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Trade: XLM/USDT/720/LINREG/DCM/4475

Strategy
XLM/USDT/720/LINREG/DCM/4475
Pair
XLM_USDT
Interval
12h
Score
369138
Daily Profit
0.297775
Profit Factor
4.835030
Profitability
50.000000
Streak
133.646861
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-27 18:31
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 882650.0203 744438.503 138211.5173 3622683.1915 2453203.9675 1169479.2241
Total P&L (%) 882.65 744.4385 138.2115 3622.6832 2453.204 1169.4792
Avg Daily Profit (%) 0.3531 0.2978 0.0553 0.1448 0.1297 0.1017
Buy And Hold Return (%) 370.5808 370.5808 370.5808 370.5808 370.5808 370.5808
Max Trade Drawdown -98273 -79859 -148165 -322528 -322528 -441315
Profit Factor 3.0524 4.835 1.5858 3.6804 4.5315 2.7804
Total Trades 65 32 33 65 32 33
Winning Trades 38 16 22 38 16 22
Losing Trades 27 16 11 27 16 11
Profitability (%) 58.4615 50 66.6667 58.4615 50 66.6667
Ratio Avg Win / Avg Loss 2.1688 4.835 0.7929 2.615 4.5315 1.3902
Largest Winning Trade 436939 436939 36981 1409615 1409615 773077
Largest Losing Trade -68909 -35959 -68909 -322528 -322528 -269083
Avg Bars in Trades 72 85 59 72 85 59
Avg Bars in Winners 73 75 72 73 75 72
Avg Bars in Losers 70 96 34 70 96 34
Bars Traded 4723 2746 1977 4723 2746 1977
Profit Streak 133.6469 133.6469 807.1469 133.6469 133.6469 807.1469
Trades During Streak 3 1 9 3 1 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -122718 369138 -281149 -126066 -11747 -52010
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1549238400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758987088783,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 151,
            "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": [
        [
            882650.0202928124,
            744438.5029788841,
            138211.5173139285,
            3622683.1915231994,
            2453203.9674586966,
            1169479.2240645029
        ],
        [
            882.65002,
            744.438503,
            138.211517,
            3622.683192,
            2453.203967,
            1169.479224
        ],
        [
            0.35306,
            0.297775,
            0.055285,
            0.144786,
            0.129681,
            0.101699
        ],
        [
            370.580824,
            370.580824,
            370.580824,
            370.580824,
            370.580824,
            370.580824
        ],
        [
            -98273,
            -79859,
            -148165,
            -322528,
            -322528,
            -441315
        ],
        [
            3.052384,
            4.83503,
            1.585778,
            3.680426,
            4.531483,
            2.780393
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            27,
            16,
            11,
            27,
            16,
            11
        ],
        [
            58.461538,
            50,
            66.666667,
            58.461538,
            50,
            66.666667
        ],
        [
            2.168799,
            4.83503,
            0.792889,
            2.61504,
            4.531483,
            1.390196
        ],
        [
            436939,
            436939,
            36981,
            1409615,
            1409615,
            773077
        ],
        [
            -68909,
            -35959,
            -68909,
            -322528,
            -322528,
            -269083
        ],
        [
            72,
            85,
            59,
            72,
            85,
            59
        ],
        [
            73,
            75,
            72,
            73,
            75,
            72
        ],
        [
            70,
            96,
            34,
            70,
            96,
            34
        ],
        [
            4723,
            2746,
            1977,
            4723,
            2746,
            1977
        ],
        [
            133.646861,
            133.646861,
            807.146861,
            133.646861,
            133.646861,
            807.146861
        ],
        [
            3,
            1,
            9,
            3,
            1,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -122718,
            369138,
            -281149,
            -126066,
            -11747,
            -52010
        ]
    ]
}
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": 1549238400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758987088783,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 151,
            "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)