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Trade: XLM/USDT/720/JMA/MIDPOINT/2317

Strategy
XLM/USDT/720/JMA/MIDPOINT/2317
Pair
XLM_USDT
Interval
12h
Score
398431
Daily Profit
0.303774
Profit Factor
4.526724
Profitability
54.054054
Streak
97.452496
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-27 01:51
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 905145.0448 759435.914 145709.1308 4839452.7659 3545524.6843 1293928.0816
Total P&L (%) 905.145 759.4359 145.7091 4839.4528 3545.5247 1293.9281
Avg Daily Profit (%) 0.3621 0.3038 0.0583 0.1561 0.1439 0.1054
Buy And Hold Return (%) 366.1757 366.1757 366.1757 366.1757 366.1757 366.1757
Max Trade Drawdown -145427 -62970 -131429 -407893 -458199 -384075
Profit Factor 3.0276 4.5267 1.6306 3.6406 4.7247 2.469
Total Trades 75 37 38 75 37 38
Winning Trades 41 20 21 41 20 21
Losing Trades 34 17 17 34 17 17
Profitability (%) 54.6667 54.0541 55.2632 54.6667 54.0541 55.2632
Ratio Avg Win / Avg Loss 2.5107 3.8477 1.32 3.019 4.016 1.9987
Largest Winning Trade 384657 384657 45003 2018543 2018543 656117
Largest Losing Trade -65088 -42164 -65088 -303050 -235182 -303050
Avg Bars in Trades 63 70 56 63 70 56
Avg Bars in Winners 68 63 71 68 63 71
Avg Bars in Losers 57 77 37 57 77 37
Bars Traded 4745 2601 2144 4745 2601 2144
Profit Streak 95.4525 97.4525 95.4525 95.4525 97.4525 95.4525
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47972 398431 -277641 -44975 296047 -48474
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1549195200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758927095666,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 107,
            "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": [
        [
            905145.0447994927,
            759435.913987368,
            145709.1308121246,
            4839452.765908003,
            3545524.684280647,
            1293928.0816273561
        ],
        [
            905.145045,
            759.435914,
            145.709131,
            4839.452766,
            3545.524684,
            1293.928082
        ],
        [
            0.362058,
            0.303774,
            0.058284,
            0.156115,
            0.143947,
            0.105444
        ],
        [
            366.175736,
            366.175736,
            366.175736,
            366.175736,
            366.175736,
            366.175736
        ],
        [
            -145427,
            -62970,
            -131429,
            -407893,
            -458199,
            -384075
        ],
        [
            3.027592,
            4.526724,
            1.630567,
            3.640597,
            4.724721,
            2.469002
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            54.666667,
            54.054054,
            55.263158,
            54.666667,
            54.054054,
            55.263158
        ],
        [
            2.510686,
            3.847715,
            1.319983,
            3.019032,
            4.016013,
            1.998716
        ],
        [
            384657,
            384657,
            45003,
            2018543,
            2018543,
            656117
        ],
        [
            -65088,
            -42164,
            -65088,
            -303050,
            -235182,
            -303050
        ],
        [
            63,
            70,
            56,
            63,
            70,
            56
        ],
        [
            68,
            63,
            71,
            68,
            63,
            71
        ],
        [
            57,
            77,
            37,
            57,
            77,
            37
        ],
        [
            4745,
            2601,
            2144,
            4745,
            2601,
            2144
        ],
        [
            95.452496,
            97.452496,
            95.452496,
            95.452496,
            97.452496,
            95.452496
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47972,
            398431,
            -277641,
            -44975,
            296047,
            -48474
        ]
    ]
}
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": 1549195200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758927095666,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 107,
            "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)