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Trade: XLM/USDT/480/WMA/MIDPRICE/2072

Strategy
XLM/USDT/480/WMA/MIDPRICE/2072
Pair
XLM_USDT
Interval
8h
Score
690429
Daily Profit
0.164404
Profit Factor
4.400005
Profitability
70.731707
Streak
312.257092
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-30 09:10
Expiration Time
2025-12-14 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 804551.7299 608985.2098 195566.5201 15628240.6007 9633483.0782 5994757.5225
Total P&L (%) 804.5517 608.9852 195.5665 15628.2406 9633.4831 5994.7575
Avg Daily Profit (%) 0.3216 0.2434 0.0782 0.2024 0.1831 0.1644
Buy And Hold Return (%) 361.4617 361.4617 361.4617 361.4617 361.4617 361.4617
Max Trade Drawdown -72965 -87575 -69029 -1804968 -1804968 -793285
Profit Factor 3.0177 3.9677 2.0104 3.9513 3.7274 4.4
Total Trades 81 40 41 81 40 41
Winning Trades 56 27 29 56 27 29
Losing Trades 25 13 12 25 13 12
Profitability (%) 69.1358 67.5 70.7317 69.1358 67.5 70.7317
Ratio Avg Win / Avg Loss 1.3472 1.9104 0.8319 1.764 1.7947 1.8207
Largest Winning Trade 143512 143512 35602 5655274 5655274 3041968
Largest Losing Trade -44575 -35277 -44575 -1804968 -1804968 -530278
Avg Bars in Trades 87 107 68 87 107 68
Avg Bars in Winners 73 73 73 73 73 73
Avg Bars in Losers 118 177 54 118 177 54
Bars Traded 7090 4291 2799 7090 4291 2799
Profit Streak 142.2571 142.2571 312.2571 142.2571 142.2571 312.2571
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3821 335681 -249232 104974 634448 690429
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7506,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1548979200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759212612729,
    "expiration_time": 1765675584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 207,
            "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": [
        [
            804551.7299143346,
            608985.2097789816,
            195566.520135353,
            15628240.600735342,
            9633483.078206092,
            5994757.522529248
        ],
        [
            804.55173,
            608.98521,
            195.56652,
            15628.240601,
            9633.483078,
            5994.757523
        ],
        [
            0.321563,
            0.243399,
            0.078164,
            0.202364,
            0.183147,
            0.164404
        ],
        [
            361.461711,
            361.461711,
            361.461711,
            361.461711,
            361.461711,
            361.461711
        ],
        [
            -72965,
            -87575,
            -69029,
            -1804968,
            -1804968,
            -793285
        ],
        [
            3.017673,
            3.967735,
            2.010417,
            3.951326,
            3.727358,
            4.400005
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            69.135802,
            67.5,
            70.731707,
            69.135802,
            67.5,
            70.731707
        ],
        [
            1.347175,
            1.910391,
            0.831897,
            1.763985,
            1.794654,
            1.820692
        ],
        [
            143512,
            143512,
            35602,
            5655274,
            5655274,
            3041968
        ],
        [
            -44575,
            -35277,
            -44575,
            -1804968,
            -1804968,
            -530278
        ],
        [
            87,
            107,
            68,
            87,
            107,
            68
        ],
        [
            73,
            73,
            73,
            73,
            73,
            73
        ],
        [
            118,
            177,
            54,
            118,
            177,
            54
        ],
        [
            7090,
            4291,
            2799,
            7090,
            4291,
            2799
        ],
        [
            142.257092,
            142.257092,
            312.257092,
            142.257092,
            142.257092,
            312.257092
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3821,
            335681,
            -249232,
            104974,
            634448,
            690429
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7506,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1548979200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759212612729,
    "expiration_time": 1765675584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 207,
            "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)