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Trade: XLM/USDT/480/HILO/DCM/3240

Strategy
XLM/USDT/480/HILO/DCM/3240
Pair
XLM_USDT
Interval
8h
Score
520384
Daily Profit
0.149322
Profit Factor
2.849053
Profitability
54.700855
Streak
111.614095
Best Strategy
Training Data Length
2507.000000
Evaluation Time
2025-10-05 09:44
Expiration Time
2025-12-19 07:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 698480.0414 558854.1942 139625.8471 4112809.5013 2634832.2413 1477977.26
Total P&L (%) 698.48 558.8542 139.6258 4112.8095 2634.8322 1477.9773
Avg Daily Profit (%) 0.2786 0.2229 0.0557 0.1493 0.1321 0.1101
Buy And Hold Return (%) 416.5999 416.5999 416.5999 416.5999 416.5999 416.5999
Max Trade Drawdown -120249 -98590 -68256 -530264 -482707 -371639
Profit Factor 2.3558 3.2438 1.5247 2.8491 3.2491 2.4039
Total Trades 117 58 59 117 58 59
Winning Trades 64 29 35 64 29 35
Losing Trades 53 29 24 53 29 24
Profitability (%) 54.7009 50 59.322 54.7009 50 59.322
Ratio Avg Win / Avg Loss 1.9509 3.2438 1.0455 2.3594 3.2491 1.6484
Largest Winning Trade 168467 168467 35806 1185273 1185273 621063
Largest Losing Trade -64948 -34766 -64948 -359110 -296424 -359110
Avg Bars in Trades 61 77 44 61 77 44
Avg Bars in Winners 57 60 54 57 60 54
Avg Bars in Losers 65 94 30 65 94 30
Bars Traded 7155 4512 2643 7155 4512 2643
Profit Streak 111.6141 114.2808 111.6141 111.6141 114.2808 111.6141
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 232624 -224207 -457382 520384 -189641 -218145
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7521,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1550016000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759646657768,
    "expiration_time": 1766120544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 243,
            "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": [
        [
            698480.0413825052,
            558854.1942469621,
            139625.8471355431,
            4112809.5013095597,
            2634832.2413220406,
            1477977.2599875194
        ],
        [
            698.480041,
            558.854194,
            139.625847,
            4112.809501,
            2634.832241,
            1477.97726
        ],
        [
            0.278612,
            0.222918,
            0.055694,
            0.149322,
            0.132064,
            0.110102
        ],
        [
            416.599922,
            416.599922,
            416.599922,
            416.599922,
            416.599922,
            416.599922
        ],
        [
            -120249,
            -98590,
            -68256,
            -530264,
            -482707,
            -371639
        ],
        [
            2.355825,
            3.243834,
            1.524697,
            2.849053,
            3.249139,
            2.403862
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            64,
            29,
            35,
            64,
            29,
            35
        ],
        [
            53,
            29,
            24,
            53,
            29,
            24
        ],
        [
            54.700855,
            50,
            59.322034,
            54.700855,
            50,
            59.322034
        ],
        [
            1.950918,
            3.243834,
            1.045507,
            2.359372,
            3.249139,
            1.648362
        ],
        [
            168467,
            168467,
            35806,
            1185273,
            1185273,
            621063
        ],
        [
            -64948,
            -34766,
            -64948,
            -359110,
            -296424,
            -359110
        ],
        [
            61,
            77,
            44,
            61,
            77,
            44
        ],
        [
            57,
            60,
            54,
            57,
            60,
            54
        ],
        [
            65,
            94,
            30,
            65,
            94,
            30
        ],
        [
            7155,
            4512,
            2643,
            7155,
            4512,
            2643
        ],
        [
            111.614094,
            114.280761,
            111.614094,
            111.614095,
            114.280761,
            111.614095
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            232624,
            -224207,
            -457382,
            520384,
            -189641,
            -218145
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7521,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1550016000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759646657768,
    "expiration_time": 1766120544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 243,
            "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)