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Trade: XLM/USDT/480/SSF/HMA/5006

Strategy
XLM/USDT/480/SSF/HMA/5006
Pair
XLM_USDT
Interval
8h
Score
407640
Daily Profit
0.350429
Profit Factor
1.908369
Profitability
40.711462
Streak
41.083060
Best Strategy
Training Data Length
2501.330000
Evaluation Time
2025-09-26 04:59
Expiration Time
2025-12-09 18:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 876538.9962 760824.657 115714.3392 3200184.0805 2265658.0581 934526.0224
Total P&L (%) 876.539 760.8247 115.7143 3200.1841 2265.6581 934.526
Avg Daily Profit (%) 0.3504 0.3042 0.0463 0.1399 0.1266 0.0935
Buy And Hold Return (%) 143.6981 143.6981 143.6981 143.6981 143.6981 143.6981
Max Trade Drawdown -135760 -93558 -91387 -1310462 -916408 -920857
Profit Factor 1.9084 2.4612 1.2605 1.5339 1.7029 1.3374
Total Trades 253 127 126 253 127 126
Winning Trades 103 42 61 103 42 61
Losing Trades 150 85 65 150 85 65
Profitability (%) 40.7115 33.0709 48.4127 40.7115 33.0709 48.4127
Ratio Avg Win / Avg Loss 2.7792 4.981 1.3431 2.2339 3.4463 1.4251
Largest Winning Trade 404823 404823 34331 1269698 1269698 398997
Largest Losing Trade -57762 -25527 -57762 -454471 -164410 -454471
Avg Bars in Trades 29 26 31 29 26 31
Avg Bars in Winners 44 44 44 44 44 44
Avg Bars in Losers 18 17 20 18 17 20
Bars Traded 7393 3377 4016 7393 3377 4016
Profit Streak 41.0831 41.0831 83.4164 41.0831 41.0831 83.4164
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407640 234282 -296935 -4273 -26392 -67677

Evaluation Data

{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1543968000000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758851976405,
    "expiration_time": 1765299456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 47,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 39,
            "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": [
        [
            876538.9962045889,
            760824.6570367053,
            115714.3391678834,
            3200184.080482981,
            2265658.0581298373,
            934526.022353144
        ],
        [
            876.538996,
            760.824657,
            115.714339,
            3200.18408,
            2265.658058,
            934.526022
        ],
        [
            0.350429,
            0.304168,
            0.046261,
            0.139886,
            0.126558,
            0.093455
        ],
        [
            143.698061,
            143.698061,
            143.698061,
            143.698061,
            143.698061,
            143.698061
        ],
        [
            -135760,
            -93558,
            -91387,
            -1310462,
            -916408,
            -920857
        ],
        [
            1.908369,
            2.461208,
            1.260455,
            1.533936,
            1.702866,
            1.33736
        ],
        [
            253,
            127,
            126,
            253,
            127,
            126
        ],
        [
            103,
            42,
            61,
            103,
            42,
            61
        ],
        [
            150,
            85,
            65,
            150,
            85,
            65
        ],
        [
            40.711462,
            33.070866,
            48.412698,
            40.711462,
            33.070866,
            48.412698
        ],
        [
            2.779179,
            4.981017,
            1.343108,
            2.233888,
            3.446277,
            1.425056
        ],
        [
            404823,
            404823,
            34331,
            1269698,
            1269698,
            398997
        ],
        [
            -57762,
            -25527,
            -57762,
            -454471,
            -164410,
            -454471
        ],
        [
            29,
            26,
            31,
            29,
            26,
            31
        ],
        [
            44,
            44,
            44,
            44,
            44,
            44
        ],
        [
            18,
            17,
            20,
            18,
            17,
            20
        ],
        [
            7393,
            3377,
            4016,
            7393,
            3377,
            4016
        ],
        [
            41.08306,
            41.08306,
            83.416393,
            41.08306,
            41.08306,
            83.416394
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407640,
            234282,
            -296935,
            -4273,
            -26392,
            -67677
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1543968000000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758851976405,
    "expiration_time": 1765299456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 47,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 39,
            "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)