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Trade: XLM/USDT/480/WMA/MIDPRICE/7431

Strategy
XLM/USDT/480/WMA/MIDPRICE/7431
Pair
XLM_USDT
Interval
8h
Score
394798
Daily Profit
0.242274
Profit Factor
2.022428
Profitability
54.838710
Streak
153.083040
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 606008.4316 575732.9698 30275.4618 447011.8271 320138.0127 126873.8144
Total P&L (%) 606.0084 575.733 30.2755 447.0118 320.138 126.8738
Avg Daily Profit (%) 0.2423 0.2302 0.0121 0.068 0.0574 0.0328
Buy And Hold Return (%) 236.8431 236.8431 236.8431 236.8431 236.8431 236.8431
Max Trade Drawdown -94469 -86190 -156374 -134813 -100727 -117876
Profit Factor 2.0224 2.8645 1.1066 1.9387 2.1375 1.6514
Total Trades 93 46 47 93 46 47
Winning Trades 51 24 27 51 24 27
Losing Trades 42 22 20 42 22 20
Profitability (%) 54.8387 52.1739 57.4468 54.8387 52.1739 57.4468
Ratio Avg Win / Avg Loss 1.6655 2.6258 0.8197 1.5966 1.9594 1.2232
Largest Winning Trade 384665 384665 42473 197957 197957 63571
Largest Losing Trade -55147 -41723 -55147 -68202 -68202 -36739
Avg Bars in Trades 75 105 47 75 105 47
Avg Bars in Winners 69 84 56 69 84 56
Avg Bars in Losers 83 127 35 83 127 35
Bars Traded 7064 4837 2227 7064 4837 2227
Profit Streak 153.083 153.083 446.7497 153.083 153.083 446.7497
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394798 384412 -444922 -103924 -167637 -310470

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": 1547308800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758851974692,
    "expiration_time": 1765299456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 160,
            "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": [
        [
            606008.4316338329,
            575732.9698269487,
            30275.4618068843,
            447011.8270845864,
            320138.0127124231,
            126873.8143721632
        ],
        [
            606.008432,
            575.73297,
            30.275462,
            447.011827,
            320.138013,
            126.873814
        ],
        [
            0.242274,
            0.230171,
            0.012104,
            0.067959,
            0.057402,
            0.032757
        ],
        [
            236.843113,
            236.843113,
            236.843113,
            236.843113,
            236.843113,
            236.843113
        ],
        [
            -94469,
            -86190,
            -156374,
            -134813,
            -100727,
            -117876
        ],
        [
            2.022428,
            2.864462,
            1.106633,
            1.938671,
            2.137523,
            1.651357
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            54.83871,
            52.173913,
            57.446809,
            54.83871,
            52.173913,
            57.446809
        ],
        [
            1.665529,
            2.625756,
            0.819728,
            1.596552,
            1.959396,
            1.223228
        ],
        [
            384665,
            384665,
            42473,
            197957,
            197957,
            63571
        ],
        [
            -55147,
            -41723,
            -55147,
            -68202,
            -68202,
            -36739
        ],
        [
            75,
            105,
            47,
            75,
            105,
            47
        ],
        [
            69,
            84,
            56,
            69,
            84,
            56
        ],
        [
            83,
            127,
            35,
            83,
            127,
            35
        ],
        [
            7064,
            4837,
            2227,
            7064,
            4837,
            2227
        ],
        [
            153.08304,
            153.08304,
            446.749707,
            153.08304,
            153.08304,
            446.749707
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394798,
            384412,
            -444922,
            -103924,
            -167637,
            -310470
        ]
    ]
}
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": 1547308800000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758851974692,
    "expiration_time": 1765299456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 160,
            "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)