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Trade: XLM/USDT/720/ZLMA/DCM/3373

Strategy
XLM/USDT/720/ZLMA/DCM/3373
Pair
XLM_USDT
Interval
12h
Score
739354
Daily Profit
0.174949
Profit Factor
6.415889
Profitability
71.875000
Streak
146.762683
Best Strategy
Training Data Length
2507.000000
Evaluation Time
2025-10-05 21:18
Expiration Time
2025-12-19 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 761720.5471 588705.626 173014.9211 10714083.1819 7900866.2622 2813216.9198
Total P&L (%) 761.7205 588.7056 173.0149 10714.0832 7900.8663 2813.2169
Avg Daily Profit (%) 0.3038 0.2348 0.069 0.187 0.1749 0.1346
Buy And Hold Return (%) 371.7137 371.7137 371.7137 371.7137 371.7137 371.7137
Max Trade Drawdown -70514 -88587 -50717 -1260532 -972419 -1243475
Profit Factor 3.3133 4.795 1.9935 3.8488 6.4159 2.222
Total Trades 64 32 32 64 32 32
Winning Trades 48 23 25 48 23 25
Losing Trades 16 9 7 16 9 7
Profitability (%) 75 71.875 78.125 75 71.875 78.125
Ratio Avg Win / Avg Loss 1.1044 1.8763 0.5582 1.2829 2.5106 0.6222
Largest Winning Trade 159136 159136 32878 2706005 2706005 1321601
Largest Losing Trade -49328 -41649 -49328 -867172 -455242 -867172
Avg Bars in Trades 74 89 59 74 89 59
Avg Bars in Winners 50 51 49 50 51 49
Avg Bars in Losers 147 186 96 147 186 96
Bars Traded 4777 2871 1906 4777 2871 1906
Profit Streak 146.7627 146.7627 317.2627 146.7627 146.7627 317.2627
Trades During Streak 8 4 6 8 4 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -131165 378067 -260535 -124987 739354 -6466
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5014,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759688295850,
    "expiration_time": 1766163744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 194,
            "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": [
        [
            761720.5470892049,
            588705.6260353893,
            173014.9210538157,
            10714083.181946015,
            7900866.262160348,
            2813216.9197856667
        ],
        [
            761.720547,
            588.705626,
            173.014921,
            10714.083182,
            7900.866262,
            2813.21692
        ],
        [
            0.303837,
            0.234825,
            0.069013,
            0.186989,
            0.174949,
            0.134588
        ],
        [
            371.713712,
            371.713712,
            371.713712,
            371.713712,
            371.713712,
            371.713712
        ],
        [
            -70514,
            -88587,
            -50717,
            -1260532,
            -972419,
            -1243475
        ],
        [
            3.313302,
            4.794975,
            1.993478,
            3.848783,
            6.415889,
            2.22202
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            16,
            9,
            7,
            16,
            9,
            7
        ],
        [
            75,
            71.875,
            78.125,
            75,
            71.875,
            78.125
        ],
        [
            1.104434,
            1.876295,
            0.558174,
            1.282928,
            2.510565,
            0.622166
        ],
        [
            159136,
            159136,
            32878,
            2706005,
            2706005,
            1321601
        ],
        [
            -49328,
            -41649,
            -49328,
            -867172,
            -455242,
            -867172
        ],
        [
            74,
            89,
            59,
            74,
            89,
            59
        ],
        [
            50,
            51,
            49,
            50,
            51,
            49
        ],
        [
            147,
            186,
            96,
            147,
            186,
            96
        ],
        [
            4777,
            2871,
            1906,
            4777,
            2871,
            1906
        ],
        [
            146.762683,
            146.762683,
            317.262683,
            146.762683,
            146.762683,
            317.262683
        ],
        [
            8,
            4,
            6,
            8,
            4,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -131165,
            378067,
            -260535,
            -124987,
            739354,
            -6466
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5014,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759688295850,
    "expiration_time": 1766163744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 194,
            "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)