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Trade: XLM/USDT/360/ZLMA/HWMA/1767

Strategy
XLM/USDT/360/ZLMA/HWMA/1767
Pair
XLM_USDT
Interval
6h
Score
309534
Daily Profit
0.294134
Profit Factor
1.559235
Profitability
43.589744
Streak
33.470528
Best Strategy
Training Data Length
2507.000000
Evaluation Time
2025-10-08 20:17
Expiration Time
2025-12-22 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 737392.9584 728938.2078 8454.7506 329698.3066 469292.8094 -139594.5028
Total P&L (%) 737.393 728.9382 8.4548 329.6983 469.2928 -139.5945
Avg Daily Profit (%) 0.2941 0.2908 0.0034 0.0582 0.0694 0
Buy And Hold Return (%) 295.9239 295.9239 295.9239 295.9239 295.9239 295.9239
Max Trade Drawdown -176945 -149053 -100254 -1297970 -1101373 -844992
Profit Factor 1.5592 1.9863 1.0146 1.0603 1.1568 0.9436
Total Trades 312 156 156 312 156 156
Winning Trades 136 56 80 136 56 80
Losing Trades 176 100 76 176 100 76
Profitability (%) 43.5897 35.8974 51.2821 43.5897 35.8974 51.2821
Ratio Avg Win / Avg Loss 2.0178 3.5469 0.9639 1.3721 2.0657 0.8964
Largest Winning Trade 451560 451560 31688 690681 690681 318869
Largest Losing Trade -33726 -21296 -33726 -419830 -208969 -419830
Avg Bars in Trades 31 32 30 31 32 30
Avg Bars in Winners 40 44 37 40 44 37
Avg Bars in Losers 24 26 23 24 26 23
Bars Traded 9905 5135 4769 9905 5135 4769
Profit Streak 33.4705 40.4705 33.4705 33.4705 40.4705 33.4705
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309534 163863 -559263 -399137 -161119 -579808
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10028,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543320000000,
    "first_datapoint_time": 1544810400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759943853603,
    "expiration_time": 1766422944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.14336,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            737392.9584179232,
            728938.2077761288,
            8454.7506417938,
            329698.3066091087,
            469292.8094120187,
            -139594.5028029099
        ],
        [
            737.392958,
            728.938208,
            8.454751,
            329.698307,
            469.292809,
            -139.594503
        ],
        [
            0.294134,
            0.290761,
            0.003372,
            0.058171,
            0.069399,
            0
        ],
        [
            295.923857,
            295.923857,
            295.923857,
            295.923857,
            295.923857,
            295.923857
        ],
        [
            -176945,
            -149053,
            -100254,
            -1297970,
            -1101373,
            -844992
        ],
        [
            1.559235,
            1.98626,
            1.01459,
            1.060289,
            1.156778,
            0.943604
        ],
        [
            312,
            156,
            156,
            312,
            156,
            156
        ],
        [
            136,
            56,
            80,
            136,
            56,
            80
        ],
        [
            176,
            100,
            76,
            176,
            100,
            76
        ],
        [
            43.589744,
            35.897436,
            51.282051,
            43.589744,
            35.897436,
            51.282051
        ],
        [
            2.017833,
            3.546892,
            0.963861,
            1.372139,
            2.065674,
            0.896424
        ],
        [
            451560,
            451560,
            31688,
            690681,
            690681,
            318869
        ],
        [
            -33726,
            -21296,
            -33726,
            -419830,
            -208969,
            -419830
        ],
        [
            31,
            32,
            30,
            31,
            32,
            30
        ],
        [
            40,
            44,
            37,
            40,
            44,
            37
        ],
        [
            24,
            26,
            23,
            24,
            26,
            23
        ],
        [
            9905,
            5135,
            4769,
            9905,
            5135,
            4769
        ],
        [
            33.470528,
            40.470528,
            33.470528,
            33.470528,
            40.470528,
            33.470528
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309534,
            163863,
            -559263,
            -399137,
            -161119,
            -579808
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10028,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543320000000,
    "first_datapoint_time": 1544810400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759943853603,
    "expiration_time": 1766422944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.14336,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)