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Trade: XLM/USDT/15/WMA/WMA/9969

Strategy
XLM/USDT/15/WMA/WMA/9969
Pair
XLM_USDT
Interval
15m
Score
388861
Daily Profit
0.508745
Profit Factor
1.791314
Profitability
41.666667
Streak
18.208607
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 07:15
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 132487.2546 79504.9109 52982.3437 152927.152 94441.01 58486.142
Total P&L (%) 132.4873 79.5049 52.9823 152.9272 94.441 58.4861
Avg Daily Profit (%) 0.5087 0.3053 0.2035 0.357 0.2557 0.177
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31921 -35202 -13280 -73714 -56418 -33416
Profit Factor 1.7913 1.875 1.692 1.6205 1.6937 1.5301
Total Trades 96 48 48 96 48 48
Winning Trades 40 14 26 40 14 26
Losing Trades 56 34 22 56 34 22
Profitability (%) 41.6667 29.1667 54.1667 41.6667 29.1667 54.1667
Ratio Avg Win / Avg Loss 2.5078 4.5535 1.4317 2.2686 4.1133 1.2947
Largest Winning Trade 92241 92241 14308 132804 132804 19965
Largest Losing Trade -11659 -7854 -11659 -20112 -20112 -19933
Avg Bars in Trades 256 226 286 256 226 286
Avg Bars in Winners 410 412 409 410 412 409
Avg Bars in Losers 145 149 140 145 149 140
Bars Traded 24581 10851 13730 24581 10851 13730
Profit Streak 18.2086 19.1878 18.2086 18.2086 19.1878 18.2086
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388861 13962 320770 330288 -386 304060

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": 1736446500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758860123626,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 190,
            "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": [
        [
            132487.2545527818,
            79504.9108870976,
            52982.343665684,
            152927.1519839228,
            94441.0099721464,
            58486.1420117762
        ],
        [
            132.487255,
            79.504911,
            52.982344,
            152.927152,
            94.44101,
            58.486142
        ],
        [
            0.508745,
            0.305295,
            0.20345,
            0.356957,
            0.255667,
            0.176985
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31921,
            -35202,
            -13280,
            -73714,
            -56418,
            -33416
        ],
        [
            1.791314,
            1.874977,
            1.69202,
            1.620463,
            1.693717,
            1.530078
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            40,
            14,
            26,
            40,
            14,
            26
        ],
        [
            56,
            34,
            22,
            56,
            34,
            22
        ],
        [
            41.666667,
            29.166667,
            54.166667,
            41.666667,
            29.166667,
            54.166667
        ],
        [
            2.507839,
            4.553516,
            1.431709,
            2.268648,
            4.113313,
            1.294681
        ],
        [
            92241,
            92241,
            14308,
            132804,
            132804,
            19965
        ],
        [
            -11659,
            -7854,
            -11659,
            -20112,
            -20112,
            -19933
        ],
        [
            256,
            226,
            286,
            256,
            226,
            286
        ],
        [
            410,
            412,
            409,
            410,
            412,
            409
        ],
        [
            145,
            149,
            140,
            145,
            149,
            140
        ],
        [
            24581,
            10851,
            13730,
            24581,
            10851,
            13730
        ],
        [
            18.208607,
            19.187773,
            18.208607,
            18.208607,
            19.187773,
            18.208607
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388861,
            13962,
            320770,
            330288,
            -386,
            304060
        ]
    ]
}
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": 1736446500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758860123626,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 190,
            "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)