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Trade: XLM/USDT/360/SSF/KCB/4276

Strategy
XLM/USDT/360/SSF/KCB/4276
Pair
XLM_USDT
Interval
6h
Score
303434
Daily Profit
0.215111
Profit Factor
2.713077
Profitability
46.666667
Streak
182.407250
Best Strategy
Training Data Length
2506.250000
Evaluation Time
2025-10-08 00:46
Expiration Time
2025-12-22 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 474873.9809 539122.6789 -64248.698 -125820.3375 366161.7217 -491982.0592
Total P&L (%) 474.874 539.1227 -64.2487 -125.8203 366.1617 -491.9821
Avg Daily Profit (%) 0.1895 0.2151 -0.0256 0 0.0614 0
Buy And Hold Return (%) 230.888 230.888 230.888 230.888 230.888 230.888
Max Trade Drawdown -294390 -98369 -273250 -464585 -40011 -607304
Profit Factor 1.646 2.7131 0.8472 0.8497 3.6852 0.298
Total Trades 90 45 45 90 45 45
Winning Trades 43 21 22 47 27 20
Losing Trades 47 24 23 43 18 25
Profitability (%) 47.7778 46.6667 48.8889 52.2222 60 44.4444
Ratio Avg Win / Avg Loss 1.7991 3.1007 0.8857 0.7774 2.4568 0.3725
Largest Winning Trade 347302 347302 45721 195627 195627 69393
Largest Losing Trade -108388 -34873 -108388 -464585 -40011 -464585
Avg Bars in Trades 108 111 105 108 111 105
Avg Bars in Winners 140 136 144 91 98 82
Avg Bars in Losers 79 89 68 127 130 124
Bars Traded 9768 5008 4760 9768 5008 4760
Profit Streak 0 182.4073 0 67.6573 0 94.1573
Trades During Streak 0 2 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 126483 303434 -581144 -579691 -112342 -582313
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10025,
    "evaluation_days": 2506.25,
    "actual_first_datapoint_time": 1543320000000,
    "first_datapoint_time": 1546063200000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759873586450,
    "expiration_time": 1766356200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 203,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 128,
            "offset": 165,
            "scalar": 4
        }
    }
}
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": [
        [
            474873.9809483164,
            539122.6789223165,
            -64248.6979739999,
            -125820.337518372,
            366161.721651744,
            -491982.0591701159
        ],
        [
            474.873981,
            539.122679,
            -64.248698,
            -125.820338,
            366.161722,
            -491.982059
        ],
        [
            0.189476,
            0.215111,
            -0.025635,
            0,
            0.06144,
            0
        ],
        [
            230.887998,
            230.887998,
            230.887998,
            230.887998,
            230.887998,
            230.887998
        ],
        [
            -294390,
            -98369,
            -273250,
            -464585,
            -40011,
            -607304
        ],
        [
            1.645978,
            2.713077,
            0.847178,
            0.849707,
            3.685199,
            0.297973
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            43,
            21,
            22,
            47,
            27,
            20
        ],
        [
            47,
            24,
            23,
            43,
            18,
            25
        ],
        [
            47.777778,
            46.666667,
            48.888889,
            52.222222,
            60,
            44.444444
        ],
        [
            1.799092,
            3.100659,
            0.885686,
            0.777391,
            2.456799,
            0.372466
        ],
        [
            347302,
            347302,
            45721,
            195627,
            195627,
            69393
        ],
        [
            -108388,
            -34873,
            -108388,
            -464585,
            -40011,
            -464585
        ],
        [
            108,
            111,
            105,
            108,
            111,
            105
        ],
        [
            140,
            136,
            144,
            91,
            98,
            82
        ],
        [
            79,
            89,
            68,
            127,
            130,
            124
        ],
        [
            9768,
            5008,
            4760,
            9768,
            5008,
            4760
        ],
        [
            0,
            182.40725,
            0,
            67.657251,
            0,
            94.157251
        ],
        [
            0,
            2,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            126483,
            303434,
            -581144,
            -579691,
            -112342,
            -582313
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10025,
    "evaluation_days": 2506.25,
    "actual_first_datapoint_time": 1543320000000,
    "first_datapoint_time": 1546063200000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759873586450,
    "expiration_time": 1766356200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 203,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 128,
            "offset": 165,
            "scalar": 4
        }
    }
}

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)