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Trade: XLM/USDT/15/MIDPOINT/SSF/4538

Strategy
XLM/USDT/15/MIDPOINT/SSF/4538
Pair
XLM_USDT
Interval
15m
Score
307625
Daily Profit
0.532422
Profit Factor
1.498605
Profitability
39.316239
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 06:52
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 138653.2855 80042.3252 58610.9602 185382.8368 99390.4859 85992.3509
Total P&L (%) 138.6533 80.0423 58.611 185.3828 99.3905 85.9924
Avg Daily Profit (%) 0.5324 0.3074 0.2251 0.4035 0.2653 0.2386
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40791 -35681 -26304 -56425 -55703 -28590
Profit Factor 1.4986 1.5212 1.4707 1.4386 1.4261 1.454
Total Trades 234 117 117 234 117 117
Winning Trades 92 40 52 92 40 52
Losing Trades 142 77 65 142 77 65
Profitability (%) 39.3162 34.188 44.4444 39.3162 34.188 44.4444
Ratio Avg Win / Avg Loss 2.3131 2.9283 1.8384 2.2204 2.7452 1.8175
Largest Winning Trade 65364 65364 12894 78486 78486 19598
Largest Losing Trade -10405 -6560 -10405 -20683 -13226 -20683
Avg Bars in Trades 105 95 114 105 95 114
Avg Bars in Winners 170 168 171 170 168 171
Avg Bars in Losers 63 57 69 63 57 69
Bars Traded 24620 11209 13411 24620 11209 13411
Profit Streak 0 2.37 0 0 2.37 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307625 56215 198543 254750 22355 226351

Evaluation Data

{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736410500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758858767900,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 60,
            "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": [
        [
            138653.285480014,
            80042.3252391215,
            58610.9602408925,
            185382.8368439762,
            99390.4859092132,
            85992.350934763
        ],
        [
            138.653285,
            80.042325,
            58.61096,
            185.382837,
            99.390486,
            85.992351
        ],
        [
            0.532422,
            0.307359,
            0.225063,
            0.403493,
            0.265344,
            0.238567
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40791,
            -35681,
            -26304,
            -56425,
            -55703,
            -28590
        ],
        [
            1.498605,
            1.521205,
            1.47073,
            1.43858,
            1.42606,
            1.453999
        ],
        [
            234,
            117,
            117,
            234,
            117,
            117
        ],
        [
            92,
            40,
            52,
            92,
            40,
            52
        ],
        [
            142,
            77,
            65,
            142,
            77,
            65
        ],
        [
            39.316239,
            34.188034,
            44.444444,
            39.316239,
            34.188034,
            44.444444
        ],
        [
            2.313064,
            2.928319,
            1.838412,
            2.220417,
            2.745166,
            1.817499
        ],
        [
            65364,
            65364,
            12894,
            78486,
            78486,
            19598
        ],
        [
            -10405,
            -6560,
            -10405,
            -20683,
            -13226,
            -20683
        ],
        [
            105,
            95,
            114,
            105,
            95,
            114
        ],
        [
            170,
            168,
            171,
            170,
            168,
            171
        ],
        [
            63,
            57,
            69,
            63,
            57,
            69
        ],
        [
            24620,
            11209,
            13411,
            24620,
            11209,
            13411
        ],
        [
            0,
            2.369999,
            0,
            0,
            2.369999,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307625,
            56215,
            198543,
            254750,
            22355,
            226351
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736410500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758858767900,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 60,
            "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)