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Trade: XLM/USDT/720/BBL/ALMA/3436

Strategy
XLM/USDT/720/BBL/ALMA/3436
Pair
XLM_USDT
Interval
12h
Score
478589
Daily Profit
0.270411
Profit Factor
4.668309
Profitability
70.967742
Streak
226.793687
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 22:02
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 745242.0507 676028.6513 69213.3994 851481.8863 1395716.1765 -544234.2902
Total P&L (%) 745.2421 676.0287 69.2134 851.4819 1395.7162 -544.2343
Avg Daily Profit (%) 0.2981 0.2704 0.0277 0.0902 0.1083 0
Buy And Hold Return (%) 329.6066 329.6066 329.6066 329.6066 329.6066 329.6066
Max Trade Drawdown -139370 -76983 -122415 -881957 -103904 -847658
Profit Factor 3.0955 4.6683 1.4039 1.6737 5.8127 0.4412
Total Trades 61 31 30 61 31 30
Winning Trades 41 22 19 41 22 19
Losing Trades 20 9 11 20 9 11
Profitability (%) 67.2131 70.9677 63.3333 67.2131 70.9677 63.3333
Ratio Avg Win / Avg Loss 1.51 1.9098 0.8128 0.8164 2.3779 0.2554
Largest Winning Trade 341774 341774 34908 432572 432572 195188
Largest Losing Trade -86295 -74384 -86295 -786962 -89070 -786962
Avg Bars in Trades 76 121 29 76 121 29
Avg Bars in Winners 61 89 29 61 89 29
Avg Bars in Losers 106 201 28 106 201 28
Bars Traded 4652 3775 877 4652 3775 877
Profit Streak 224.2937 226.7937 0 224.2937 226.7937 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153535 478589 -320659 -238449 -38006 -578819
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1552003200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758913374561,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 20,
            "offset": 0,
            "std": 4.45389
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 215,
            "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": [
        [
            745242.0507437121,
            676028.651323789,
            69213.399419923,
            851481.8863352743,
            1395716.176511457,
            -544234.2901761822
        ],
        [
            745.242051,
            676.028651,
            69.213399,
            851.481886,
            1395.716177,
            -544.23429
        ],
        [
            0.298097,
            0.270411,
            0.027685,
            0.090155,
            0.108266,
            0
        ],
        [
            329.606625,
            329.606625,
            329.606625,
            329.606625,
            329.606625,
            329.606625
        ],
        [
            -139370,
            -76983,
            -122415,
            -881957,
            -103904,
            -847658
        ],
        [
            3.095479,
            4.668309,
            1.403921,
            1.673696,
            5.812676,
            0.441173
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            20,
            9,
            11,
            20,
            9,
            11
        ],
        [
            67.213115,
            70.967742,
            63.333333,
            67.213115,
            70.967742,
            63.333333
        ],
        [
            1.50999,
            1.909763,
            0.812796,
            0.816437,
            2.377913,
            0.255416
        ],
        [
            341774,
            341774,
            34908,
            432572,
            432572,
            195188
        ],
        [
            -86295,
            -74384,
            -86295,
            -786962,
            -89070,
            -786962
        ],
        [
            76,
            121,
            29,
            76,
            121,
            29
        ],
        [
            61,
            89,
            29,
            61,
            89,
            29
        ],
        [
            106,
            201,
            28,
            106,
            201,
            28
        ],
        [
            4652,
            3775,
            877,
            4652,
            3775,
            877
        ],
        [
            224.293687,
            226.793687,
            0,
            224.293687,
            226.793687,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153535,
            478589,
            -320659,
            -238449,
            -38006,
            -578819
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1552003200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758913374561,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 20,
            "offset": 0,
            "std": 4.45389
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 215,
            "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)