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Trade: XLM/USDT/720/RMA/DCM/5884

Strategy
XLM/USDT/720/RMA/DCM/5884
Pair
XLM_USDT
Interval
12h
Score
631253
Daily Profit
0.166846
Profit Factor
3.910375
Profitability
59.139785
Streak
148.676613
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 997191.3681 837976.024 159215.3441 6356526.7643 4246655.4694 2109871.2949
Total P&L (%) 997.1914 837.976 159.2153 6356.5268 4246.6555 2109.8713
Avg Daily Profit (%) 0.3989 0.3352 0.0637 0.1668 0.151 0.1239
Buy And Hold Return (%) 253.7602 253.7602 253.7602 253.7602 253.7602 253.7602
Max Trade Drawdown -76565 -102558 -67677 -518266 -468599 -490411
Profit Factor 2.8962 4.0269 1.6393 3.9104 4.3268 3.3247
Total Trades 93 46 47 93 46 47
Winning Trades 55 24 31 55 24 31
Losing Trades 38 22 16 38 22 16
Profitability (%) 59.1398 52.1739 65.9574 59.1398 52.1739 65.9574
Ratio Avg Win / Avg Loss 2.001 3.6913 0.8461 2.7017 3.9662 1.716
Largest Winning Trade 456187 456187 36293 2169705 2169705 818004
Largest Losing Trade -67677 -36960 -67677 -490411 -468599 -490411
Avg Bars in Trades 50 70 31 50 70 31
Avg Bars in Winners 45 53 38 45 53 38
Avg Bars in Losers 59 89 17 59 89 17
Bars Traded 4730 3243 1487 4730 3243 1487
Profit Streak 148.6766 148.6766 528.1766 148.6766 148.6766 528.1766
Trades During Streak 3 1 7 3 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 567618 517001 -269789 631253 570570 -17283
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1547769600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758903259400,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 117,
            "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": [
        [
            997191.3681477604,
            837976.0240204586,
            159215.344127302,
            6356526.764334229,
            4246655.469395492,
            2109871.2949387366
        ],
        [
            997.191368,
            837.976024,
            159.215344,
            6356.526764,
            4246.655469,
            2109.871295
        ],
        [
            0.398877,
            0.33519,
            0.063686,
            0.166846,
            0.150994,
            0.123897
        ],
        [
            253.760182,
            253.760182,
            253.760182,
            253.760182,
            253.760182,
            253.760182
        ],
        [
            -76565,
            -102558,
            -67677,
            -518266,
            -468599,
            -490411
        ],
        [
            2.896249,
            4.026892,
            1.639336,
            3.910375,
            4.326792,
            3.324695
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            55,
            24,
            31,
            55,
            24,
            31
        ],
        [
            38,
            22,
            16,
            38,
            22,
            16
        ],
        [
            59.139785,
            52.173913,
            65.957447,
            59.139785,
            52.173913,
            65.957447
        ],
        [
            2.001045,
            3.691318,
            0.846109,
            2.701714,
            3.966226,
            1.715972
        ],
        [
            456187,
            456187,
            36293,
            2169705,
            2169705,
            818004
        ],
        [
            -67677,
            -36960,
            -67677,
            -490411,
            -468599,
            -490411
        ],
        [
            50,
            70,
            31,
            50,
            70,
            31
        ],
        [
            45,
            53,
            38,
            45,
            53,
            38
        ],
        [
            59,
            89,
            17,
            59,
            89,
            17
        ],
        [
            4730,
            3243,
            1487,
            4730,
            3243,
            1487
        ],
        [
            148.676613,
            148.676613,
            528.176613,
            148.676613,
            148.676613,
            528.176613
        ],
        [
            3,
            1,
            7,
            3,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            567618,
            517001,
            -269789,
            631253,
            570570,
            -17283
        ]
    ]
}
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": 1547769600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758903259400,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 117,
            "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)