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Trade: XLM/USDT/15/SSF/MIDPRICE/7626

Strategy
XLM/USDT/15/SSF/MIDPRICE/7626
Pair
XLM_USDT
Interval
15m
Score
313845
Daily Profit
0.428713
Profit Factor
1.601517
Profitability
42.741935
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 11:21
Expiration Time
2025-12-21 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 111645.4585 70869.6914 40775.7671 112179.926 76934.6599 35245.2661
Total P&L (%) 111.6455 70.8697 40.7758 112.1799 76.9347 35.2453
Avg Daily Profit (%) 0.4287 0.2721 0.1566 0.2893 0.2194 0.116
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31287 -33344 -12910 -43478 -40524 -25504
Profit Factor 1.6015 1.7014 1.4822 1.3958 1.5253 1.2573
Total Trades 124 62 62 124 62 62
Winning Trades 53 23 30 53 23 30
Losing Trades 71 39 32 71 39 32
Profitability (%) 42.7419 37.0968 48.3871 42.7419 37.0968 48.3871
Ratio Avg Win / Avg Loss 2.1454 2.885 1.581 1.8699 2.5865 1.3412
Largest Winning Trade 85058 85058 14885 108111 108111 17236
Largest Losing Trade -9356 -6753 -9356 -21991 -13286 -21991
Avg Bars in Trades 198 184 212 198 184 212
Avg Bars in Winners 306 314 301 306 314 301
Avg Bars in Losers 117 108 128 117 108 128
Bars Traded 24612 11455 13157 24612 11455 13157
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 313845 -149409 -148798 225919 -150512 -197160
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737325800000,
    "first_datapoint_time": 1737476100000,
    "last_datapoint_time": 1759824900000,
    "evaluation_time": 1759825282401,
    "expiration_time": 1766304900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 112,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "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": [
        [
            111645.4585291538,
            70869.6913934433,
            40775.7671357106,
            112179.9260073015,
            76934.6599319772,
            35245.2660753244
        ],
        [
            111.645459,
            70.869691,
            40.775767,
            112.179926,
            76.93466,
            35.245266
        ],
        [
            0.428713,
            0.272136,
            0.156577,
            0.289283,
            0.219352,
            0.116003
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31287,
            -33344,
            -12910,
            -43478,
            -40524,
            -25504
        ],
        [
            1.601517,
            1.701395,
            1.48218,
            1.395824,
            1.525348,
            1.257333
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            53,
            23,
            30,
            53,
            23,
            30
        ],
        [
            71,
            39,
            32,
            71,
            39,
            32
        ],
        [
            42.741935,
            37.096774,
            48.387097,
            42.741935,
            37.096774,
            48.387097
        ],
        [
            2.145429,
            2.884974,
            1.580993,
            1.869877,
            2.58646,
            1.341155
        ],
        [
            85058,
            85058,
            14885,
            108111,
            108111,
            17236
        ],
        [
            -9356,
            -6753,
            -9356,
            -21991,
            -13286,
            -21991
        ],
        [
            198,
            184,
            212,
            198,
            184,
            212
        ],
        [
            306,
            314,
            301,
            306,
            314,
            301
        ],
        [
            117,
            108,
            128,
            117,
            108,
            128
        ],
        [
            24612,
            11455,
            13157,
            24612,
            11455,
            13157
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313845,
            -149409,
            -148798,
            225919,
            -150512,
            -197160
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737325800000,
    "first_datapoint_time": 1737476100000,
    "last_datapoint_time": 1759824900000,
    "evaluation_time": 1759825282401,
    "expiration_time": 1766304900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 112,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "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)