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Trade: XLM/USDT/720/SSF/OHLC4/6863

Strategy
XLM/USDT/720/SSF/OHLC4/6863
Pair
XLM_USDT
Interval
12h
Score
581357
Daily Profit
0.249268
Profit Factor
2.940941
Profitability
53.535354
Streak
119.093137
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 05:14
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 -409156.0554 215888.6704 -625044.7258 50368740.3105 17970348.3818 32398391.9286
Total P&L (%) -409.1561 215.8887 -625.0447 50368.7403 17970.3484 32398.3919
Avg Daily Profit (%) -0.1637 0.0864 -0.25 0.2493 0.2081 0.2316
Buy And Hold Return (%) 269.802 269.802 269.802 269.802 269.802 269.802
Max Trade Drawdown -797617 -65728 -775378 -11525597 -7497404 -11182184
Profit Factor 0.6429 2.4342 0.3719 2.9409 2.7266 3.0844
Total Trades 99 49 50 99 49 50
Winning Trades 55 20 35 53 27 26
Losing Trades 44 29 15 46 22 24
Profitability (%) 55.5556 40.8163 70 53.5354 55.102 52
Ratio Avg Win / Avg Loss 0.5143 3.5295 0.1594 2.5525 2.2217 2.8472
Largest Winning Trade 106418 106418 38367 31213671 21793271 31213671
Largest Losing Trade -607342 -21636 -607342 -4503233 -2434622 -4503233
Avg Bars in Trades 47 47 47 47 47 47
Avg Bars in Winners 45 44 45 43 46 41
Avg Bars in Losers 51 50 52 52 49 54
Bars Traded 4723 2341 2382 4723 2341 2382
Profit Streak 119.0931 119.0931 126.0931 119.0931 119.0931 126.0931
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578442 -241716 -756889 581357 526739 -164243

Evaluation Data

{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1548331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852847072,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 92,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 129
        }
    }
}
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": [
        [
            -409156.0554342555,
            215888.6703583589,
            -625044.7257926143,
            50368740.31047061,
            17970348.381831992,
            32398391.928638622
        ],
        [
            -409.156055,
            215.88867,
            -625.044726,
            50368.74031,
            17970.348382,
            32398.391929
        ],
        [
            -0.163662,
            0.086355,
            -0.250018,
            0.249268,
            0.208091,
            0.231619
        ],
        [
            269.80198,
            269.80198,
            269.80198,
            269.80198,
            269.80198,
            269.80198
        ],
        [
            -797617,
            -65728,
            -775378,
            -11525597,
            -7497404,
            -11182184
        ],
        [
            0.642884,
            2.434153,
            0.371933,
            2.940941,
            2.726638,
            3.084441
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            55,
            20,
            35,
            53,
            27,
            26
        ],
        [
            44,
            29,
            15,
            46,
            22,
            24
        ],
        [
            55.555556,
            40.816327,
            70,
            53.535354,
            55.102041,
            52
        ],
        [
            0.514307,
            3.529521,
            0.1594,
            2.552515,
            2.221705,
            2.847176
        ],
        [
            106418,
            106418,
            38367,
            31213671,
            21793271,
            31213671
        ],
        [
            -607342,
            -21636,
            -607342,
            -4503233,
            -2434622,
            -4503233
        ],
        [
            47,
            47,
            47,
            47,
            47,
            47
        ],
        [
            45,
            44,
            45,
            43,
            46,
            41
        ],
        [
            51,
            50,
            52,
            52,
            49,
            54
        ],
        [
            4723,
            2341,
            2382,
            4723,
            2341,
            2382
        ],
        [
            119.093137,
            119.093137,
            126.093137,
            119.093137,
            119.093137,
            126.093137
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578442,
            -241716,
            -756889,
            581357,
            526739,
            -164243
        ]
    ]
}
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": 1548331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852847072,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 92,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 129
        }
    }
}

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)