        [
            7040,
            4984,
            2056,
            7040,
            4984,
            2056
        ],
        [
            157.233905,
            158.567238,
            157.233905,
            157.233905,
            158.567238,
            157.233905
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -127196,
            314092,
            -329923,
            -212735,
            -120126,
            -284680
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1549382400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865009374,
    "expiration_time": 1765329120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 145,
            "offset": 43
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 232,
            "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)