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Trade: XLM/USDT/360/LINREG/MIDPOINT/5869

Strategy
XLM/USDT/360/LINREG/MIDPOINT/5869
Pair
XLM_USDT
Interval
6h
Score
453237
Daily Profit
0.320977
Profit Factor
2.355487
Profitability
54.455446
Streak
142.922701
Best Strategy
Training Data Length
2503.000000
Evaluation Time
2025-10-01 13:08
Expiration Time
2025-12-15 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 803404.2416 719882.3107 83521.9308 1197384.7747 869050.8223 328333.9524
Total P&L (%) 803.4042 719.8823 83.5219 1197.3848 869.0508 328.334
Avg Daily Profit (%) 0.321 0.2876 0.0334 0.1024 0.0908 0.0581
Buy And Hold Return (%) 273.4096 273.4096 273.4096 273.4096 273.4096 273.4096
Max Trade Drawdown -101991 -85633 -136635 -317637 -301951 -180665
Profit Factor 2.3555 3.3385 1.2932 2.2412 2.5725 1.7969
Total Trades 101 50 51 101 50 51
Winning Trades 55 26 29 55 26 29
Losing Trades 46 24 22 46 24 22
Profitability (%) 54.4554 52 56.8627 54.4554 52 56.8627
Ratio Avg Win / Avg Loss 1.97 3.0817 0.981 1.8745 2.3746 1.3632
Largest Winning Trade 483820 483820 27539 642618 642618 247910
Largest Losing Trade -68909 -34533 -68909 -164079 -164079 -125818
Avg Bars in Trades 93 113 74 93 113 74
Avg Bars in Winners 112 115 109 112 115 109
Avg Bars in Losers 70 110 27 70 110 27
Bars Traded 9435 5652 3783 9435 5652 3783
Profit Streak 142.9227 142.9227 143.6727 142.9227 142.9227 143.6727
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 453237 -167491 -493920 -51215 -248624 -394478
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10012,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1548093600000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759313321377,
    "expiration_time": 1765786176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 155,
            "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": [
        [
            803404.2415806158,
            719882.3107473971,
            83521.9308332184,
            1197384.7746934034,
            869050.8222971915,
            328333.952396212
        ],
        [
            803.404242,
            719.882311,
            83.521931,
            1197.384775,
            869.050822,
            328.333952
        ],
        [
            0.320977,
            0.287608,
            0.033369,
            0.102447,
            0.090778,
            0.058136
        ],
        [
            273.409606,
            273.409606,
            273.409606,
            273.409606,
            273.409606,
            273.409606
        ],
        [
            -101991,
            -85633,
            -136635,
            -317637,
            -301951,
            -180665
        ],
        [
            2.355487,
            3.338498,
            1.293197,
            2.241223,
            2.572498,
            1.796879
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            54.455446,
            52,
            56.862745,
            54.455446,
            52,
            56.862745
        ],
        [
            1.970043,
            3.08169,
            0.981046,
            1.874478,
            2.374613,
            1.36315
        ],
        [
            483820,
            483820,
            27539,
            642618,
            642618,
            247910
        ],
        [
            -68909,
            -34533,
            -68909,
            -164079,
            -164079,
            -125818
        ],
        [
            93,
            113,
            74,
            93,
            113,
            74
        ],
        [
            112,
            115,
            109,
            112,
            115,
            109
        ],
        [
            70,
            110,
            27,
            70,
            110,
            27
        ],
        [
            9435,
            5652,
            3783,
            9435,
            5652,
            3783
        ],
        [
            142.922701,
            142.922701,
            143.672701,
            142.922701,
            142.922701,
            143.672701
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            453237,
            -167491,
            -493920,
            -51215,
            -248624,
            -394478
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10012,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1548093600000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759313321377,
    "expiration_time": 1765786176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 155,
            "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)