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Trade: XLM/USDT/480/SSF/SWMA/2122

Strategy
XLM/USDT/480/SSF/SWMA/2122
Pair
XLM_USDT
Interval
8h
Score
320180
Daily Profit
0.231230
Profit Factor
1.623263
Profitability
44.864865
Streak
0.000000
Best Strategy
Training Data Length
2501.330000
Evaluation Time
2025-09-26 04:43
Expiration Time
2025-12-09 18:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 578381.332 578522.4096 -141.0776 -316298.5186 112654.7973 -428953.3159
Total P&L (%) 578.3813 578.5224 -0.1411 -316.2985 112.6548 -428.9533
Avg Daily Profit (%) 0.2312 0.2313 -0.0001 0 0.0302 0
Buy And Hold Return (%) 118.9522 118.9522 118.9522 118.9522 118.9522 118.9522
Max Trade Drawdown -205395 -46990 -195616 -651402 -226674 -505782
Profit Factor 1.6233 2.3935 0.9997 0.7598 1.2084 0.4475
Total Trades 185 93 92 185 93 92
Winning Trades 83 39 44 98 55 43
Losing Trades 102 54 48 87 38 49
Profitability (%) 44.8649 41.9355 47.8261 52.973 59.1398 46.7391
Ratio Avg Win / Avg Loss 1.9949 3.3141 1.0906 0.6745 0.8349 0.51
Largest Winning Trade 381521 381521 44219 203558 203558 50393
Largest Losing Trade -116259 -29415 -116259 -353458 -139631 -353458
Avg Bars in Trades 40 35 44 40 35 44
Avg Bars in Winners 56 51 61 34 32 37
Avg Bars in Losers 27 24 30 46 40 51
Bars Traded 7461 3327 4133 7461 3327 4133
Profit Streak 0 0 46.072 15.072 61.072 0
Trades During Streak 0 0 1 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320180 286852 -579707 -578838 -318646 -582354

Evaluation Data

{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1543449600000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758851017403,
    "expiration_time": 1765299456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 96,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 26,
            "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": [
        [
            578381.3320263902,
            578522.409648294,
            -141.0776219037,
            -316298.51856404,
            112654.7972961708,
            -428953.3158602109
        ],
        [
            578.381332,
            578.52241,
            -0.141078,
            -316.298519,
            112.654797,
            -428.953316
        ],
        [
            0.23123,
            0.231286,
            -5.6e-5,
            0,
            0.030169,
            0
        ],
        [
            118.952215,
            118.952215,
            118.952215,
            118.952215,
            118.952215,
            118.952215
        ],
        [
            -205395,
            -46990,
            -195616,
            -651402,
            -226674,
            -505782
        ],
        [
            1.623263,
            2.393541,
            0.999725,
            0.759813,
            1.208431,
            0.447507
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            83,
            39,
            44,
            98,
            55,
            43
        ],
        [
            102,
            54,
            48,
            87,
            38,
            49
        ],
        [
            44.864865,
            41.935484,
            47.826087,
            52.972973,
            59.139785,
            46.73913
        ],
        [
            1.994854,
            3.314133,
            1.090609,
            0.674528,
            0.834916,
            0.50995
        ],
        [
            381521,
            381521,
            44219,
            203558,
            203558,
            50393
        ],
        [
            -116259,
            -29415,
            -116259,
            -353458,
            -139631,
            -353458
        ],
        [
            40,
            35,
            44,
            40,
            35,
            44
        ],
        [
            56,
            51,
            61,
            34,
            32,
            37
        ],
        [
            27,
            24,
            30,
            46,
            40,
            51
        ],
        [
            7461,
            3327,
            4133,
            7461,
            3327,
            4133
        ],
        [
            0,
            0,
            46.071961,
            15.071961,
            61.071961,
            0
        ],
        [
            0,
            0,
            1,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320180,
            286852,
            -579707,
            -578838,
            -318646,
            -582354
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1543449600000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758851017403,
    "expiration_time": 1765299456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 96,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 26,
            "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)