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Trade: XLM/USDT/480/LINREG/MIDPRICE/1911

Strategy
XLM/USDT/480/LINREG/MIDPRICE/1911
Pair
XLM_USDT
Interval
8h
Score
320394
Daily Profit
0.268133
Profit Factor
4.098858
Profitability
58.823529
Streak
147.334574
Best Strategy
Training Data Length
2510.670000
Evaluation Time
2025-10-09 03:01
Expiration Time
2025-12-23 01:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 785821.5655 673194.2381 112627.3274 2402728.1201 1613760.6294 788967.4907
Total P&L (%) 785.8216 673.1942 112.6273 2402.7281 1613.7606 788.9675
Avg Daily Profit (%) 0.313 0.2681 0.0449 0.1283 0.1132 0.0871
Buy And Hold Return (%) 384.6336 384.6336 384.6336 384.6336 384.6336 384.6336
Max Trade Drawdown -73066 -83731 -102239 -293433 -282738 -313450
Profit Factor 2.7793 4.0989 1.5019 2.9647 3.578 2.3216
Total Trades 69 34 35 69 34 35
Winning Trades 44 20 24 44 20 24
Losing Trades 25 14 11 25 14 11
Profitability (%) 63.7681 58.8235 68.5714 63.7681 58.8235 68.5714
Ratio Avg Win / Avg Loss 1.5792 2.8692 0.6884 1.6845 2.5046 1.0641
Largest Winning Trade 406335 406335 37204 925393 925393 462404
Largest Losing Trade -62370 -40731 -62370 -160505 -127934 -160505
Avg Bars in Trades 102 123 83 102 123 83
Avg Bars in Winners 96 95 97 96 95 97
Avg Bars in Losers 113 161 52 113 161 52
Bars Traded 7092 4182 2910 7092 4182 2910
Profit Streak 147.3346 147.3346 333.0012 147.3346 147.3346 333.0012
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -95157 320394 -295378 -118981 -35010 -75802
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7532,
    "evaluation_days": 2510.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1549699200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759968107185,
    "expiration_time": 1766446848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 232,
            "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": [
        [
            785821.5654577524,
            673194.238107281,
            112627.3273504712,
            2402728.120141836,
            1613760.629432723,
            788967.4907091133
        ],
        [
            785.821565,
            673.194238,
            112.627327,
            2402.72812,
            1613.760629,
            788.967491
        ],
        [
            0.312993,
            0.268133,
            0.044859,
            0.128334,
            0.113232,
            0.087062
        ],
        [
            384.63357,
            384.63357,
            384.63357,
            384.63357,
            384.63357,
            384.63357
        ],
        [
            -73066,
            -83731,
            -102239,
            -293433,
            -282738,
            -313450
        ],
        [
            2.779344,
            4.098858,
            1.501913,
            2.9647,
            3.578025,
            2.321595
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            25,
            14,
            11,
            25,
            14,
            11
        ],
        [
            63.768116,
            58.823529,
            68.571429,
            63.768116,
            58.823529,
            68.571429
        ],
        [
            1.579173,
            2.8692,
            0.688377,
            1.684489,
            2.504618,
            1.064064
        ],
        [
            406335,
            406335,
            37204,
            925393,
            925393,
            462404
        ],
        [
            -62370,
            -40731,
            -62370,
            -160505,
            -127934,
            -160505
        ],
        [
            102,
            123,
            83,
            102,
            123,
            83
        ],
        [
            96,
            95,
            97,
            96,
            95,
            97
        ],
        [
            113,
            161,
            52,
            113,
            161,
            52
        ],
        [
            7092,
            4182,
            2910,
            7092,
            4182,
            2910
        ],
        [
            147.334574,
            147.334574,
            333.00124,
            147.334574,
            147.334574,
            333.001241
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -95157,
            320394,
            -295378,
            -118981,
            -35010,
            -75802
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7532,
    "evaluation_days": 2510.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1549699200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759968107185,
    "expiration_time": 1766446848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 232,
            "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)