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Trade: XLM/USDT/720/SSF/MIDPRICE/1588

Strategy
XLM/USDT/720/SSF/MIDPRICE/1588
Pair
XLM_USDT
Interval
12h
Score
560197
Daily Profit
0.154154
Profit Factor
2.760570
Profitability
68.292683
Streak
141.589438
Best Strategy
Training Data Length
2503.500000
Evaluation Time
2025-10-02 05:08
Expiration Time
2025-12-16 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 709068.8493 545909.8909 163158.9584 6664806.527 4628925.573 2035880.9539
Total P&L (%) 709.0688 545.9099 163.159 6664.8065 4628.9256 2035.881
Avg Daily Profit (%) 0.2832 0.2181 0.0652 0.1685 0.1542 0.1224
Buy And Hold Return (%) 424.167 424.167 424.167 424.167 424.167 424.167
Max Trade Drawdown -104269 -84621 -68630 -1485961 -1428262 -1067425
Profit Factor 2.6801 3.9351 1.6912 2.2652 2.7606 1.7716
Total Trades 83 41 42 83 41 42
Winning Trades 59 28 31 59 28 31
Losing Trades 24 13 11 24 13 11
Profitability (%) 71.0843 68.2927 73.8095 71.0843 68.2927 73.8095
Ratio Avg Win / Avg Loss 1.0902 1.827 0.6001 0.9214 1.2817 0.6286
Largest Winning Trade 126026 126026 34554 1880509 1880509 898011
Largest Losing Trade -65926 -35924 -65926 -858979 -685054 -858979
Avg Bars in Trades 57 70 44 57 70 44
Avg Bars in Winners 50 49 51 50 49 51
Avg Bars in Losers 74 116 24 74 116 24
Bars Traded 4765 2896 1869 4765 2896 1869
Profit Streak 141.5894 141.5894 313.5894 141.5894 141.5894 313.5894
Trades During Streak 7 3 6 7 3 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 247811 -57519 -266723 450476 560197 -25632
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1549584000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759370927453,
    "expiration_time": 1765852272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 41,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "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": [
        [
            709068.8493058328,
            545909.8908651678,
            163158.9584406649,
            6664806.526967479,
            4628925.573037927,
            2035880.953929551
        ],
        [
            709.068849,
            545.909891,
            163.158958,
            6664.806527,
            4628.925573,
            2035.880954
        ],
        [
            0.283231,
            0.218059,
            0.065172,
            0.168479,
            0.154154,
            0.122362
        ],
        [
            424.166996,
            424.166996,
            424.166996,
            424.166996,
            424.166996,
            424.166996
        ],
        [
            -104269,
            -84621,
            -68630,
            -1485961,
            -1428262,
            -1067425
        ],
        [
            2.680082,
            3.935055,
            1.691212,
            2.26517,
            2.76057,
            1.77155
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            71.084337,
            68.292683,
            73.809524,
            71.084337,
            68.292683,
            73.809524
        ],
        [
            1.090203,
            1.82699,
            0.600107,
            0.921425,
            1.281693,
            0.628614
        ],
        [
            126026,
            126026,
            34554,
            1880509,
            1880509,
            898011
        ],
        [
            -65926,
            -35924,
            -65926,
            -858979,
            -685054,
            -858979
        ],
        [
            57,
            70,
            44,
            57,
            70,
            44
        ],
        [
            50,
            49,
            51,
            50,
            49,
            51
        ],
        [
            74,
            116,
            24,
            74,
            116,
            24
        ],
        [
            4765,
            2896,
            1869,
            4765,
            2896,
            1869
        ],
        [
            141.589438,
            141.589438,
            313.589438,
            141.589438,
            141.589438,
            313.589438
        ],
        [
            7,
            3,
            6,
            7,
            3,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            247811,
            -57519,
            -266723,
            450476,
            560197,
            -25632
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1549584000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759370927453,
    "expiration_time": 1765852272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 41,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "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)