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Trade: XLM/USDT/360/WMA/HMA/8748

Strategy
XLM/USDT/360/WMA/HMA/8748
Pair
XLM_USDT
Interval
6h
Score
327852
Daily Profit
0.281617
Profit Factor
1.541196
Profitability
38.709677
Streak
19.498721
Best Strategy
Training Data Length
2509.500000
Evaluation Time
2025-10-11 08:58
Expiration Time
2025-12-25 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 706717.1585 677215.2835 29501.875 407994.4383 612199.5809 -204205.1426
Total P&L (%) 706.7172 677.2153 29.5019 407.9944 612.1996 -204.2051
Avg Daily Profit (%) 0.2816 0.2699 0.0118 0.0648 0.0783 0
Buy And Hold Return (%) 142.0668 142.0668 142.0668 142.0668 142.0668 142.0668
Max Trade Drawdown -201054 -163209 -95310 -872984 -670586 -379164
Profit Factor 1.5412 1.9561 1.0494 1.1272 1.3453 0.8576
Total Trades 403 202 201 403 202 201
Winning Trades 156 67 89 156 67 89
Losing Trades 247 135 112 247 135 112
Profitability (%) 38.7097 33.1683 44.2786 38.7097 33.1683 44.2786
Ratio Avg Win / Avg Loss 2.4402 3.9415 1.3206 1.7848 2.7108 1.0792
Largest Winning Trade 417980 417980 24902 343135 343135 85294
Largest Losing Trade -60363 -31102 -60363 -261137 -261137 -156004
Avg Bars in Trades 24 22 26 24 22 26
Avg Bars in Winners 38 38 38 38 38 38
Avg Bars in Losers 15 14 17 15 14 17
Bars Traded 9940 4535 5405 9940 4535 5405
Profit Streak 19.4987 19.4987 21.9987 19.4987 19.4987 21.9987
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327852 201654 -510031 -190044 -93725 -580012
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10038,
    "evaluation_days": 2509.5,
    "actual_first_datapoint_time": 1543320000000,
    "first_datapoint_time": 1544032800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760162289473,
    "expiration_time": 1766645424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 30,
            "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": [
        [
            706717.1584946628,
            677215.2834999373,
            29501.8749947254,
            407994.4383050617,
            612199.5809187728,
            -204205.1426137107
        ],
        [
            706.717158,
            677.215283,
            29.501875,
            407.994438,
            612.199581,
            -204.205143
        ],
        [
            0.281617,
            0.269861,
            0.011756,
            0.064787,
            0.078261,
            0
        ],
        [
            142.066751,
            142.066751,
            142.066751,
            142.066751,
            142.066751,
            142.066751
        ],
        [
            -201054,
            -163209,
            -95310,
            -872984,
            -670586,
            -379164
        ],
        [
            1.541196,
            1.956139,
            1.04937,
            1.127238,
            1.34534,
            0.857578
        ],
        [
            403,
            202,
            201,
            403,
            202,
            201
        ],
        [
            156,
            67,
            89,
            156,
            67,
            89
        ],
        [
            247,
            135,
            112,
            247,
            135,
            112
        ],
        [
            38.709677,
            33.168317,
            44.278607,
            38.709677,
            33.168317,
            44.278607
        ],
        [
            2.440227,
            3.941474,
            1.320556,
            1.784794,
            2.71076,
            1.079199
        ],
        [
            417980,
            417980,
            24902,
            343135,
            343135,
            85294
        ],
        [
            -60363,
            -31102,
            -60363,
            -261137,
            -261137,
            -156004
        ],
        [
            24,
            22,
            26,
            24,
            22,
            26
        ],
        [
            38,
            38,
            38,
            38,
            38,
            38
        ],
        [
            15,
            14,
            17,
            15,
            14,
            17
        ],
        [
            9940,
            4535,
            5405,
            9940,
            4535,
            5405
        ],
        [
            19.498721,
            19.498721,
            21.998721,
            19.498721,
            19.498721,
            21.998721
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327852,
            201654,
            -510031,
            -190044,
            -93725,
            -580012
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10038,
    "evaluation_days": 2509.5,
    "actual_first_datapoint_time": 1543320000000,
    "first_datapoint_time": 1544032800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760162289473,
    "expiration_time": 1766645424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 30,
            "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)