← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XLM/USDT/480/PWMA/MIDPRICE/1776

Strategy
XLM/USDT/480/PWMA/MIDPRICE/1776
Pair
XLM_USDT
Interval
8h
Score
394438
Daily Profit
0.281229
Profit Factor
1.808541
Profitability
52.469136
Streak
29.155498
Best Strategy
Training Data Length
2502.670000
Evaluation Time
2025-09-30 22:43
Expiration Time
2025-12-14 19:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 703822.7736 680643.3653 23179.4083 419560.912 313126.6385 106434.2735
Total P&L (%) 703.8228 680.6434 23.1794 419.5609 313.1266 106.4343
Avg Daily Profit (%) 0.2812 0.272 0.0093 0.0659 0.0567 0.029
Buy And Hold Return (%) 218.5477 218.5477 218.5477 218.5477 218.5477 218.5477
Max Trade Drawdown -127268 -123124 -96430 -155479 -126594 -116897
Profit Factor 1.8085 2.3821 1.0613 1.5079 1.6045 1.3455
Total Trades 162 81 81 162 81 81
Winning Trades 85 40 45 85 40 45
Losing Trades 77 41 36 77 41 36
Profitability (%) 52.4691 49.3827 55.5556 52.4691 49.3827 55.5556
Ratio Avg Win / Avg Loss 1.6383 2.4416 0.8491 1.366 1.6446 1.0764
Largest Winning Trade 425819 425819 34489 173420 173420 78615
Largest Losing Trade -55710 -39434 -55710 -77926 -77926 -47107
Avg Bars in Trades 45 57 32 45 57 32
Avg Bars in Winners 47 61 35 47 61 35
Avg Bars in Losers 42 53 28 42 53 28
Bars Traded 7318 4668 2650 7318 4668 2650
Profit Streak 29.1555 31.4888 0 29.1555 31.4888 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394438 -1018 -512213 -109348 -156510 -330839
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 2502.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546473600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759261435058,
    "expiration_time": 1765734912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 120,
            "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": [
        [
            703822.7736363024,
            680643.3653284399,
            23179.4083078624,
            419560.9120062295,
            313126.6384934466,
            106434.2735127828
        ],
        [
            703.822774,
            680.643365,
            23.179408,
            419.560912,
            313.126638,
            106.434274
        ],
        [
            0.281229,
            0.271967,
            0.009262,
            0.065864,
            0.056699,
            0.028966
        ],
        [
            218.547682,
            218.547682,
            218.547682,
            218.547682,
            218.547682,
            218.547682
        ],
        [
            -127268,
            -123124,
            -96430,
            -155479,
            -126594,
            -116897
        ],
        [
            1.808541,
            2.382056,
            1.061321,
            1.50788,
            1.604489,
            1.345453
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            85,
            40,
            45,
            85,
            40,
            45
        ],
        [
            77,
            41,
            36,
            77,
            41,
            36
        ],
        [
            52.469136,
            49.382716,
            55.555556,
            52.469136,
            49.382716,
            55.555556
        ],
        [
            1.638326,
            2.441607,
            0.849057,
            1.365961,
            1.644601,
            1.076362
        ],
        [
            425819,
            425819,
            34489,
            173420,
            173420,
            78615
        ],
        [
            -55710,
            -39434,
            -55710,
            -77926,
            -77926,
            -47107
        ],
        [
            45,
            57,
            32,
            45,
            57,
            32
        ],
        [
            47,
            61,
            35,
            47,
            61,
            35
        ],
        [
            42,
            53,
            28,
            42,
            53,
            28
        ],
        [
            7318,
            4668,
            2650,
            7318,
            4668,
            2650
        ],
        [
            29.155498,
            31.488832,
            0,
            29.155498,
            31.488832,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394438,
            -1018,
            -512213,
            -109348,
            -156510,
            -330839
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 2502.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546473600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759261435058,
    "expiration_time": 1765734912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 120,
            "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)