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Trade: XLM/USDT/240/KCL/DCM/5278

Strategy
XLM/USDT/240/KCL/DCM/5278
Pair
XLM_USDT
Interval
4h
Score
542526
Daily Profit
0.288689
Profit Factor
3.792029
Profitability
62.162162
Streak
134.375461
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-26 04:00
Expiration Time
2025-12-08 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 785531.9342 721481.8397 64050.0945 1336618.3588 1040000.2691 296618.0897
Total P&L (%) 785.5319 721.4818 64.0501 1336.6184 1040.0003 296.6181
Avg Daily Profit (%) 0.3143 0.2887 0.0256 0.1067 0.0974 0.0551
Buy And Hold Return (%) 214.341 214.341 214.341 214.341 214.341 214.341
Max Trade Drawdown -135997 -117309 -49032 -235780 -176033 -110467
Profit Factor 2.7823 3.792 1.3513 2.996 3.8266 1.9831
Total Trades 75 37 38 75 37 38
Winning Trades 46 23 23 46 23 23
Losing Trades 29 14 15 29 14 15
Profitability (%) 61.3333 62.1622 60.5263 61.3333 62.1622 60.5263
Ratio Avg Win / Avg Loss 1.754 2.3082 0.8813 1.8888 2.3292 1.2933
Largest Winning Trade 475443 475443 42093 597887 597887 304603
Largest Losing Trade -49836 -49836 -33974 -93944 -89503 -93944
Avg Bars in Trades 187 329 49 187 329 49
Avg Bars in Winners 131 207 55 131 207 55
Avg Bars in Losers 276 529 39 276 529 39
Bars Traded 14050 12175 1875 14050 12175 1875
Profit Streak 134.3755 134.3755 136.3755 134.3755 134.3755 136.3755
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -46375 542526 -323343 -103106 -54870 -160638

Evaluation Data

{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545768000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758848439856,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 80,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 212,
            "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": [
        [
            785531.9342494002,
            721481.8397486159,
            64050.0945007843,
            1336618.3587862758,
            1040000.269102498,
            296618.0896837778
        ],
        [
            785.531934,
            721.48184,
            64.050095,
            1336.618359,
            1040.000269,
            296.61809
        ],
        [
            0.314317,
            0.288689,
            0.025629,
            0.106687,
            0.097424,
            0.055146
        ],
        [
            214.34102,
            214.34102,
            214.34102,
            214.34102,
            214.34102,
            214.34102
        ],
        [
            -135997,
            -117309,
            -49032,
            -235780,
            -176033,
            -110467
        ],
        [
            2.782276,
            3.792029,
            1.35127,
            2.996005,
            3.826588,
            1.983117
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            61.333333,
            62.162162,
            60.526316,
            61.333333,
            62.162162,
            60.526316
        ],
        [
            1.754044,
            2.308191,
            0.881263,
            1.888785,
            2.329227,
            1.293337
        ],
        [
            475443,
            475443,
            42093,
            597887,
            597887,
            304603
        ],
        [
            -49836,
            -49836,
            -33974,
            -93944,
            -89503,
            -93944
        ],
        [
            187,
            329,
            49,
            187,
            329,
            49
        ],
        [
            131,
            207,
            55,
            131,
            207,
            55
        ],
        [
            276,
            529,
            39,
            276,
            529,
            39
        ],
        [
            14050,
            12175,
            1875,
            14050,
            12175,
            1875
        ],
        [
            134.375461,
            134.375461,
            136.375461,
            134.375461,
            134.375461,
            136.375461
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -46375,
            542526,
            -323343,
            -103106,
            -54870,
            -160638
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545768000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758848439856,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 80,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 212,
            "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)