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Trade: XLM/USDT/360/SSF/TEMA/9026

Strategy
XLM/USDT/360/SSF/TEMA/9026
Pair
XLM_USDT
Interval
6h
Score
364324
Daily Profit
0.307393
Profit Factor
1.634163
Profitability
37.346437
Streak
10.600236
Best Strategy
Training Data Length
2503.000000
Evaluation Time
2025-10-01 11:24
Expiration Time
2025-12-15 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 769404.8238 675993.1517 93411.6721 1567695.3361 2078790.5505 -511095.2144
Total P&L (%) 769.4048 675.9932 93.4117 1567.6953 2078.7906 -511.0952
Avg Daily Profit (%) 0.3074 0.2701 0.0373 0.1125 0.1232 0
Buy And Hold Return (%) 111.4389 111.4389 111.4389 111.4389 111.4389 111.4389
Max Trade Drawdown -150618 -136216 -80362 -1415231 -910550 -1107502
Profit Factor 1.6342 2.0852 1.1582 1.2026 1.534 0.867
Total Trades 407 203 204 407 203 204
Winning Trades 152 65 87 152 65 87
Losing Trades 255 138 117 255 138 117
Profitability (%) 37.3464 32.0197 42.6471 37.3464 32.0197 42.6471
Ratio Avg Win / Avg Loss 2.7415 4.427 1.5576 2.0176 3.2568 1.166
Largest Winning Trade 404677 404677 32628 1146852 1146852 338614
Largest Losing Trade -40343 -26648 -40343 -403824 -217400 -403824
Avg Bars in Trades 24 22 26 24 22 26
Avg Bars in Winners 42 42 42 42 42 42
Avg Bars in Losers 13 13 14 13 13 14
Bars Traded 9965 4569 5396 9965 4569 5396
Profit Streak 10.6002 0 12.8502 10.6002 0 12.8502
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364324 207767 -355641 -43670 -31729 -580569
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10012,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1543536000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759307060382,
    "expiration_time": 1765786176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 42,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 24,
            "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": [
        [
            769404.8238071031,
            675993.1517040204,
            93411.6721030826,
            1567695.3360829835,
            2078790.5504990807,
            -511095.2144160969
        ],
        [
            769.404824,
            675.993152,
            93.411672,
            1567.695336,
            2078.79055,
            -511.095214
        ],
        [
            0.307393,
            0.270073,
            0.03732,
            0.112489,
            0.123182,
            0
        ],
        [
            111.438878,
            111.438878,
            111.438878,
            111.438878,
            111.438878,
            111.438878
        ],
        [
            -150618,
            -136216,
            -80362,
            -1415231,
            -910550,
            -1107502
        ],
        [
            1.634163,
            2.085202,
            1.158234,
            1.202627,
            1.534023,
            0.867046
        ],
        [
            407,
            203,
            204,
            407,
            203,
            204
        ],
        [
            152,
            65,
            87,
            152,
            65,
            87
        ],
        [
            255,
            138,
            117,
            255,
            138,
            117
        ],
        [
            37.346437,
            32.019704,
            42.647059,
            37.346437,
            32.019704,
            42.647059
        ],
        [
            2.741524,
            4.427044,
            1.557624,
            2.017565,
            3.256849,
            1.166027
        ],
        [
            404677,
            404677,
            32628,
            1146852,
            1146852,
            338614
        ],
        [
            -40343,
            -26648,
            -40343,
            -403824,
            -217400,
            -403824
        ],
        [
            24,
            22,
            26,
            24,
            22,
            26
        ],
        [
            42,
            42,
            42,
            42,
            42,
            42
        ],
        [
            13,
            13,
            14,
            13,
            13,
            14
        ],
        [
            9965,
            4569,
            5396,
            9965,
            4569,
            5396
        ],
        [
            10.600236,
            0,
            12.850236,
            10.600236,
            0,
            12.850236
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364324,
            207767,
            -355641,
            -43670,
            -31729,
            -580569
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10012,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1543536000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759307060382,
    "expiration_time": 1765786176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 42,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 24,
            "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)