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Trade: XLM/USDT/240/SINWMA/DCM/6214

Strategy
XLM/USDT/240/SINWMA/DCM/6214
Pair
XLM_USDT
Interval
4h
Score
345525
Daily Profit
0.264351
Profit Factor
1.822355
Profitability
52.800000
Streak
0.000000
Best Strategy
Training Data Length
2499.830000
Evaluation Time
2025-09-30 06:56
Expiration Time
2025-12-14 01:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 660833.0773 663398.307 -2565.2297 132009.069 205465.2601 -73456.1911
Total P&L (%) 660.8331 663.3983 -2.5652 132.0091 205.4653 -73.4562
Avg Daily Profit (%) 0.2644 0.2654 -0.001 0.0337 0.0447 -0.053
Buy And Hold Return (%) 222.8346 222.8346 222.8346 222.8346 222.8346 222.8346
Max Trade Drawdown -152581 -110661 -104163 -193961 -90508 -166171
Profit Factor 1.8224 2.5048 0.9929 1.2003 1.5958 0.7663
Total Trades 125 62 63 125 62 63
Winning Trades 66 30 36 66 30 36
Losing Trades 59 32 27 59 32 27
Profitability (%) 52.8 48.3871 57.1429 52.8 48.3871 57.1429
Ratio Avg Win / Avg Loss 1.6291 2.6718 0.7447 1.073 1.7022 0.5747
Largest Winning Trade 410125 410125 41190 116369 116369 46552
Largest Losing Trade -71637 -40248 -71637 -147398 -41779 -147398
Avg Bars in Trades 113 148 79 113 148 79
Avg Bars in Winners 132 167 103 132 167 103
Avg Bars in Losers 93 131 47 93 131 47
Bars Traded 14223 9220 5003 14223 9220 5003
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 345525 -144568 -726532 -313519 -450815 -726532
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14999,
    "evaluation_days": 2499.83,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1546488000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759204583060,
    "expiration_time": 1765669968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 233,
            "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": [
        [
            660833.0773043623,
            663398.3069880154,
            -2565.2296836532,
            132009.0689679082,
            205465.2600839429,
            -73456.1911160347
        ],
        [
            660.833077,
            663.398307,
            -2.56523,
            132.009069,
            205.46526,
            -73.456191
        ],
        [
            0.264351,
            0.265377,
            -0.001026,
            0.033672,
            0.04468,
            -0.053044
        ],
        [
            222.834646,
            222.834646,
            222.834646,
            222.834646,
            222.834646,
            222.834646
        ],
        [
            -152581,
            -110661,
            -104163,
            -193961,
            -90508,
            -166171
        ],
        [
            1.822355,
            2.504799,
            0.992928,
            1.200278,
            1.595777,
            0.766257
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            66,
            30,
            36,
            66,
            30,
            36
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            52.8,
            48.387097,
            57.142857,
            52.8,
            48.387097,
            57.142857
        ],
        [
            1.629075,
            2.671785,
            0.744696,
            1.072976,
            1.702163,
            0.574693
        ],
        [
            410125,
            410125,
            41190,
            116369,
            116369,
            46552
        ],
        [
            -71637,
            -40248,
            -71637,
            -147398,
            -41779,
            -147398
        ],
        [
            113,
            148,
            79,
            113,
            148,
            79
        ],
        [
            132,
            167,
            103,
            132,
            167,
            103
        ],
        [
            93,
            131,
            47,
            93,
            131,
            47
        ],
        [
            14223,
            9220,
            5003,
            14223,
            9220,
            5003
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345525,
            -144568,
            -726532,
            -313519,
            -450815,
            -726532
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14999,
    "evaluation_days": 2499.83,
    "actual_first_datapoint_time": 1543147200000,
    "first_datapoint_time": 1546488000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759204583060,
    "expiration_time": 1765669968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 233,
            "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)