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Trade: XLM/USDT/360/SINWMA/KCB/9418

Strategy
XLM/USDT/360/SINWMA/KCB/9418
Pair
XLM_USDT
Interval
6h
Score
356695
Daily Profit
0.237328
Profit Factor
3.174118
Profitability
50.000000
Streak
127.993653
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-29 14:50
Expiration Time
2025-12-13 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 562736.8207 593557.5957 -30820.775 -44199.5859 315352.9125 -359552.4984
Total P&L (%) 562.7368 593.5576 -30.8208 -44.1996 315.3529 -359.5525
Avg Daily Profit (%) 0.225 0.2373 -0.0123 -0.0233 0.057 0
Buy And Hold Return (%) 260.7974 260.7974 260.7974 260.7974 260.7974 260.7974
Max Trade Drawdown -259805 -107503 -211761 -387125 -22532 -408862
Profit Factor 1.8983 3.1741 0.9128 0.92 5.7497 0.2602
Total Trades 65 32 33 65 32 33
Winning Trades 34 16 18 34 16 18
Losing Trades 31 16 15 31 16 15
Profitability (%) 52.3077 50 54.5455 52.3077 50 54.5455
Ratio Avg Win / Avg Loss 1.7308 3.1741 0.7607 0.8388 5.7497 0.2168
Largest Winning Trade 408732 408732 44549 187673 187673 38523
Largest Losing Trade -87485 -36172 -87485 -341503 -22532 -341503
Avg Bars in Trades 145 164 126 145 164 126
Avg Bars in Winners 160 164 158 160 164 158
Avg Bars in Losers 128 165 88 128 165 88
Bars Traded 9440 5265 4175 9440 5265 4175
Profit Streak 127.9937 127.9937 344.2437 127.9937 127.9937 344.2437
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -128331 356695 -578869 -715127 -208688 -578869
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10004,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1548244800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759146651593,
    "expiration_time": 1765608192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 123,
            "offset": 13
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 242,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            562736.8207129582,
            593557.5957393389,
            -30820.7750263807,
            -44199.5858659011,
            315352.9125035487,
            -359552.4983694499
        ],
        [
            562.736821,
            593.557596,
            -30.820775,
            -44.199586,
            315.352913,
            -359.552498
        ],
        [
            0.225005,
            0.237328,
            -0.012323,
            -0.023324,
            0.056952,
            0
        ],
        [
            260.797407,
            260.797407,
            260.797407,
            260.797407,
            260.797407,
            260.797407
        ],
        [
            -259805,
            -107503,
            -211761,
            -387125,
            -22532,
            -408862
        ],
        [
            1.898265,
            3.174118,
            0.912803,
            0.919985,
            5.749718,
            0.260175
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            52.307692,
            50,
            54.545455,
            52.307692,
            50,
            54.545455
        ],
        [
            1.730771,
            3.174118,
            0.760669,
            0.83881,
            5.749718,
            0.216813
        ],
        [
            408732,
            408732,
            44549,
            187673,
            187673,
            38523
        ],
        [
            -87485,
            -36172,
            -87485,
            -341503,
            -22532,
            -341503
        ],
        [
            145,
            164,
            126,
            145,
            164,
            126
        ],
        [
            160,
            164,
            158,
            160,
            164,
            158
        ],
        [
            128,
            165,
            88,
            128,
            165,
            88
        ],
        [
            9440,
            5265,
            4175,
            9440,
            5265,
            4175
        ],
        [
            127.993653,
            127.993653,
            344.243653,
            127.993653,
            127.993653,
            344.243653
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -128331,
            356695,
            -578869,
            -715127,
            -208688,
            -578869
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10004,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1548244800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759146651593,
    "expiration_time": 1765608192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 123,
            "offset": 13
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 242,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)