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Trade: XLM/USDT/360/SSF/WMA/5153

Strategy
XLM/USDT/360/SSF/WMA/5153
Pair
XLM_USDT
Interval
6h
Score
395199
Daily Profit
0.308875
Profit Factor
2.000845
Profitability
50.420168
Streak
31.344135
Best Strategy
Training Data Length
2499.750000
Evaluation Time
2025-09-26 05:15
Expiration Time
2025-12-08 13:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 772109.4347 700647.6919 71461.7428 1235869.2018 946038.3662 289830.8356
Total P&L (%) 772.1094 700.6477 71.4617 1235.8692 946.0384 289.8308
Avg Daily Profit (%) 0.3089 0.2803 0.0286 0.1038 0.094 0.0544
Buy And Hold Return (%) 223.2087 223.2087 223.2087 223.2087 223.2087 223.2087
Max Trade Drawdown -130439 -117044 -66204 -569188 -505411 -302931
Profit Factor 2.0008 2.7045 1.1983 1.4688 1.5942 1.2776
Total Trades 119 59 60 119 59 60
Winning Trades 60 28 32 60 28 32
Losing Trades 59 31 28 59 31 28
Profitability (%) 50.4202 47.4576 53.3333 50.4202 47.4576 53.3333
Ratio Avg Win / Avg Loss 1.9675 2.9943 1.0485 1.4443 1.765 1.1179
Largest Winning Trade 405904 405904 48040 538948 538948 231832
Largest Losing Trade -43146 -39999 -43146 -383656 -383656 -223879
Avg Bars in Trades 81 91 72 81 91 72
Avg Bars in Winners 92 98 86 92 98 86
Avg Bars in Losers 71 85 56 71 85 56
Bars Traded 9753 5413 4340 9753 5413 4340
Profit Streak 31.3441 0 107.0941 31.3441 0 107.0941
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395199 -166772 -490670 -53004 -243800 -360979

Evaluation Data

{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1546192800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852933283,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 161,
            "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": [
        [
            772109.4346836143,
            700647.6918875318,
            71461.7427960827,
            1235869.2018172697,
            946038.366187332,
            289830.8356299375
        ],
        [
            772.109435,
            700.647692,
            71.461743,
            1235.869202,
            946.038366,
            289.830836
        ],
        [
            0.308875,
            0.280287,
            0.028588,
            0.103751,
            0.093957,
            0.054442
        ],
        [
            223.208723,
            223.208723,
            223.208723,
            223.208723,
            223.208723,
            223.208723
        ],
        [
            -130439,
            -117044,
            -66204,
            -569188,
            -505411,
            -302931
        ],
        [
            2.000845,
            2.704496,
            1.198285,
            1.468792,
            1.594168,
            1.277595
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            60,
            28,
            32,
            60,
            28,
            32
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            50.420168,
            47.457627,
            53.333333,
            50.420168,
            47.457627,
            53.333333
        ],
        [
            1.967498,
            2.994263,
            1.0485,
            1.444312,
            1.764972,
            1.117896
        ],
        [
            405904,
            405904,
            48040,
            538948,
            538948,
            231832
        ],
        [
            -43146,
            -39999,
            -43146,
            -383656,
            -383656,
            -223879
        ],
        [
            81,
            91,
            72,
            81,
            91,
            72
        ],
        [
            92,
            98,
            86,
            92,
            98,
            86
        ],
        [
            71,
            85,
            56,
            71,
            85,
            56
        ],
        [
            9753,
            5413,
            4340,
            9753,
            5413,
            4340
        ],
        [
            31.344135,
            0,
            107.094135,
            31.344135,
            0,
            107.094135
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395199,
            -166772,
            -490670,
            -53004,
            -243800,
            -360979
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1546192800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852933283,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 161,
            "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)