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Trade: XLM/USDT/720/HMA/SSF/7085

Strategy
XLM/USDT/720/HMA/SSF/7085
Pair
XLM_USDT
Interval
12h
Score
407171
Daily Profit
0.358267
Profit Factor
1.715351
Profitability
44.602273
Streak
30.937510
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-27 01:30
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 895667.4644 783509.8302 112157.6343 3274004.8064 3985690.7898 -711685.9834
Total P&L (%) 895.6675 783.5098 112.1576 3274.0048 3985.6908 -711.686
Avg Daily Profit (%) 0.3583 0.3134 0.0449 0.1408 0.1485 0
Buy And Hold Return (%) 232.2954 232.2954 232.2954 232.2954 232.2954 232.2954
Max Trade Drawdown -119195 -95666 -96468 -3321443 -2373152 -2209933
Profit Factor 1.7154 2.1918 1.1886 1.1658 1.407 0.9285
Total Trades 352 176 176 352 176 176
Winning Trades 157 70 87 157 70 87
Losing Trades 195 106 89 195 106 89
Profitability (%) 44.6023 39.7727 49.4318 44.6023 39.7727 49.4318
Ratio Avg Win / Avg Loss 2.1305 3.319 1.2159 1.4479 2.1306 0.9499
Largest Winning Trade 414084 414084 40299 3229840 3229840 769754
Largest Losing Trade -29258 -28665 -29258 -1285174 -1285174 -652250
Avg Bars in Trades 13 14 13 13 14 13
Avg Bars in Winners 17 18 16 17 18 16
Avg Bars in Losers 11 12 9 11 12 9
Bars Traded 4910 2617 2293 4910 2617 2293
Profit Streak 30.9375 30.9375 85.9375 30.9375 30.9375 85.9375
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407171 273769 -310039 -41767 168610 -578991
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1544616000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925800860,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 10,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            895667.464423793,
            783509.830157317,
            112157.6342664757,
            3274004.806395891,
            3985690.7897724737,
            -711685.9833765842
        ],
        [
            895.667464,
            783.50983,
            112.157634,
            3274.004806,
            3985.69079,
            -711.685983
        ],
        [
            0.358267,
            0.313404,
            0.044863,
            0.140847,
            0.148513,
            0
        ],
        [
            232.295374,
            232.295374,
            232.295374,
            232.295374,
            232.295374,
            232.295374
        ],
        [
            -119195,
            -95666,
            -96468,
            -3321443,
            -2373152,
            -2209933
        ],
        [
            1.715351,
            2.191825,
            1.188607,
            1.165758,
            1.407016,
            0.92854
        ],
        [
            352,
            176,
            176,
            352,
            176,
            176
        ],
        [
            157,
            70,
            87,
            157,
            70,
            87
        ],
        [
            195,
            106,
            89,
            195,
            106,
            89
        ],
        [
            44.602273,
            39.772727,
            49.431818,
            44.602273,
            39.772727,
            49.431818
        ],
        [
            2.130531,
            3.319049,
            1.215931,
            1.447917,
            2.130625,
            0.949886
        ],
        [
            414084,
            414084,
            40299,
            3229840,
            3229840,
            769754
        ],
        [
            -29258,
            -28665,
            -29258,
            -1285174,
            -1285174,
            -652250
        ],
        [
            13,
            14,
            13,
            13,
            14,
            13
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            11,
            12,
            9,
            11,
            12,
            9
        ],
        [
            4910,
            2617,
            2293,
            4910,
            2617,
            2293
        ],
        [
            30.93751,
            30.93751,
            85.93751,
            30.93751,
            30.93751,
            85.93751
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407171,
            273769,
            -310039,
            -41767,
            168610,
            -578991
        ]
    ]
}
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": 1544616000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925800860,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 10,
            "offset": 0,
            "poles": 3
        }
    }
}

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)