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Trade: XLM/USDT/720/WMA/ALMA/7575

Strategy
XLM/USDT/720/WMA/ALMA/7575
Pair
XLM_USDT
Interval
12h
Score
592528
Daily Profit
0.256687
Profit Factor
3.059001
Profitability
53.846154
Streak
122.546243
Best Strategy
Training Data Length
2503.000000
Evaluation Time
2025-10-01 16:06
Expiration Time
2025-12-15 16:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -296404.9343 226074.6652 -522479.5995 61094373.1695 20540333.0496 40554040.1199
Total P&L (%) -296.4049 226.0747 -522.4796 61094.3732 20540.3331 40554.0401
Avg Daily Profit (%) -0.1184 0.0903 -0.2087 0.2567 0.2132 0.2403
Buy And Hold Return (%) 354.1074 354.1074 354.1074 354.1074 354.1074 354.1074
Max Trade Drawdown -660023 -28818 -666289 -13895157 -6759169 -10915814
Profit Factor 0.7071 2.8579 0.4132 3.059 2.6061 3.4021
Total Trades 91 45 46 91 45 46
Winning Trades 51 19 32 49 26 23
Losing Trades 40 26 14 42 19 23
Profitability (%) 56.044 42.2222 69.5652 53.8462 57.7778 50
Ratio Avg Win / Avg Loss 0.5546 3.9108 0.1808 2.622 1.9044 3.4021
Largest Winning Trade 94025 94025 45087 36136822 25467361 36136822
Largest Losing Trade -520986 -21636 -520986 -3291684 -2740960 -3291684
Avg Bars in Trades 51 52 51 51 52 51
Avg Bars in Winners 43 49 40 55 62 47
Avg Bars in Losers 62 55 75 47 38 54
Bars Traded 4716 2365 2351 4716 2365 2351
Profit Streak 122.5462 122.5462 132.0462 122.5462 122.5462 132.0462
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578400 -235093 -576817 592528 531354 587265
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5006,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1548849600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759323995431,
    "expiration_time": 1765807776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 9,
            "offset": 123
        }
    }
}
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": [
        [
            -296404.9343193263,
            226074.665171153,
            -522479.5994904793,
            61094373.16949466,
            20540333.04961527,
            40554040.11987938
        ],
        [
            -296.404934,
            226.074665,
            -522.479599,
            61094.373169,
            20540.33305,
            40554.04012
        ],
        [
            -0.11842,
            0.090321,
            -0.208741,
            0.256687,
            0.213165,
            0.240308
        ],
        [
            354.107416,
            354.107416,
            354.107416,
            354.107416,
            354.107416,
            354.107416
        ],
        [
            -660023,
            -28818,
            -666289,
            -13895157,
            -6759169,
            -10915814
        ],
        [
            0.707125,
            2.857922,
            0.413189,
            3.059001,
            2.606088,
            3.402091
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            51,
            19,
            32,
            49,
            26,
            23
        ],
        [
            40,
            26,
            14,
            42,
            19,
            23
        ],
        [
            56.043956,
            42.222222,
            69.565217,
            53.846154,
            57.777778,
            50
        ],
        [
            0.554608,
            3.91084,
            0.18077,
            2.622001,
            1.904449,
            3.402091
        ],
        [
            94025,
            94025,
            45087,
            36136822,
            25467361,
            36136822
        ],
        [
            -520986,
            -21636,
            -520986,
            -3291684,
            -2740960,
            -3291684
        ],
        [
            51,
            52,
            51,
            51,
            52,
            51
        ],
        [
            43,
            49,
            40,
            55,
            62,
            47
        ],
        [
            62,
            55,
            75,
            47,
            38,
            54
        ],
        [
            4716,
            2365,
            2351,
            4716,
            2365,
            2351
        ],
        [
            122.546243,
            122.546243,
            132.046243,
            122.546243,
            122.546243,
            132.046243
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578400,
            -235093,
            -576817,
            592528,
            531354,
            587265
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5006,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1548849600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759323995431,
    "expiration_time": 1765807776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 9,
            "offset": 123
        }
    }
}

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)