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Trade: XLM/USDT/15/SINWMA/EMA/4391

Strategy
XLM/USDT/15/SINWMA/EMA/4391
Pair
XLM_USDT
Interval
15m
Score
384617
Daily Profit
0.390056
Profit Factor
1.463872
Profitability
46.825397
Streak
16.135897
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 05:00
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 101578.3965 66001.6925 35576.7041 88829.9852 46617.4022 42212.583
Total P&L (%) 101.5784 66.0017 35.5767 88.83 46.6174 42.2126
Avg Daily Profit (%) 0.3901 0.2534 0.1366 0.2444 0.147 0.1353
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44681 -36254 -31571 -68891 -55588 -37377
Profit Factor 1.4639 1.5152 1.3915 1.2807 1.246 1.3323
Total Trades 126 63 63 126 63 63
Winning Trades 59 27 32 59 27 32
Losing Trades 67 36 31 67 36 31
Profitability (%) 46.8254 42.8571 50.7937 46.8254 42.8571 50.7937
Ratio Avg Win / Avg Loss 1.6624 2.0203 1.348 1.4543 1.6614 1.2907
Largest Winning Trade 87367 87367 12503 98091 98091 16177
Largest Losing Trade -10755 -7928 -10755 -15374 -12228 -15374
Avg Bars in Trades 195 185 204 195 185 204
Avg Bars in Winners 283 272 293 283 272 293
Avg Bars in Losers 116 121 111 116 121 111
Bars Traded 24572 11717 12855 24572 11717 12855
Profit Streak 16.1359 20.2817 16.1359 16.1359 20.2817 16.1359
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384617 -139340 -159531 259492 -147175 -161032
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736454600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758938441519,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 249,
            "offset": 4
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 204,
            "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": [
        [
            101578.3965330237,
            66001.6924553423,
            35576.7040776815,
            88829.9852069804,
            46617.4022401883,
            42212.582966792
        ],
        [
            101.578397,
            66.001692,
            35.576704,
            88.829985,
            46.617402,
            42.212583
        ],
        [
            0.390056,
            0.253443,
            0.136613,
            0.244395,
            0.147046,
            0.135316
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44681,
            -36254,
            -31571,
            -68891,
            -55588,
            -37377
        ],
        [
            1.463872,
            1.515202,
            1.391508,
            1.280661,
            1.246045,
            1.33229
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            59,
            27,
            32,
            59,
            27,
            32
        ],
        [
            67,
            36,
            31,
            67,
            36,
            31
        ],
        [
            46.825397,
            42.857143,
            50.793651,
            46.825397,
            42.857143,
            50.793651
        ],
        [
            1.662363,
            2.020269,
            1.348023,
            1.45431,
            1.661393,
            1.290656
        ],
        [
            87367,
            87367,
            12503,
            98091,
            98091,
            16177
        ],
        [
            -10755,
            -7928,
            -10755,
            -15374,
            -12228,
            -15374
        ],
        [
            195,
            185,
            204,
            195,
            185,
            204
        ],
        [
            283,
            272,
            293,
            283,
            272,
            293
        ],
        [
            116,
            121,
            111,
            116,
            121,
            111
        ],
        [
            24572,
            11717,
            12855,
            24572,
            11717,
            12855
        ],
        [
            16.135897,
            20.28173,
            16.135897,
            16.135897,
            20.281731,
            16.135897
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384617,
            -139340,
            -159531,
            259492,
            -147175,
            -161032
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736454600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758938441519,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 249,
            "offset": 4
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 204,
            "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)