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Trade: XLM/USDT/720/ZLMA/SSF/6619

Strategy
XLM/USDT/720/ZLMA/SSF/6619
Pair
XLM_USDT
Interval
12h
Score
337983
Daily Profit
0.353968
Profit Factor
2.111249
Profitability
42.261905
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-27 21:54
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 884919.2424 768193.9782 116725.2642 4765412.6117 3962356.7867 803055.825
Total P&L (%) 884.9192 768.194 116.7253 4765.4126 3962.3568 803.0558
Avg Daily Profit (%) 0.354 0.3073 0.0467 0.1555 0.1483 0.0881
Buy And Hold Return (%) 215.5627 215.5627 215.5627 215.5627 215.5627 215.5627
Max Trade Drawdown -86041 -74196 -41890 -3929896 -2710306 -1295930
Profit Factor 2.1112 2.6842 1.3431 1.3528 1.5059 1.1415
Total Trades 168 84 84 168 84 84
Winning Trades 71 33 38 71 33 38
Losing Trades 97 51 46 97 51 46
Profitability (%) 42.2619 39.2857 45.2381 42.2619 39.2857 45.2381
Ratio Avg Win / Avg Loss 2.8844 4.1483 1.6259 1.8482 2.3272 1.3818
Largest Winning Trade 400954 400954 46518 4521636 4521636 979367
Largest Losing Trade -48642 -48642 -41497 -1054337 -951612 -1054337
Avg Bars in Trades 28 30 26 28 30 26
Avg Bars in Winners 42 47 38 42 47 38
Avg Bars in Losers 18 20 16 18 20 16
Bars Traded 4854 2601 2253 4854 2601 2253
Profit Streak 0 0 49.2878 0 0 49.2878
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337983 250890 -296212 263652 118055 -143628
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1545825600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758999261872,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 19,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            884919.2424216635,
            768193.9781790538,
            116725.2642426092,
            4765412.611682054,
            3962356.7866864763,
            803055.8249955782
        ],
        [
            884.919242,
            768.193978,
            116.725264,
            4765.412612,
            3962.356787,
            803.055825
        ],
        [
            0.353968,
            0.307278,
            0.04669,
            0.15551,
            0.148284,
            0.088063
        ],
        [
            215.56269,
            215.56269,
            215.56269,
            215.56269,
            215.56269,
            215.56269
        ],
        [
            -86041,
            -74196,
            -41890,
            -3929896,
            -2710306,
            -1295930
        ],
        [
            2.111249,
            2.684206,
            1.343096,
            1.352802,
            1.505851,
            1.141525
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            71,
            33,
            38,
            71,
            33,
            38
        ],
        [
            97,
            51,
            46,
            97,
            51,
            46
        ],
        [
            42.261905,
            39.285714,
            45.238095,
            42.261905,
            39.285714,
            45.238095
        ],
        [
            2.884382,
            4.148318,
            1.625853,
            1.848194,
            2.327225,
            1.381846
        ],
        [
            400954,
            400954,
            46518,
            4521636,
            4521636,
            979367
        ],
        [
            -48642,
            -48642,
            -41497,
            -1054337,
            -951612,
            -1054337
        ],
        [
            28,
            30,
            26,
            28,
            30,
            26
        ],
        [
            42,
            47,
            38,
            42,
            47,
            38
        ],
        [
            18,
            20,
            16,
            18,
            20,
            16
        ],
        [
            4854,
            2601,
            2253,
            4854,
            2601,
            2253
        ],
        [
            0,
            0,
            49.287753,
            0,
            0,
            49.287753
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337983,
            250890,
            -296212,
            263652,
            118055,
            -143628
        ]
    ]
}
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": 1545825600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758999261872,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 19,
            "offset": 0,
            "poles": 2
        }
    }
}

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)