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Trade: XLM/USDT/720/LINREG/PWMA/2660

Strategy
XLM/USDT/720/LINREG/PWMA/2660
Pair
XLM_USDT
Interval
12h
Score
511624
Daily Profit
0.237521
Profit Factor
4.121851
Profitability
43.333333
Streak
362.303399
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-30 22:16
Expiration Time
2025-12-14 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -221460.7729 248836.4049 -470297.1778 46622905.6996 8891321.3837 37731584.3159
Total P&L (%) -221.4608 248.8364 -470.2972 46622.9057 8891.3214 37731.5843
Avg Daily Profit (%) -0.0885 0.0995 -0.188 0.246 0.18 0.2375
Buy And Hold Return (%) 251.8953 251.8953 251.8953 251.8953 251.8953 251.8953
Max Trade Drawdown -601472 -59304 -612730 -13075400 -11751660 -10499662
Profit Factor 0.7633 2.6235 0.3987 2.772 1.6251 4.1219
Total Trades 59 29 30 59 29 30
Winning Trades 44 18 26 28 15 13
Losing Trades 15 11 4 31 14 17
Profitability (%) 74.5763 62.069 86.6667 47.4576 51.7241 43.3333
Ratio Avg Win / Avg Loss 0.2602 1.6033 0.0613 3.069 1.5168 5.3901
Largest Winning Trade 118391 118391 48825 41525630 18110162 41525630
Largest Losing Trade -421941 -35342 -421941 -7133310 -7133310 -3533549
Avg Bars in Trades 80 81 79 80 81 79
Avg Bars in Winners 56 50 61 97 96 97
Avg Bars in Losers 149 132 197 65 66 64
Bars Traded 4744 2369 2375 4744 2369 2375
Profit Streak 143.3034 143.3034 247.8034 143.3034 143.3034 362.3034
Trades During Streak 3 1 2 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -755740 -218892 -575316 -165416 420606 511624
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1552435200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759259813691,
    "expiration_time": 1765718784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 187,
            "offset": 30
        }
    }
}
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": [
        [
            -221460.7729077507,
            248836.4049062572,
            -470297.1778140079,
            46622905.69961338,
            8891321.3837403,
            37731584.31587307
        ],
        [
            -221.460773,
            248.836405,
            -470.297178,
            46622.9057,
            8891.321384,
            37731.584316
        ],
        [
            -0.088513,
            0.099455,
            -0.187968,
            0.245978,
            0.179972,
            0.237521
        ],
        [
            251.895272,
            251.895272,
            251.895272,
            251.895272,
            251.895272,
            251.895272
        ],
        [
            -601472,
            -59304,
            -612730,
            -13075400,
            -11751660,
            -10499662
        ],
        [
            0.763261,
            2.623547,
            0.398748,
            2.772036,
            1.62509,
            4.121851
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            44,
            18,
            26,
            28,
            15,
            13
        ],
        [
            15,
            11,
            4,
            31,
            14,
            17
        ],
        [
            74.576271,
            62.068966,
            86.666667,
            47.457627,
            51.724138,
            43.333333
        ],
        [
            0.260203,
            1.603279,
            0.061346,
            3.06904,
            1.516751,
            5.390112
        ],
        [
            118391,
            118391,
            48825,
            41525630,
            18110162,
            41525630
        ],
        [
            -421941,
            -35342,
            -421941,
            -7133310,
            -7133310,
            -3533549
        ],
        [
            80,
            81,
            79,
            80,
            81,
            79
        ],
        [
            56,
            50,
            61,
            97,
            96,
            97
        ],
        [
            149,
            132,
            197,
            65,
            66,
            64
        ],
        [
            4744,
            2369,
            2375,
            4744,
            2369,
            2375
        ],
        [
            143.303399,
            143.303399,
            247.803399,
            143.303399,
            143.303399,
            362.303399
        ],
        [
            3,
            1,
            2,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -755740,
            -218892,
            -575316,
            -165416,
            420606,
            511624
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1552435200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759259813691,
    "expiration_time": 1765718784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 187,
            "offset": 30
        }
    }
}

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)