← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XLM/USDT/480/WMA/MIDPRICE/8403

Strategy
XLM/USDT/480/WMA/MIDPRICE/8403
Pair
XLM_USDT
Interval
8h
Score
311326
Daily Profit
0.237663
Profit Factor
2.700637
Profitability
48.936170
Streak
165.284478
Best Strategy
Training Data Length
2510.330000
Evaluation Time
2025-10-08 17:49
Expiration Time
2025-12-22 17:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 587111.9741 596613.0736 -9501.0995 47788.6276 80654.5206 -32865.893
Total P&L (%) 587.112 596.6131 -9.5011 47.7886 80.6545 -32.8659
Avg Daily Profit (%) 0.2339 0.2377 -0.0038 0.0156 0.0236 -0.0159
Buy And Hold Return (%) 263.2067 263.2067 263.2067 263.2067 263.2067 263.2067
Max Trade Drawdown -123922 -101511 -182609 -131464 -85552 -107009
Profit Factor 1.8798 2.7006 0.97 1.175 1.6359 0.7753
Total Trades 95 47 48 95 47 48
Winning Trades 50 23 27 50 23 27
Losing Trades 45 24 21 45 24 21
Profitability (%) 52.6316 48.9362 56.25 52.6316 48.9362 56.25
Ratio Avg Win / Avg Loss 1.6918 2.8181 0.7544 1.0575 1.7071 0.603
Largest Winning Trade 443773 443773 38766 52055 52055 23966
Largest Losing Trade -78734 -37482 -78734 -51561 -51561 -36783
Avg Bars in Trades 74 100 49 74 100 49
Avg Bars in Winners 76 97 58 76 97 58
Avg Bars in Losers 72 103 37 72 103 37
Bars Traded 7068 4709 2359 7068 4709 2359
Profit Streak 165.2845 165.2845 469.9511 165.2845 165.2845 469.9511
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305718 311326 -578506 -363903 -323823 -578506
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7531,
    "evaluation_days": 2510.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1547625600000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759934978924,
    "expiration_time": 1766417184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 160,
            "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": [
        [
            587111.9741444805,
            596613.0736040407,
            -9501.09945956,
            47788.6276054088,
            80654.5205687662,
            -32865.8929633573
        ],
        [
            587.111974,
            596.613074,
            -9.501099,
            47.788628,
            80.654521,
            -32.865893
        ],
        [
            0.233878,
            0.237663,
            -0.003785,
            0.015561,
            0.023562,
            -0.015872
        ],
        [
            263.206655,
            263.206655,
            263.206655,
            263.206655,
            263.206655,
            263.206655
        ],
        [
            -123922,
            -101511,
            -182609,
            -131464,
            -85552,
            -107009
        ],
        [
            1.879755,
            2.700637,
            0.969985,
            1.175011,
            1.635941,
            0.77525
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            52.631579,
            48.93617,
            56.25,
            52.631579,
            48.93617,
            56.25
        ],
        [
            1.691779,
            2.818056,
            0.754432,
            1.05751,
            1.707069,
            0.602972
        ],
        [
            443773,
            443773,
            38766,
            52055,
            52055,
            23966
        ],
        [
            -78734,
            -37482,
            -78734,
            -51561,
            -51561,
            -36783
        ],
        [
            74,
            100,
            49,
            74,
            100,
            49
        ],
        [
            76,
            97,
            58,
            76,
            97,
            58
        ],
        [
            72,
            103,
            37,
            72,
            103,
            37
        ],
        [
            7068,
            4709,
            2359,
            7068,
            4709,
            2359
        ],
        [
            165.284478,
            165.284478,
            469.951145,
            165.284478,
            165.284478,
            469.951145
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305718,
            311326,
            -578506,
            -363903,
            -323823,
            -578506
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7531,
    "evaluation_days": 2510.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1547625600000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759934978924,
    "expiration_time": 1766417184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 160,
            "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)