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Trade: XLM/USDT/720/PWMA/EMA/3131

Strategy
XLM/USDT/720/PWMA/EMA/3131
Pair
XLM_USDT
Interval
12h
Score
341306
Daily Profit
0.206679
Profit Factor
3.444635
Profitability
58.823529
Streak
121.861045
Best Strategy
Training Data Length
2504.000000
Evaluation Time
2025-10-02 23:39
Expiration Time
2025-12-16 16:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 517108.1552 517525.3015 -417.1463 81928.2199 201913.6185 -119985.3986
Total P&L (%) 517.1082 517.5253 -0.4171 81.9282 201.9136 -119.9854
Avg Daily Profit (%) 0.2065 0.2067 -0.0002 0.0239 0.0441 0
Buy And Hold Return (%) 266.7326 266.7326 266.7326 266.7326 266.7326 266.7326
Max Trade Drawdown -172068 -92684 -202856 -131996 -31025 -194637
Profit Factor 1.9759 3.4446 0.9987 1.2443 3.7127 0.5402
Total Trades 68 34 34 68 34 34
Winning Trades 40 20 20 40 20 20
Losing Trades 28 14 14 28 14 14
Profitability (%) 58.8235 58.8235 58.8235 58.8235 58.8235 58.8235
Ratio Avg Win / Avg Loss 1.3832 2.4112 0.6991 0.871 2.5989 0.3781
Largest Winning Trade 357002 357002 36440 56853 56853 23814
Largest Losing Trade -70000 -35550 -70000 -73835 -23638 -73835
Avg Bars in Trades 69 82 57 69 82 57
Avg Bars in Winners 68 70 67 68 70 67
Avg Bars in Losers 70 99 42 70 99 42
Bars Traded 4732 2790 1942 4732 2790 1942
Profit Streak 121.861 121.861 195.861 121.861 121.861 195.861
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -107531 341306 -578675 -439607 -290797 -578675
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1553040000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759437594285,
    "expiration_time": 1765896768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 231,
            "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": [
        [
            517108.1551907569,
            517525.3015121128,
            -417.1463213561,
            81928.2198921994,
            201913.6185143717,
            -119985.3986221722
        ],
        [
            517.108155,
            517.525302,
            -0.417146,
            81.92822,
            201.913619,
            -119.985399
        ],
        [
            0.206513,
            0.206679,
            -0.000167,
            0.023902,
            0.044138,
            0
        ],
        [
            266.732566,
            266.732566,
            266.732566,
            266.732566,
            266.732566,
            266.732566
        ],
        [
            -172068,
            -92684,
            -202856,
            -131996,
            -31025,
            -194637
        ],
        [
            1.975932,
            3.444635,
            0.998689,
            1.244288,
            3.712719,
            0.540185
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            58.823529,
            58.823529,
            58.823529,
            58.823529,
            58.823529,
            58.823529
        ],
        [
            1.383153,
            2.411244,
            0.699082,
            0.871002,
            2.598903,
            0.378129
        ],
        [
            357002,
            357002,
            36440,
            56853,
            56853,
            23814
        ],
        [
            -70000,
            -35550,
            -70000,
            -73835,
            -23638,
            -73835
        ],
        [
            69,
            82,
            57,
            69,
            82,
            57
        ],
        [
            68,
            70,
            67,
            68,
            70,
            67
        ],
        [
            70,
            99,
            42,
            70,
            99,
            42
        ],
        [
            4732,
            2790,
            1942,
            4732,
            2790,
            1942
        ],
        [
            121.861045,
            121.861045,
            195.861045,
            121.861045,
            121.861045,
            195.861045
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -107531,
            341306,
            -578675,
            -439607,
            -290797,
            -578675
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1553040000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759437594285,
    "expiration_time": 1765896768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 231,
            "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)