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Trade: XLM/USDT/480/LINREG/MIDPRICE/8481

Strategy
XLM/USDT/480/LINREG/MIDPRICE/8481
Pair
XLM_USDT
Interval
8h
Score
388632
Daily Profit
0.260116
Profit Factor
4.994892
Profitability
60.606061
Streak
95.900603
Best Strategy
Training Data Length
2501.670000
Evaluation Time
2025-09-26 08:36
Expiration Time
2025-12-10 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 708526.6264 650723.5212 57803.1052 -381187.8333 362436.9669 -743624.8002
Total P&L (%) 708.5266 650.7235 57.8031 -381.1878 362.437 -743.6248
Avg Daily Profit (%) 0.2832 0.2601 0.0231 0 0.0612 0
Buy And Hold Return (%) 339.8407 339.8407 339.8407 339.8407 339.8407 339.8407
Max Trade Drawdown -194006 -93252 -212784 -922065 -187849 -888101
Profit Factor 2.4763 4.9949 1.1823 0.7146 2.3257 0.3
Total Trades 67 33 34 67 33 34
Winning Trades 44 20 24 32 21 11
Losing Trades 23 13 10 35 12 23
Profitability (%) 65.6716 60.6061 70.5882 47.7612 63.6364 32.3529
Ratio Avg Win / Avg Loss 1.2944 3.2467 0.4926 0.7816 1.329 0.6274
Largest Winning Trade 377600 377600 51361 252229 252229 91794
Largest Losing Trade -108321 -28590 -108321 -694206 -116918 -694206
Avg Bars in Trades 105 135 77 105 135 77
Avg Bars in Winners 91 97 86 116 140 69
Avg Bars in Losers 134 194 55 96 126 81
Bars Traded 7099 4472 2627 7099 4472 2627
Profit Streak 94.2339 95.9006 94.2339 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -111974 388632 -346201 -702926 -251196 -587657

Evaluation Data

{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1549699200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865012088,
    "expiration_time": 1765329120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "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": [
        [
            708526.6264169111,
            650723.5212232322,
            57803.105193679,
            -381187.833349212,
            362436.9668764804,
            -743624.8002256925
        ],
        [
            708.526626,
            650.723521,
            57.803105,
            -381.187833,
            362.436967,
            -743.6248
        ],
        [
            0.283221,
            0.260116,
            0.023106,
            0,
            0.061231,
            0
        ],
        [
            339.840737,
            339.840737,
            339.840737,
            339.840737,
            339.840737,
            339.840737
        ],
        [
            -194006,
            -93252,
            -212784,
            -922065,
            -187849,
            -888101
        ],
        [
            2.476337,
            4.994892,
            1.182325,
            0.71463,
            2.325743,
            0.300039
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            44,
            20,
            24,
            32,
            21,
            11
        ],
        [
            23,
            13,
            10,
            35,
            12,
            23
        ],
        [
            65.671642,
            60.606061,
            70.588235,
            47.761194,
            63.636364,
            32.352941
        ],
        [
            1.294449,
            3.24668,
            0.492635,
            0.781626,
            1.328996,
            0.627355
        ],
        [
            377600,
            377600,
            51361,
            252229,
            252229,
            91794
        ],
        [
            -108321,
            -28590,
            -108321,
            -694206,
            -116918,
            -694206
        ],
        [
            105,
            135,
            77,
            105,
            135,
            77
        ],
        [
            91,
            97,
            86,
            116,
            140,
            69
        ],
        [
            134,
            194,
            55,
            96,
            126,
            81
        ],
        [
            7099,
            4472,
            2627,
            7099,
            4472,
            2627
        ],
        [
            94.233936,
            95.900603,
            94.233936,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -111974,
            388632,
            -346201,
            -702926,
            -251196,
            -587657
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1549699200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865012088,
    "expiration_time": 1765329120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "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)