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Trade: XLM/USDT/720/MIDPRICE/SINWMA/8707

Strategy
XLM/USDT/720/MIDPRICE/SINWMA/8707
Pair
XLM_USDT
Interval
12h
Score
480209
Daily Profit
0.205681
Profit Factor
1.857263
Profitability
53.125000
Streak
174.371083
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-25 11:54
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 -155333.3221 280697.5742 -436030.8963 55482512.9019 16916046.1999 38566466.7021
Total P&L (%) -155.3333 280.6976 -436.0309 55482.5129 16916.0462 38566.4667
Avg Daily Profit (%) -0.0621 0.1123 -0.1744 0.2531 0.2057 0.2386
Buy And Hold Return (%) 270.9774 270.9774 270.9774 270.9774 270.9774 270.9774
Max Trade Drawdown -509450 -41695 -591546 -15253029 -13370958 -10353850
Profit Factor 0.8422 2.7709 0.4721 2.3368 1.8573 2.7713
Total Trades 64 32 32 64 32 32
Winning Trades 43 22 21 31 17 14
Losing Trades 21 10 11 33 15 18
Profitability (%) 67.1875 68.75 65.625 48.4375 53.125 43.75
Ratio Avg Win / Avg Loss 0.4113 1.2595 0.2473 2.4875 1.6388 3.5631
Largest Winning Trade 73262 73262 41862 39770644 12847027 39770644
Largest Losing Trade -388464 -32468 -388464 -8157359 -7134431 -8157359
Avg Bars in Trades 75 69 82 75 69 82
Avg Bars in Winners 55 39 71 82 89 74
Avg Bars in Losers 118 133 104 69 45 88
Bars Traded 4854 2209 2645 4854 2209 2645
Profit Streak 0 174.3711 0 0 174.3711 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -722049 -189788 -578784 -131165 480209 402959

Evaluation Data

{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1548244800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758790461606,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 128,
            "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": [
        [
            -155333.3221411769,
            280697.5741544802,
            -436030.896295657,
            55482512.90192422,
            16916046.199859723,
            38566466.70206449
        ],
        [
            -155.333322,
            280.697574,
            -436.030896,
            55482.512902,
            16916.0462,
            38566.466702
        ],
        [
            -0.062133,
            0.112279,
            -0.174412,
            0.253138,
            0.205681,
            0.238586
        ],
        [
            270.977354,
            270.977354,
            270.977354,
            270.977354,
            270.977354,
            270.977354
        ],
        [
            -509450,
            -41695,
            -591546,
            -15253029,
            -13370958,
            -10353850
        ],
        [
            0.842215,
            2.770864,
            0.472089,
            2.336752,
            1.857263,
            2.771311
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            43,
            22,
            21,
            31,
            17,
            14
        ],
        [
            21,
            10,
            11,
            33,
            15,
            18
        ],
        [
            67.1875,
            68.75,
            65.625,
            48.4375,
            53.125,
            43.75
        ],
        [
            0.411314,
            1.259484,
            0.247285,
            2.48751,
            1.638761,
            3.563114
        ],
        [
            73262,
            73262,
            41862,
            39770644,
            12847027,
            39770644
        ],
        [
            -388464,
            -32468,
            -388464,
            -8157359,
            -7134431,
            -8157359
        ],
        [
            75,
            69,
            82,
            75,
            69,
            82
        ],
        [
            55,
            39,
            71,
            82,
            89,
            74
        ],
        [
            118,
            133,
            104,
            69,
            45,
            88
        ],
        [
            4854,
            2209,
            2645,
            4854,
            2209,
            2645
        ],
        [
            0,
            174.371083,
            0,
            0,
            174.371083,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -722049,
            -189788,
            -578784,
            -131165,
            480209,
            402959
        ]
    ]
}
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": 1548244800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758790461606,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 128,
            "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)