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Trade: XLM/USDT/720/WMA/EMA/5822

Strategy
XLM/USDT/720/WMA/EMA/5822
Pair
XLM_USDT
Interval
12h
Score
309603
Daily Profit
0.201556
Profit Factor
2.827825
Profitability
46.341463
Streak
184.893913
Best Strategy
Training Data Length
2510.500000
Evaluation Time
2025-10-09 12:27
Expiration Time
2025-12-23 09:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 476869.999 506005.4107 -29135.4117 -14774.7754 663452.7046 -678227.48
Total P&L (%) 476.87 506.0054 -29.1354 -14.7748 663.4527 -678.2275
Avg Daily Profit (%) 0.19 0.2016 -0.0116 -0.0064 0.081 0
Buy And Hold Return (%) 213.6613 213.6613 213.6613 213.6613 213.6613 213.6613
Max Trade Drawdown -182835 -102087 -167450 -732474 -47449 -801041
Profit Factor 1.7671 2.8278 0.9155 0.9868 4.8291 0.2859
Total Trades 83 41 42 83 41 42
Winning Trades 38 19 19 38 19 19
Losing Trades 45 22 23 45 22 23
Profitability (%) 45.7831 46.3415 45.2381 45.7831 46.3415 45.2381
Ratio Avg Win / Avg Loss 2.0927 3.2743 1.1082 1.1686 5.5915 0.3461
Largest Winning Trade 321619 321619 37686 386470 386470 74147
Largest Losing Trade -88032 -33740 -88032 -658299 -35385 -658299
Avg Bars in Trades 58 56 60 58 56 60
Avg Bars in Winners 81 78 84 81 78 84
Avg Bars in Losers 39 37 40 39 37 40
Bars Traded 4856 2332 2524 4856 2332 2524
Profit Streak 169.3939 184.8939 169.3939 169.3939 184.8939 169.3939
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 144302 309603 -579952 -580646 -80152 -581618
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5021,
    "evaluation_days": 2510.5,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1546905600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760002034132,
    "expiration_time": 1766475216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 56,
            "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": [
        [
            476869.9989928413,
            506005.4107185457,
            -29135.4117257042,
            -14774.7754294616,
            663452.7045905706,
            -678227.4800200324
        ],
        [
            476.869999,
            506.005411,
            -29.135412,
            -14.774775,
            663.452705,
            -678.22748
        ],
        [
            0.18995,
            0.201556,
            -0.011605,
            -0.006368,
            0.081,
            0
        ],
        [
            213.661292,
            213.661292,
            213.661292,
            213.661292,
            213.661292,
            213.661292
        ],
        [
            -182835,
            -102087,
            -167450,
            -732474,
            -47449,
            -801041
        ],
        [
            1.767131,
            2.827825,
            0.915499,
            0.986844,
            4.829064,
            0.285934
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            45.783133,
            46.341463,
            45.238095,
            45.783133,
            46.341463,
            45.238095
        ],
        [
            2.092655,
            3.274323,
            1.108235,
            1.168632,
            5.591548,
            0.346131
        ],
        [
            321619,
            321619,
            37686,
            386470,
            386470,
            74147
        ],
        [
            -88032,
            -33740,
            -88032,
            -658299,
            -35385,
            -658299
        ],
        [
            58,
            56,
            60,
            58,
            56,
            60
        ],
        [
            81,
            78,
            84,
            81,
            78,
            84
        ],
        [
            39,
            37,
            40,
            39,
            37,
            40
        ],
        [
            4856,
            2332,
            2524,
            4856,
            2332,
            2524
        ],
        [
            169.393913,
            184.893913,
            169.393913,
            169.393914,
            184.893914,
            169.393914
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            144302,
            309603,
            -579952,
            -580646,
            -80152,
            -581618
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5021,
    "evaluation_days": 2510.5,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1546905600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760002034132,
    "expiration_time": 1766475216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 56,
            "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)