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Trade: XLM/USDT/360/JMA/DCM/5625

Strategy
XLM/USDT/360/JMA/DCM/5625
Pair
XLM_USDT
Interval
6h
Score
560405
Daily Profit
0.150899
Profit Factor
3.937990
Profitability
52.631579
Streak
162.471203
Best Strategy
Training Data Length
2507.000000
Evaluation Time
2025-10-08 20:18
Expiration Time
2025-12-22 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 902720.5729 748869.4015 153851.1714 7194845.249 4282410.9508 2912434.2982
Total P&L (%) 902.7206 748.8694 153.8512 7194.8452 4282.411 2912.4343
Avg Daily Profit (%) 0.3601 0.2987 0.0614 0.1713 0.1509 0.1359
Buy And Hold Return (%) 281.5934 281.5934 281.5934 281.5934 281.5934 281.5934
Max Trade Drawdown -100355 -97870 -69417 -591681 -542325 -244060
Profit Factor 3.0039 3.7789 1.8501 4.4438 3.938 5.6111
Total Trades 77 38 39 77 38 39
Winning Trades 46 20 26 46 20 26
Losing Trades 31 18 13 31 18 13
Profitability (%) 59.7403 52.6316 66.6667 59.7403 52.6316 66.6667
Ratio Avg Win / Avg Loss 2.0244 3.401 0.925 2.9947 3.5442 2.8056
Largest Winning Trade 401467 401467 35131 2630585 2630585 1635806
Largest Losing Trade -41709 -41010 -41709 -379343 -379343 -163624
Avg Bars in Trades 122 140 104 122 140 104
Avg Bars in Winners 114 119 111 114 119 111
Avg Bars in Losers 134 164 91 134 164 91
Bars Traded 9443 5356 4087 9443 5356 4087
Profit Streak 162.4712 162.4712 354.7212 162.4712 162.4712 354.7212
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -31168 478785 -272481 -28204 560405 22703
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10028,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543320000000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759943911950,
    "expiration_time": 1766422944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 205,
            "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": [
        [
            902720.5729400179,
            748869.4015441388,
            153851.171395879,
            7194845.248953817,
            4282410.9507660195,
            2912434.298187797
        ],
        [
            902.720573,
            748.869402,
            153.851171,
            7194.845249,
            4282.410951,
            2912.434298
        ],
        [
            0.36008,
            0.298711,
            0.061369,
            0.171257,
            0.150899,
            0.135925
        ],
        [
            281.593379,
            281.593379,
            281.593379,
            281.593379,
            281.593379,
            281.593379
        ],
        [
            -100355,
            -97870,
            -69417,
            -591681,
            -542325,
            -244060
        ],
        [
            3.003923,
            3.77885,
            1.850064,
            4.443813,
            3.93799,
            5.611126
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            46,
            20,
            26,
            46,
            20,
            26
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            59.74026,
            52.631579,
            66.666667,
            59.74026,
            52.631579,
            66.666667
        ],
        [
            2.024383,
            3.400965,
            0.925032,
            2.994744,
            3.544191,
            2.805563
        ],
        [
            401467,
            401467,
            35131,
            2630585,
            2630585,
            1635806
        ],
        [
            -41709,
            -41010,
            -41709,
            -379343,
            -379343,
            -163624
        ],
        [
            122,
            140,
            104,
            122,
            140,
            104
        ],
        [
            114,
            119,
            111,
            114,
            119,
            111
        ],
        [
            134,
            164,
            91,
            134,
            164,
            91
        ],
        [
            9443,
            5356,
            4087,
            9443,
            5356,
            4087
        ],
        [
            162.471203,
            162.471203,
            354.721203,
            162.471203,
            162.471203,
            354.721203
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -31168,
            478785,
            -272481,
            -28204,
            560405,
            22703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10028,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543320000000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759943911950,
    "expiration_time": 1766422944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 205,
            "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)