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Trade: XLM/USDT/720/ALMA/DCM/2863

Strategy
XLM/USDT/720/ALMA/DCM/2863
Pair
XLM_USDT
Interval
12h
Score
470830
Daily Profit
0.328756
Profit Factor
2.506347
Profitability
61.052632
Streak
138.533160
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 03:47
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 821889.5101 711877.1242 110012.3859 1734340.7142 1604471.1608 129869.5534
Total P&L (%) 821.8895 711.8771 110.0124 1734.3407 1604.4712 129.8696
Avg Daily Profit (%) 0.3288 0.2848 0.044 0.1164 0.1135 0.0333
Buy And Hold Return (%) 335.1625 335.1625 335.1625 335.1625 335.1625 335.1625
Max Trade Drawdown -107412 -104400 -99088 -607811 -479905 -579802
Profit Factor 2.5063 3.5107 1.4198 1.7494 2.338 1.1165
Total Trades 95 47 48 95 47 48
Winning Trades 58 23 35 58 23 35
Losing Trades 37 24 13 37 24 13
Profitability (%) 61.0526 48.9362 72.9167 61.0526 48.9362 72.9167
Ratio Avg Win / Avg Loss 1.5989 3.6633 0.5273 1.116 2.4396 0.4147
Largest Winning Trade 382334 382334 43169 957859 957859 175256
Largest Losing Trade -77415 -40535 -77415 -517694 -325785 -517694
Avg Bars in Trades 49 61 38 49 61 38
Avg Bars in Winners 50 58 45 50 58 45
Avg Bars in Losers 48 65 16 48 65 16
Bars Traded 4726 2902 1824 4726 2902 1824
Profit Streak 138.5332 138.5332 224.5332 138.5332 138.5332 224.5332
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 470830 347048 -296728 -33111 -37891 -404233

Evaluation Data

{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1548676800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758847665042,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 138,
            "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": [
        [
            821889.5101269868,
            711877.1242274814,
            110012.385899505,
            1734340.714175871,
            1604471.1607550574,
            129869.5534208132
        ],
        [
            821.88951,
            711.877124,
            110.012386,
            1734.340714,
            1604.471161,
            129.869553
        ],
        [
            0.328756,
            0.284751,
            0.044005,
            0.116439,
            0.113498,
            0.033299
        ],
        [
            335.162531,
            335.162531,
            335.162531,
            335.162531,
            335.162531,
            335.162531
        ],
        [
            -107412,
            -104400,
            -99088,
            -607811,
            -479905,
            -579802
        ],
        [
            2.506347,
            3.510669,
            1.419771,
            1.749414,
            2.337972,
            1.116466
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            58,
            23,
            35,
            58,
            23,
            35
        ],
        [
            37,
            24,
            13,
            37,
            24,
            13
        ],
        [
            61.052632,
            48.93617,
            72.916667,
            61.052632,
            48.93617,
            72.916667
        ],
        [
            1.598876,
            3.663307,
            0.527344,
            1.116005,
            2.439623,
            0.414687
        ],
        [
            382334,
            382334,
            43169,
            957859,
            957859,
            175256
        ],
        [
            -77415,
            -40535,
            -77415,
            -517694,
            -325785,
            -517694
        ],
        [
            49,
            61,
            38,
            49,
            61,
            38
        ],
        [
            50,
            58,
            45,
            50,
            58,
            45
        ],
        [
            48,
            65,
            16,
            48,
            65,
            16
        ],
        [
            4726,
            2902,
            1824,
            4726,
            2902,
            1824
        ],
        [
            138.53316,
            138.53316,
            224.53316,
            138.53316,
            138.53316,
            224.53316
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470830,
            347048,
            -296728,
            -33111,
            -37891,
            -404233
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1548676800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758847665042,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 138,
            "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)