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Trade: XLM/USDT/720/DCM/PWMA/1323

Strategy
XLM/USDT/720/DCM/PWMA/1323
Pair
XLM_USDT
Interval
12h
Score
322479
Daily Profit
0.190367
Profit Factor
3.010829
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
2510.000000
Evaluation Time
2025-10-08 22:30
Expiration Time
2025-12-22 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -223154.7094 207833.1743 -430987.8836 13588820.4656 1853440.5242 11735379.9414
Total P&L (%) -223.1547 207.8332 -430.9879 13588.8205 1853.4405 11735.3799
Avg Daily Profit (%) -0.0889 0.0828 -0.1717 0.1962 0.1185 0.1904
Buy And Hold Return (%) 366.038 366.038 366.038 366.038 366.038 366.038
Max Trade Drawdown -469919 -78794 -547620 -5564248 -3459560 -4893827
Profit Factor 0.7574 2.171 0.4193 2.1788 1.3257 3.0108
Total Trades 57 28 29 57 28 29
Winning Trades 35 16 19 25 14 11
Losing Trades 22 12 10 32 14 18
Profitability (%) 61.4035 57.1429 65.5172 43.8596 50 37.931
Ratio Avg Win / Avg Loss 0.4761 1.6283 0.2207 2.7889 1.3257 4.9268
Largest Winning Trade 75811 75811 37839 13504657 4104051 13504657
Largest Losing Trade -396188 -42443 -396188 -1339611 -996337 -1339611
Avg Bars in Trades 82 84 81 82 84 81
Avg Bars in Winners 63 47 76 88 94 80
Avg Bars in Losers 114 133 91 78 74 82
Bars Traded 4722 2354 2368 4722 2354 2368
Profit Streak 0 149.3131 0 0 149.3131 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -758799 -263606 -578821 -169737 -55942 322479
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5020,
    "evaluation_days": 2510,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1551312000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759951850841,
    "expiration_time": 1766430720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 191,
            "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": [
        [
            -223154.7093615099,
            207833.1742523115,
            -430987.8836138215,
            13588820.465631455,
            1853440.5242043873,
            11735379.941427067
        ],
        [
            -223.154709,
            207.833174,
            -430.987884,
            13588.820466,
            1853.440524,
            11735.379941
        ],
        [
            -0.088906,
            0.082802,
            -0.171708,
            0.196175,
            0.118484,
            0.190367
        ],
        [
            366.037961,
            366.037961,
            366.037961,
            366.037961,
            366.037961,
            366.037961
        ],
        [
            -469919,
            -78794,
            -547620,
            -5564248,
            -3459560,
            -4893827
        ],
        [
            0.757355,
            2.171027,
            0.419308,
            2.17882,
            1.325657,
            3.010829
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            35,
            16,
            19,
            25,
            14,
            11
        ],
        [
            22,
            12,
            10,
            32,
            14,
            18
        ],
        [
            61.403509,
            57.142857,
            65.517241,
            43.859649,
            50,
            37.931034
        ],
        [
            0.476052,
            1.62827,
            0.220688,
            2.78889,
            1.325657,
            4.926811
        ],
        [
            75811,
            75811,
            37839,
            13504657,
            4104051,
            13504657
        ],
        [
            -396188,
            -42443,
            -396188,
            -1339611,
            -996337,
            -1339611
        ],
        [
            82,
            84,
            81,
            82,
            84,
            81
        ],
        [
            63,
            47,
            76,
            88,
            94,
            80
        ],
        [
            114,
            133,
            91,
            78,
            74,
            82
        ],
        [
            4722,
            2354,
            2368,
            4722,
            2354,
            2368
        ],
        [
            0,
            149.313088,
            0,
            0,
            149.313088,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -758799,
            -263606,
            -578821,
            -169737,
            -55942,
            322479
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5020,
    "evaluation_days": 2510,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1551312000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759951850841,
    "expiration_time": 1766430720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 191,
            "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)