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Trade: XLM/USDT/120/SSF/WMA/9728

Strategy
XLM/USDT/120/SSF/WMA/9728
Pair
XLM_USDT
Interval
2h
Score
333150
Daily Profit
0.225937
Profit Factor
1.716563
Profitability
41.500000
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-02 10:30
Expiration Time
2025-12-16 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 933439.4015 787656.6729 145782.7287 10913509.8694 7645625.1458 3267884.7236
Total P&L (%) 933.4394 787.6567 145.7827 10913.5099 7645.6251 3267.8847
Avg Daily Profit (%) 0.4481 0.3781 0.07 0.2259 0.209 0.169
Buy And Hold Return (%) 546.4907 546.4907 546.4907 546.4907 546.4907 546.4907
Max Trade Drawdown -99475 -95402 -62215 -2469959 -2554469 -1959475
Profit Factor 2.3387 3.1411 1.4426 1.7166 1.953 1.4534
Total Trades 200 100 100 200 100 100
Winning Trades 83 32 51 83 32 51
Losing Trades 117 68 49 117 68 49
Profitability (%) 41.5 32 51 41.5 32 51
Ratio Avg Win / Avg Loss 3.2968 6.6749 1.386 2.4197 4.1501 1.3964
Largest Winning Trade 401776 401776 30709 4160665 4160665 1095300
Largest Losing Trade -48321 -20241 -48321 -1315677 -667581 -1315677
Avg Bars in Trades 124 115 132 124 115 132
Avg Bars in Winners 201 210 195 201 210 195
Avg Bars in Losers 69 71 66 69 71 66
Bars Traded 24804 11599 13205 24804 11599 13205
Profit Streak 0 109.9798 0 0 109.9798 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 126652 -18856 -264485 333150 212044 286401
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579320000000,
    "first_datapoint_time": 1579701600000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759390252275,
    "expiration_time": 1765864800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 241,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 54,
            "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": [
        [
            933439.4015216893,
            787656.6728632968,
            145782.7286583928,
            10913509.869403057,
            7645625.145764139,
            3267884.723638921
        ],
        [
            933.439402,
            787.656673,
            145.782729,
            10913.509869,
            7645.625146,
            3267.884724
        ],
        [
            0.448052,
            0.378076,
            0.069976,
            0.225937,
            0.209005,
            0.168953
        ],
        [
            546.490663,
            546.490663,
            546.490663,
            546.490663,
            546.490663,
            546.490663
        ],
        [
            -99475,
            -95402,
            -62215,
            -2469959,
            -2554469,
            -1959475
        ],
        [
            2.338725,
            3.141109,
            1.442588,
            1.716563,
            1.952971,
            1.453406
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            83,
            32,
            51,
            83,
            32,
            51
        ],
        [
            117,
            68,
            49,
            117,
            68,
            49
        ],
        [
            41.5,
            32,
            51,
            41.5,
            32,
            51
        ],
        [
            3.296757,
            6.674856,
            1.386016,
            2.419733,
            4.150063,
            1.39641
        ],
        [
            401776,
            401776,
            30709,
            4160665,
            4160665,
            1095300
        ],
        [
            -48321,
            -20241,
            -48321,
            -1315677,
            -667581,
            -1315677
        ],
        [
            124,
            115,
            132,
            124,
            115,
            132
        ],
        [
            201,
            210,
            195,
            201,
            210,
            195
        ],
        [
            69,
            71,
            66,
            69,
            71,
            66
        ],
        [
            24804,
            11599,
            13205,
            24804,
            11599,
            13205
        ],
        [
            0,
            109.979772,
            0,
            0,
            109.979772,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            126652,
            -18856,
            -264485,
            333150,
            212044,
            286401
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579320000000,
    "first_datapoint_time": 1579701600000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759390252275,
    "expiration_time": 1765864800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 241,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 54,
            "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)