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Trade: XLM/USDT/720/FWMA/HWMA/3374

Strategy
XLM/USDT/720/FWMA/HWMA/3374
Pair
XLM_USDT
Interval
12h
Score
471286
Daily Profit
0.298499
Profit Factor
1.494988
Profitability
48.984199
Streak
19.262745
Best Strategy
Training Data Length
2507.000000
Evaluation Time
2025-10-05 21:18
Expiration Time
2025-12-19 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 748336.818 683655.3901 64681.4278 707705.2593 826633.6466 -118928.3872
Total P&L (%) 748.3368 683.6554 64.6814 707.7053 826.6336 -118.9284
Avg Daily Profit (%) 0.2985 0.2727 0.0258 0.0834 0.0888 0
Buy And Hold Return (%) 133.5673 133.5673 133.5673 133.5673 133.5673 133.5673
Max Trade Drawdown -112508 -69107 -184399 -574500 -385425 -547060
Profit Factor 1.495 1.9328 1.083 1.222 1.5333 0.9274
Total Trades 443 221 222 443 221 222
Winning Trades 217 101 116 217 101 116
Losing Trades 226 120 106 226 120 106
Profitability (%) 48.9842 45.7014 52.2523 48.9842 45.7014 52.2523
Ratio Avg Win / Avg Loss 1.557 2.2964 0.9897 1.2726 1.8218 0.8475
Largest Winning Trade 396637 396637 25889 716621 716621 86356
Largest Losing Trade -51540 -41656 -51540 -160069 -109633 -160069
Avg Bars in Trades 11 11 11 11 11 11
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 4982 2488 2494 4982 2488 2494
Profit Streak 19.2627 0 23.7627 19.2627 0 23.7627
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 471286 370168 -453311 -80011 -72641 -579056
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5014,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1543449600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759688301142,
    "expiration_time": 1766163744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.51284,
            "nb": 0.1,
            "nc": 0.85131
        }
    }
}
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": [
        [
            748336.8179916673,
            683655.3901443608,
            64681.4278473066,
            707705.2593234241,
            826633.646562489,
            -118928.3872390651
        ],
        [
            748.336818,
            683.65539,
            64.681428,
            707.705259,
            826.633647,
            -118.928387
        ],
        [
            0.298499,
            0.272699,
            0.0258,
            0.083362,
            0.088846,
            0
        ],
        [
            133.567251,
            133.567251,
            133.567251,
            133.567251,
            133.567251,
            133.567251
        ],
        [
            -112508,
            -69107,
            -184399,
            -574500,
            -385425,
            -547060
        ],
        [
            1.494988,
            1.932792,
            1.083041,
            1.221955,
            1.533313,
            0.927417
        ],
        [
            443,
            221,
            222,
            443,
            221,
            222
        ],
        [
            217,
            101,
            116,
            217,
            101,
            116
        ],
        [
            226,
            120,
            106,
            226,
            120,
            106
        ],
        [
            48.984199,
            45.701357,
            52.252252,
            48.984199,
            45.701357,
            52.252252
        ],
        [
            1.556992,
            2.296386,
            0.989675,
            1.272635,
            1.821759,
            0.847467
        ],
        [
            396637,
            396637,
            25889,
            716621,
            716621,
            86356
        ],
        [
            -51540,
            -41656,
            -51540,
            -160069,
            -109633,
            -160069
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            4982,
            2488,
            2494,
            4982,
            2488,
            2494
        ],
        [
            19.262745,
            0,
            23.762745,
            19.262745,
            0,
            23.762745
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            471286,
            370168,
            -453311,
            -80011,
            -72641,
            -579056
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5014,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1543449600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759688301142,
    "expiration_time": 1766163744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.51284,
            "nb": 0.1,
            "nc": 0.85131
        }
    }
}

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)