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Trade: XLM/USDT/720/HILO/ALMA/9470

Strategy
XLM/USDT/720/HILO/ALMA/9470
Pair
XLM_USDT
Interval
12h
Score
622652
Daily Profit
0.285726
Profit Factor
4.883111
Profitability
48.571429
Streak
363.696213
Best Strategy
Training Data Length
2505.000000
Evaluation Time
2025-10-03 19:42
Expiration Time
2025-12-17 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -69750.0965 348824.1827 -418574.2792 147003044.4496 20046286.9931 126956757.4565
Total P&L (%) -69.7501 348.8242 -418.5743 147003.0445 20046.287 126956.7575
Avg Daily Profit (%) -0.0278 0.1393 -0.1671 0.2916 0.212 0.2857
Buy And Hold Return (%) 387.8969 387.8969 387.8969 387.8969 387.8969 387.8969
Max Trade Drawdown -504188 -62866 -575313 -44218855 -38301655 -27137002
Profit Factor 0.9258 3.4327 0.4747 2.8758 1.4389 4.8831
Total Trades 70 35 35 70 35 35
Winning Trades 48 23 25 32 15 17
Losing Trades 22 12 10 38 20 18
Profitability (%) 68.5714 65.7143 71.4286 45.7143 42.8571 48.5714
Ratio Avg Win / Avg Loss 0.4243 1.791 0.1899 3.4151 1.9186 5.1704
Largest Winning Trade 114264 114264 42853 116458429 54527391 116458429
Largest Losing Trade -490408 -30809 -490408 -16993945 -16993945 -6765340
Avg Bars in Trades 68 74 63 68 74 63
Avg Bars in Winners 57 50 63 73 85 63
Avg Bars in Losers 93 119 61 64 66 63
Bars Traded 4817 2609 2208 4817 2609 2208
Profit Streak 144.1962 144.1962 250.1962 144.1962 144.1962 363.6962
Trades During Streak 3 1 2 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -675518 -163751 -577038 -84781 286887 622652
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5010,
    "evaluation_days": 2505,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1549065600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759509752774,
    "expiration_time": 1765985760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 139,
            "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": [
        [
            -69750.0965190638,
            348824.1827077675,
            -418574.279226831,
            147003044.44958466,
            20046286.99308467,
            126956757.4565
        ],
        [
            -69.750097,
            348.824183,
            -418.574279,
            147003.04445,
            20046.286993,
            126956.757456
        ],
        [
            -0.027844,
            0.139251,
            -0.167096,
            0.291591,
            0.212025,
            0.285726
        ],
        [
            387.89685,
            387.89685,
            387.89685,
            387.89685,
            387.89685,
            387.89685
        ],
        [
            -504188,
            -62866,
            -575313,
            -44218855,
            -38301655,
            -27137002
        ],
        [
            0.925815,
            3.432696,
            0.474699,
            2.875841,
            1.43892,
            4.883111
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            48,
            23,
            25,
            32,
            15,
            17
        ],
        [
            22,
            12,
            10,
            38,
            20,
            18
        ],
        [
            68.571429,
            65.714286,
            71.428571,
            45.714286,
            42.857143,
            48.571429
        ],
        [
            0.424332,
            1.790972,
            0.18988,
            3.415061,
            1.918559,
            5.170353
        ],
        [
            114264,
            114264,
            42853,
            116458429,
            54527391,
            116458429
        ],
        [
            -490408,
            -30809,
            -490408,
            -16993945,
            -16993945,
            -6765340
        ],
        [
            68,
            74,
            63,
            68,
            74,
            63
        ],
        [
            57,
            50,
            63,
            73,
            85,
            63
        ],
        [
            93,
            119,
            61,
            64,
            66,
            63
        ],
        [
            4817,
            2609,
            2208,
            4817,
            2609,
            2208
        ],
        [
            144.196213,
            144.196213,
            250.196213,
            144.196213,
            144.196213,
            363.696213
        ],
        [
            3,
            1,
            2,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -675518,
            -163751,
            -577038,
            -84781,
            286887,
            622652
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5010,
    "evaluation_days": 2505,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1549065600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759509752774,
    "expiration_time": 1765985760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 139,
            "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)