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Trade: XLM/USDT/15/MIDPRICE/KCB/5472

Strategy
XLM/USDT/15/MIDPRICE/KCB/5472
Pair
XLM_USDT
Interval
15m
Score
311378
Daily Profit
0.293137
Profit Factor
1.204729
Profitability
53.211009
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 08:29
Expiration Time
2025-12-23 07:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 76338.6567 45393.8741 30944.7826 64608.0189 53706.3868 10901.6321
Total P&L (%) 76.3387 45.3939 30.9448 64.608 53.7064 10.9016
Avg Daily Profit (%) 0.2931 0.1743 0.1188 0.1916 0.1652 0.0397
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38565 -31832 -42416 -75112 -39966 -78991
Profit Factor 1.2047 1.2559 1.1583 1.1185 1.2116 1.0374
Total Trades 327 164 163 327 164 163
Winning Trades 174 84 90 174 84 90
Losing Trades 153 80 73 153 80 73
Profitability (%) 53.211 51.2195 55.2147 53.211 51.2195 55.2147
Ratio Avg Win / Avg Loss 1.0593 1.1961 0.9395 0.9835 1.1539 0.8414
Largest Winning Trade 26077 26077 17033 39524 39524 21565
Largest Losing Trade -19715 -11524 -19715 -37219 -22537 -37219
Avg Bars in Trades 75 72 78 75 72 78
Avg Bars in Winners 70 61 78 70 61 78
Avg Bars in Losers 81 84 77 81 84 77
Bars Traded 24633 11910 12723 24633 11910 12723
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311378 163412 -85882 -83941 174504 -459020
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737487800000,
    "first_datapoint_time": 1737691200000,
    "last_datapoint_time": 1759986900000,
    "evaluation_time": 1759987780902,
    "expiration_time": 1766466900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 177,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            76338.6566808901,
            45393.8740589904,
            30944.7826218997,
            64608.0189143248,
            53706.3867934094,
            10901.6321209153
        ],
        [
            76.338657,
            45.393874,
            30.944783,
            64.608019,
            53.706387,
            10.901632
        ],
        [
            0.293137,
            0.17431,
            0.118826,
            0.191565,
            0.165206,
            0.039741
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38565,
            -31832,
            -42416,
            -75112,
            -39966,
            -78991
        ],
        [
            1.204729,
            1.255891,
            1.158301,
            1.118484,
            1.211609,
            1.0374
        ],
        [
            327,
            164,
            163,
            327,
            164,
            163
        ],
        [
            174,
            84,
            90,
            174,
            84,
            90
        ],
        [
            153,
            80,
            73,
            153,
            80,
            73
        ],
        [
            53.211009,
            51.219512,
            55.214724,
            53.211009,
            51.219512,
            55.214724
        ],
        [
            1.059331,
            1.196087,
            0.93951,
            0.983495,
            1.153914,
            0.841447
        ],
        [
            26077,
            26077,
            17033,
            39524,
            39524,
            21565
        ],
        [
            -19715,
            -11524,
            -19715,
            -37219,
            -22537,
            -37219
        ],
        [
            75,
            72,
            78,
            75,
            72,
            78
        ],
        [
            70,
            61,
            78,
            70,
            61,
            78
        ],
        [
            81,
            84,
            77,
            81,
            84,
            77
        ],
        [
            24633,
            11910,
            12723,
            24633,
            11910,
            12723
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311378,
            163412,
            -85882,
            -83941,
            174504,
            -459020
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737487800000,
    "first_datapoint_time": 1737691200000,
    "last_datapoint_time": 1759986900000,
    "evaluation_time": 1759987780902,
    "expiration_time": 1766466900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 177,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)