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Trade: XLM/USDT/720/HILO/MIDPRICE/6050

Strategy
XLM/USDT/720/HILO/MIDPRICE/6050
Pair
XLM_USDT
Interval
12h
Score
678346
Daily Profit
0.164746
Profit Factor
6.283030
Profitability
58.823529
Streak
411.032549
Best Strategy
Training Data Length
2502.500000
Evaluation Time
2025-10-01 03:46
Expiration Time
2025-12-15 03:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 868246.3678 696038.1722 172208.1956 9744273.8077 6052100.7427 3692173.065
Total P&L (%) 868.2464 696.0382 172.2082 9744.2738 6052.1007 3692.1731
Avg Daily Profit (%) 0.347 0.2781 0.0688 0.1836 0.1647 0.1454
Buy And Hold Return (%) 234.8128 234.8128 234.8128 234.8128 234.8128 234.8128
Max Trade Drawdown -169009 -131696 -72228 -1469565 -887278 -669744
Profit Factor 3.5019 4.2686 2.2843 5.6134 6.283 4.8198
Total Trades 69 34 35 69 34 35
Winning Trades 46 20 26 46 20 26
Losing Trades 23 14 9 23 14 9
Profitability (%) 66.6667 58.8235 74.2857 66.6667 58.8235 74.2857
Ratio Avg Win / Avg Loss 1.7509 2.988 0.7907 2.8067 4.3981 1.6684
Largest Winning Trade 339869 339869 36932 2197902 2197902 1736126
Largest Losing Trade -46204 -41918 -46204 -644024 -291339 -644024
Avg Bars in Trades 68 96 41 68 96 41
Avg Bars in Winners 53 78 35 53 78 35
Avg Bars in Losers 98 122 60 98 122 60
Bars Traded 4740 3284 1456 4740 3284 1456
Profit Streak 323.0325 411.0325 323.0325 323.0325 411.0325 323.0325
Trades During Streak 8 9 4 8 9 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -88892 554382 -260756 -86249 678346 490276
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5005,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1553256000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759279612263,
    "expiration_time": 1765763280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 236,
            "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": [
        [
            868246.3677689352,
            696038.1721809295,
            172208.1955880058,
            9744273.807668231,
            6052100.742655491,
            3692173.0650127404
        ],
        [
            868.246368,
            696.038172,
            172.208196,
            9744.273808,
            6052.100743,
            3692.173065
        ],
        [
            0.346952,
            0.278137,
            0.068814,
            0.183564,
            0.164746,
            0.145381
        ],
        [
            234.81276,
            234.81276,
            234.81276,
            234.81276,
            234.81276,
            234.81276
        ],
        [
            -169009,
            -131696,
            -72228,
            -1469565,
            -887278,
            -669744
        ],
        [
            3.501883,
            4.268617,
            2.28426,
            5.613437,
            6.28303,
            4.819845
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            46,
            20,
            26,
            46,
            20,
            26
        ],
        [
            23,
            14,
            9,
            23,
            14,
            9
        ],
        [
            66.666667,
            58.823529,
            74.285714,
            66.666667,
            58.823529,
            74.285714
        ],
        [
            1.750942,
            2.988032,
            0.790705,
            2.806719,
            4.398121,
            1.668408
        ],
        [
            339869,
            339869,
            36932,
            2197902,
            2197902,
            1736126
        ],
        [
            -46204,
            -41918,
            -46204,
            -644024,
            -291339,
            -644024
        ],
        [
            68,
            96,
            41,
            68,
            96,
            41
        ],
        [
            53,
            78,
            35,
            53,
            78,
            35
        ],
        [
            98,
            122,
            60,
            98,
            122,
            60
        ],
        [
            4740,
            3284,
            1456,
            4740,
            3284,
            1456
        ],
        [
            323.032549,
            411.032549,
            323.032549,
            323.032549,
            411.032549,
            323.032549
        ],
        [
            8,
            9,
            4,
            8,
            9,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88892,
            554382,
            -260756,
            -86249,
            678346,
            490276
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5005,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1553256000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759279612263,
    "expiration_time": 1765763280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 236,
            "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)