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Trade: XLM/USDT/60/MIDPRICE/DCM/9321

Strategy
XLM/USDT/60/MIDPRICE/DCM/9321
Pair
XLM_USDT
Interval
1h
Score
358255
Daily Profit
0.236409
Profit Factor
2.083883
Profitability
53.846154
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-08 21:01
Expiration Time
2025-12-22 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 625258.3954 581982.767 43275.6284 1070129.8788 730302.0548 339827.8239
Total P&L (%) 625.2584 581.9828 43.2756 1070.1299 730.3021 339.8278
Avg Daily Profit (%) 0.6002 0.5587 0.0415 0.2364 0.2034 0.1423
Buy And Hold Return (%) 359.9057 359.9057 359.9057 359.9057 359.9057 359.9057
Max Trade Drawdown -93172 -30768 -81982 -294759 -296012 -108782
Profit Factor 3.2283 5.167 1.3071 2.0839 2.1117 2.0286
Total Trades 104 52 52 104 52 52
Winning Trades 56 24 32 56 24 32
Losing Trades 48 28 20 48 28 20
Profitability (%) 53.8462 46.1538 61.5385 53.8462 46.1538 61.5385
Ratio Avg Win / Avg Loss 2.7671 6.0282 0.8169 1.7862 2.4637 1.2679
Largest Winning Trade 509455 509455 18430 482688 482688 133145
Largest Losing Trade -26337 -16910 -26337 -154127 -154127 -108782
Avg Bars in Trades 232 268 197 232 268 197
Avg Bars in Winners 207 247 176 207 247 176
Avg Bars in Losers 263 286 230 263 286 230
Bars Traded 24231 13951 10280 24231 13951 10280
Profit Streak 0 0 21.9595 0 0 21.9595
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351513 -171972 -482742 358255 -176163 -344120
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669942800000,
    "first_datapoint_time": 1670670000000,
    "last_datapoint_time": 1759942800000,
    "evaluation_time": 1759946500190,
    "expiration_time": 1766422800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 203,
            "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": [
        [
            625258.3954176743,
            581982.7670273945,
            43275.6283902797,
            1070129.878762995,
            730302.0548368215,
            339827.8239261731
        ],
        [
            625.258395,
            581.982767,
            43.275628,
            1070.129879,
            730.302055,
            339.827824
        ],
        [
            0.600246,
            0.558702,
            0.041544,
            0.236409,
            0.203401,
            0.142297
        ],
        [
            359.90566,
            359.90566,
            359.90566,
            359.90566,
            359.90566,
            359.90566
        ],
        [
            -93172,
            -30768,
            -81982,
            -294759,
            -296012,
            -108782
        ],
        [
            3.22832,
            5.167029,
            1.307066,
            2.083883,
            2.111702,
            2.02857
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            56,
            24,
            32,
            56,
            24,
            32
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            53.846154,
            46.153846,
            61.538462,
            53.846154,
            46.153846,
            61.538462
        ],
        [
            2.767131,
            6.0282,
            0.816916,
            1.786186,
            2.463653,
            1.267856
        ],
        [
            509455,
            509455,
            18430,
            482688,
            482688,
            133145
        ],
        [
            -26337,
            -16910,
            -26337,
            -154127,
            -154127,
            -108782
        ],
        [
            232,
            268,
            197,
            232,
            268,
            197
        ],
        [
            207,
            247,
            176,
            207,
            247,
            176
        ],
        [
            263,
            286,
            230,
            263,
            286,
            230
        ],
        [
            24231,
            13951,
            10280,
            24231,
            13951,
            10280
        ],
        [
            0,
            0,
            21.959493,
            0,
            0,
            21.959493
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351513,
            -171972,
            -482742,
            358255,
            -176163,
            -344120
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669942800000,
    "first_datapoint_time": 1670670000000,
    "last_datapoint_time": 1759942800000,
    "evaluation_time": 1759946500190,
    "expiration_time": 1766422800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 203,
            "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)