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Trade: XLM/USDT/720/EMA/MIDPOINT/2425

Strategy
XLM/USDT/720/EMA/MIDPOINT/2425
Pair
XLM_USDT
Interval
12h
Score
314711
Daily Profit
0.307405
Profit Factor
4.160442
Profitability
36.666667
Streak
141.550158
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-30 16:12
Expiration Time
2025-12-14 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 848462.3279 769126.9435 79335.3844 1315168.2574 1017026.2633 298141.9941
Total P&L (%) 848.4623 769.1269 79.3354 1315.1683 1017.0263 298.142
Avg Daily Profit (%) 0.3391 0.3074 0.0317 0.106 0.0965 0.0552
Buy And Hold Return (%) 257.388 257.388 257.388 257.388 257.388 257.388
Max Trade Drawdown -94834 -92609 -42135 -201566 -234278 -201566
Profit Factor 3.2517 4.1604 1.5945 2.5664 3.1934 1.7931
Total Trades 59 30 29 59 30 29
Winning Trades 27 11 16 27 11 16
Losing Trades 32 19 13 32 19 13
Profitability (%) 45.7627 36.6667 55.1724 45.7627 36.6667 55.1724
Ratio Avg Win / Avg Loss 3.8539 7.1862 1.2955 3.0417 5.5159 1.4569
Largest Winning Trade 469390 469390 33003 595173 595173 216932
Largest Losing Trade -34571 -32806 -34571 -201566 -87667 -201566
Avg Bars in Trades 78 103 51 78 103 51
Avg Bars in Winners 94 150 56 94 150 56
Avg Bars in Losers 64 76 46 64 76 46
Bars Traded 4622 3117 1505 4622 3117 1505
Profit Streak 81.0502 141.5502 0 81.0502 141.5502 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167994 314711 -313806 -228059 -64156 -232769
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1552305600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759237933618,
    "expiration_time": 1765718784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 191,
            "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": [
        [
            848462.3279479964,
            769126.9435076963,
            79335.3844403004,
            1315168.2574287185,
            1017026.2632812068,
            298141.9941475114
        ],
        [
            848.462328,
            769.126944,
            79.335384,
            1315.168257,
            1017.026263,
            298.141994
        ],
        [
            0.339114,
            0.307405,
            0.031709,
            0.105965,
            0.0965,
            0.055237
        ],
        [
            257.387979,
            257.387979,
            257.387979,
            257.387979,
            257.387979,
            257.387979
        ],
        [
            -94834,
            -92609,
            -42135,
            -201566,
            -234278,
            -201566
        ],
        [
            3.25173,
            4.160442,
            1.594522,
            2.566447,
            3.193432,
            1.793105
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            27,
            11,
            16,
            27,
            11,
            16
        ],
        [
            32,
            19,
            13,
            32,
            19,
            13
        ],
        [
            45.762712,
            36.666667,
            55.172414,
            45.762712,
            36.666667,
            55.172414
        ],
        [
            3.853903,
            7.186218,
            1.295549,
            3.041715,
            5.515928,
            1.456897
        ],
        [
            469390,
            469390,
            33003,
            595173,
            595173,
            216932
        ],
        [
            -34571,
            -32806,
            -34571,
            -201566,
            -87667,
            -201566
        ],
        [
            78,
            103,
            51,
            78,
            103,
            51
        ],
        [
            94,
            150,
            56,
            94,
            150,
            56
        ],
        [
            64,
            76,
            46,
            64,
            76,
            46
        ],
        [
            4622,
            3117,
            1505,
            4622,
            3117,
            1505
        ],
        [
            81.050158,
            141.550158,
            0,
            81.050158,
            141.550158,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167994,
            314711,
            -313806,
            -228059,
            -64156,
            -232769
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1552305600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759237933618,
    "expiration_time": 1765718784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 191,
            "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)