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Trade: XLM/USDT/120/SWMA/MIDPRICE/9296

Strategy
XLM/USDT/120/SWMA/MIDPRICE/9296
Pair
XLM_USDT
Interval
2h
Score
349712
Daily Profit
0.220697
Profit Factor
2.168616
Profitability
40.487805
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 09:08
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 878225.1145 745843.5875 132381.527 9758792.6498 6888106.0538 2870686.596
Total P&L (%) 878.2251 745.8436 132.3815 9758.7927 6888.1061 2870.6866
Avg Daily Profit (%) 0.4217 0.3581 0.0636 0.2207 0.2041 0.163
Buy And Hold Return (%) 539.4453 539.4453 539.4453 539.4453 539.4453 539.4453
Max Trade Drawdown -108288 -97225 -65919 -1289702 -1061306 -669191
Profit Factor 2.3487 3.1951 1.4251 2.1686 2.4858 1.7728
Total Trades 205 103 102 205 103 102
Winning Trades 83 36 47 83 36 47
Losing Trades 122 67 55 122 67 55
Profitability (%) 40.4878 34.9515 46.0784 40.4878 34.9515 46.0784
Ratio Avg Win / Avg Loss 3.4523 5.9465 1.6677 3.1876 4.6263 2.0745
Largest Winning Trade 398799 398799 51089 4231266 4231266 1056541
Largest Losing Trade -28137 -24446 -28137 -479006 -404970 -479006
Avg Bars in Trades 120 107 133 120 107 133
Avg Bars in Winners 194 185 200 194 185 200
Avg Bars in Losers 70 65 76 70 65 76
Bars Traded 24737 11085 13652 24737 11085 13652
Profit Streak 0 0 49.3392 0 0 49.3392
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 86799 -37378 -273109 349712 240436 313929

Evaluation Data

{
    "trading_pair": "XLM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580076000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758866911096,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 41,
            "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": [
        [
            878225.1144667189,
            745843.5875112875,
            132381.5269554312,
            9758792.649840541,
            6888106.053791491,
            2870686.596049047
        ],
        [
            878.225114,
            745.843588,
            132.381527,
            9758.79265,
            6888.106054,
            2870.686596
        ],
        [
            0.421717,
            0.358148,
            0.063569,
            0.220697,
            0.204136,
            0.162984
        ],
        [
            539.4453,
            539.4453,
            539.4453,
            539.4453,
            539.4453,
            539.4453
        ],
        [
            -108288,
            -97225,
            -65919,
            -1289702,
            -1061306,
            -669191
        ],
        [
            2.348697,
            3.195135,
            1.425125,
            2.168616,
            2.485771,
            1.772796
        ],
        [
            205,
            103,
            102,
            205,
            103,
            102
        ],
        [
            83,
            36,
            47,
            83,
            36,
            47
        ],
        [
            122,
            67,
            55,
            122,
            67,
            55
        ],
        [
            40.487805,
            34.951456,
            46.078431,
            40.487805,
            34.951456,
            46.078431
        ],
        [
            3.452301,
            5.946501,
            1.667699,
            3.187604,
            4.626296,
            2.074548
        ],
        [
            398799,
            398799,
            51089,
            4231266,
            4231266,
            1056541
        ],
        [
            -28137,
            -24446,
            -28137,
            -479006,
            -404970,
            -479006
        ],
        [
            120,
            107,
            133,
            120,
            107,
            133
        ],
        [
            194,
            185,
            200,
            194,
            185,
            200
        ],
        [
            70,
            65,
            76,
            70,
            65,
            76
        ],
        [
            24737,
            11085,
            13652,
            24737,
            11085,
            13652
        ],
        [
            0,
            0,
            49.339249,
            0,
            0,
            49.339249
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            86799,
            -37378,
            -273109,
            349712,
            240436,
            313929
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580076000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758866911096,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 41,
            "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)