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Trade: XLM/USDT/720/ZLMA/DEMA/8648

Strategy
XLM/USDT/720/ZLMA/DEMA/8648
Pair
XLM_USDT
Interval
12h
Score
352439
Daily Profit
0.352233
Profit Factor
2.175034
Profitability
43.930636
Streak
0.000000
Best Strategy
Training Data Length
2505.500000
Evaluation Time
2025-10-04 12:31
Expiration Time
2025-12-18 05:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 882519.0135 768422.7349 114096.2786 4580646.828 4010268.8141 570378.0139
Total P&L (%) 882.519 768.4227 114.0963 4580.6468 4010.2688 570.378
Avg Daily Profit (%) 0.3522 0.3067 0.0455 0.1536 0.1484 0.076
Buy And Hold Return (%) 240.1007 240.1007 240.1007 240.1007 240.1007 240.1007
Max Trade Drawdown -90577 -85807 -59869 -2980433 -2216005 -1460295
Profit Factor 2.175 2.8197 1.347 1.3399 1.5227 1.0983
Total Trades 173 86 87 173 86 87
Winning Trades 76 32 44 76 32 44
Losing Trades 97 54 43 97 54 43
Profitability (%) 43.9306 37.2093 50.5747 43.9306 37.2093 50.5747
Ratio Avg Win / Avg Loss 2.776 4.7583 1.3164 1.7101 2.5695 1.0733
Largest Winning Trade 404500 404500 49665 3448283 3448283 932778
Largest Losing Trade -59869 -24166 -59869 -1460295 -1006446 -1460295
Avg Bars in Trades 28 29 27 28 29 27
Avg Bars in Winners 43 48 39 43 48 39
Avg Bars in Losers 16 17 15 16 17 15
Bars Traded 4875 2506 2369 4875 2506 2369
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352439 229619 -297464 284528 109741 -207901
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5011,
    "evaluation_days": 2505.5,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1546041600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759570270326,
    "expiration_time": 1766030256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 20,
            "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": [
        [
            882519.0135201723,
            768422.7349443007,
            114096.2785758709,
            4580646.828001253,
            4010268.8140966496,
            570378.0139046022
        ],
        [
            882.519014,
            768.422735,
            114.096279,
            4580.646828,
            4010.268814,
            570.378014
        ],
        [
            0.352233,
            0.306694,
            0.045538,
            0.153621,
            0.148427,
            0.075969
        ],
        [
            240.100657,
            240.100657,
            240.100657,
            240.100657,
            240.100657,
            240.100657
        ],
        [
            -90577,
            -85807,
            -59869,
            -2980433,
            -2216005,
            -1460295
        ],
        [
            2.175034,
            2.819716,
            1.347027,
            1.339869,
            1.522686,
            1.098252
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            76,
            32,
            44,
            76,
            32,
            44
        ],
        [
            97,
            54,
            43,
            97,
            54,
            43
        ],
        [
            43.930636,
            37.209302,
            50.574713,
            43.930636,
            37.209302,
            50.574713
        ],
        [
            2.776031,
            4.75827,
            1.316413,
            1.710096,
            2.569532,
            1.073292
        ],
        [
            404500,
            404500,
            49665,
            3448283,
            3448283,
            932778
        ],
        [
            -59869,
            -24166,
            -59869,
            -1460295,
            -1006446,
            -1460295
        ],
        [
            28,
            29,
            27,
            28,
            29,
            27
        ],
        [
            43,
            48,
            39,
            43,
            48,
            39
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            4875,
            2506,
            2369,
            4875,
            2506,
            2369
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352439,
            229619,
            -297464,
            284528,
            109741,
            -207901
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5011,
    "evaluation_days": 2505.5,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1546041600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759570270326,
    "expiration_time": 1766030256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 20,
            "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)