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Trade: XLM/USDT/3/SMA/KCL/9688

Strategy
XLM/USDT/3/SMA/KCL/9688
Pair
XLM_USDT
Interval
3m
Score
328034
Daily Profit
0.430359
Profit Factor
1.908639
Profitability
70.967742
Streak
12.131909
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-01 15:51
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 24780.2848 947.4064 23832.8784 26232.5878 1169.2607 25063.3271
Total P&L (%) 24.7803 0.9474 23.8329 26.2326 1.1693 25.0633
Avg Daily Profit (%) 0.4758 0.0182 0.4576 0.4483 0.0223 0.4304
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -19338 -6657 -14744 -24062 -7674 -18715
Profit Factor 1.6486 1.0602 2.0608 1.5725 1.0641 1.9086
Total Trades 63 32 31 63 32 31
Winning Trades 36 14 22 36 14 22
Losing Trades 27 18 9 27 18 9
Profitability (%) 57.1429 43.75 70.9677 57.1429 43.75 70.9677
Ratio Avg Win / Avg Loss 1.2364 1.3631 0.843 1.1794 1.3682 0.7808
Largest Winning Trade 5604 3294 5604 6504 4183 6504
Largest Losing Trade -6620 -2831 -6620 -8402 -3100 -8402
Avg Bars in Trades 366 92 650 366 92 650
Avg Bars in Winners 383 124 547 383 124 547
Avg Bars in Losers 345 67 901 345 67 901
Bars Traded 23116 2953 20163 23116 2953 20163
Profit Streak 9.2882 9.2882 12.1319 9.2882 9.2882 12.1319
Trades During Streak 6 3 5 6 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -142170 -491060 318779 -142411 -481232 328034
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754590860000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759323116913,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 241,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            24780.2847536214,
            947.4063707255,
            23832.8783828959,
            26232.5877908896,
            1169.2607050913,
            25063.3270857983
        ],
        [
            24.780285,
            0.947406,
            23.832878,
            26.232588,
            1.169261,
            25.063327
        ],
        [
            0.475812,
            0.018191,
            0.457621,
            0.448306,
            0.022323,
            0.430359
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -19338,
            -6657,
            -14744,
            -24062,
            -7674,
            -18715
        ],
        [
            1.648585,
            1.060194,
            2.060774,
            1.572528,
            1.06412,
            1.908639
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            36,
            14,
            22,
            36,
            14,
            22
        ],
        [
            27,
            18,
            9,
            27,
            18,
            9
        ],
        [
            57.142857,
            43.75,
            70.967742,
            57.142857,
            43.75,
            70.967742
        ],
        [
            1.236439,
            1.363107,
            0.843044,
            1.179396,
            1.368154,
            0.780807
        ],
        [
            5604,
            3294,
            5604,
            6504,
            4183,
            6504
        ],
        [
            -6620,
            -2831,
            -6620,
            -8402,
            -3100,
            -8402
        ],
        [
            366,
            92,
            650,
            366,
            92,
            650
        ],
        [
            383,
            124,
            547,
            383,
            124,
            547
        ],
        [
            345,
            67,
            901,
            345,
            67,
            901
        ],
        [
            23116,
            2953,
            20163,
            23116,
            2953,
            20163
        ],
        [
            9.288159,
            9.288159,
            12.131909,
            9.288159,
            9.288159,
            12.131909
        ],
        [
            6,
            3,
            5,
            6,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -142170,
            -491060,
            318779,
            -142411,
            -481232,
            328034
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754590860000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759323116913,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 241,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)