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Trade: XLM/USDT/720/HMA/MIDPOINT/2137

Strategy
XLM/USDT/720/HMA/MIDPOINT/2137
Pair
XLM_USDT
Interval
12h
Score
433492
Daily Profit
0.280457
Profit Factor
3.058307
Profitability
52.173913
Streak
148.676513
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 19:14
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 690419.0245 701143.0199 -10723.9954 51009.3476 95278.1852 -44268.8376
Total P&L (%) 690.419 701.143 -10.724 51.0093 95.2782 -44.2688
Avg Daily Profit (%) 0.2762 0.2805 -0.0043 0.0165 0.0268 -0.0234
Buy And Hold Return (%) 268.3795 268.3795 268.3795 268.3795 268.3795 268.3795
Max Trade Drawdown -151650 -110342 -119448 -117292 -70976 -101735
Profit Factor 1.992 3.0583 0.9698 1.1607 1.6348 0.7354
Total Trades 93 46 47 93 46 47
Winning Trades 50 24 26 50 24 26
Losing Trades 43 22 21 43 22 21
Profitability (%) 53.7634 52.1739 55.3191 53.7634 52.1739 55.3191
Ratio Avg Win / Avg Loss 1.7131 2.8034 0.7833 0.9982 1.4985 0.594
Largest Winning Trade 435443 435443 49452 54271 54271 21258
Largest Losing Trade -77421 -41107 -77421 -68503 -42462 -68503
Avg Bars in Trades 50 60 41 50 60 41
Avg Bars in Winners 52 51 54 52 51 54
Avg Bars in Losers 48 70 24 48 70 24
Bars Traded 4715 2787 1928 4715 2787 1928
Profit Streak 148.6765 148.6765 254.1765 148.6765 148.6765 254.1765
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398525 433492 -578655 -379936 -319972 -578655
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1548072000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758903250719,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 75,
            "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": [
        [
            690419.0244558492,
            701143.0198569039,
            -10723.9954010547,
            51009.3476109999,
            95278.1851618962,
            -44268.8375508964
        ],
        [
            690.419024,
            701.14302,
            -10.723995,
            51.009348,
            95.278185,
            -44.268838
        ],
        [
            0.276168,
            0.280457,
            -0.00429,
            0.016488,
            0.026774,
            -0.023382
        ],
        [
            268.379525,
            268.379525,
            268.379525,
            268.379525,
            268.379525,
            268.379525
        ],
        [
            -151650,
            -110342,
            -119448,
            -117292,
            -70976,
            -101735
        ],
        [
            1.992022,
            3.058307,
            0.96982,
            1.1607,
            1.634759,
            0.735421
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            53.763441,
            52.173913,
            55.319149,
            53.763441,
            52.173913,
            55.319149
        ],
        [
            1.713139,
            2.803448,
            0.783316,
            0.998202,
            1.498529,
            0.593994
        ],
        [
            435443,
            435443,
            49452,
            54271,
            54271,
            21258
        ],
        [
            -77421,
            -41107,
            -77421,
            -68503,
            -42462,
            -68503
        ],
        [
            50,
            60,
            41,
            50,
            60,
            41
        ],
        [
            52,
            51,
            54,
            52,
            51,
            54
        ],
        [
            48,
            70,
            24,
            48,
            70,
            24
        ],
        [
            4715,
            2787,
            1928,
            4715,
            2787,
            1928
        ],
        [
            148.676513,
            148.676513,
            254.176513,
            148.676513,
            148.676513,
            254.176513
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398525,
            433492,
            -578655,
            -379936,
            -319972,
            -578655
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1548072000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758903250719,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 75,
            "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)