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Trade: XLM/USDT/15/SSF/LINREG/9578

Strategy
XLM/USDT/15/SSF/LINREG/9578
Pair
XLM_USDT
Interval
15m
Score
415972
Daily Profit
0.509064
Profit Factor
1.636047
Profitability
43.835616
Streak
21.357342
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 15:49
Expiration Time
2025-12-13 14:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 132570.5441 73451.3528 59119.1913 155117.0104 86544.9971 68572.0133
Total P&L (%) 132.5705 73.4514 59.1192 155.117 86.545 68.572
Avg Daily Profit (%) 0.5091 0.2821 0.227 0.3603 0.2397 0.2007
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39719 -39068 -19159 -43467 -38915 -38314
Profit Factor 1.636 1.65 1.6195 1.517 1.5473 1.4833
Total Trades 146 73 73 146 73 73
Winning Trades 64 28 36 64 28 36
Losing Trades 82 45 37 82 45 37
Profitability (%) 43.8356 38.3562 49.3151 43.8356 38.3562 49.3151
Ratio Avg Win / Avg Loss 2.0962 2.6518 1.6645 1.9437 2.4867 1.5245
Largest Winning Trade 86072 86072 16616 112551 112551 16795
Largest Losing Trade -11353 -7407 -11353 -17190 -12933 -17190
Avg Bars in Trades 168 147 188 168 147 188
Avg Bars in Winners 258 236 275 258 236 275
Avg Bars in Losers 97 92 103 97 92 103
Bars Traded 24552 10790 13762 24552 10790 13762
Profit Streak 21.3573 24.9407 21.3573 21.3573 24.9407 21.3573
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415972 -64930 -61959 349433 -65710 -62305
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736649900000,
    "first_datapoint_time": 1736849700000,
    "last_datapoint_time": 1759149000000,
    "evaluation_time": 1759150174319,
    "expiration_time": 1765629000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 182,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 223,
            "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": [
        [
            132570.5440677913,
            73451.3528012739,
            59119.1912665175,
            155117.0103831504,
            86544.9970864249,
            68572.0132967256
        ],
        [
            132.570544,
            73.451353,
            59.119191,
            155.11701,
            86.544997,
            68.572013
        ],
        [
            0.509064,
            0.28205,
            0.227015,
            0.360279,
            0.239709,
            0.200721
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39719,
            -39068,
            -19159,
            -43467,
            -38915,
            -38314
        ],
        [
            1.636047,
            1.65,
            1.619524,
            1.517023,
            1.547278,
            1.483302
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            64,
            28,
            36,
            64,
            28,
            36
        ],
        [
            82,
            45,
            37,
            82,
            45,
            37
        ],
        [
            43.835616,
            38.356164,
            49.315068,
            43.835616,
            38.356164,
            49.315068
        ],
        [
            2.096185,
            2.651785,
            1.66451,
            1.943686,
            2.486697,
            1.524505
        ],
        [
            86072,
            86072,
            16616,
            112551,
            112551,
            16795
        ],
        [
            -11353,
            -7407,
            -11353,
            -17190,
            -12933,
            -17190
        ],
        [
            168,
            147,
            188,
            168,
            147,
            188
        ],
        [
            258,
            236,
            275,
            258,
            236,
            275
        ],
        [
            97,
            92,
            103,
            97,
            92,
            103
        ],
        [
            24552,
            10790,
            13762,
            24552,
            10790,
            13762
        ],
        [
            21.357342,
            24.940675,
            21.357342,
            21.357342,
            24.940675,
            21.357342
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415972,
            -64930,
            -61959,
            349433,
            -65710,
            -62305
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736649900000,
    "first_datapoint_time": 1736849700000,
    "last_datapoint_time": 1759149000000,
    "evaluation_time": 1759150174319,
    "expiration_time": 1765629000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 182,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 223,
            "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)