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Trade: XLM/USDT/720/EMA/MIDPRICE/2003

Strategy
XLM/USDT/720/EMA/MIDPRICE/2003
Pair
XLM_USDT
Interval
12h
Score
737822
Daily Profit
0.173009
Profit Factor
6.447806
Profitability
70.731707
Streak
547.283395
Best Strategy
Training Data Length
2504.500000
Evaluation Time
2025-10-13 21:48
Expiration Time
2025-12-27 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1037644.728 833360.3637 204284.3643 16465820.3731 8976960.8466 7488859.5265
Total P&L (%) 1037.6447 833.3604 204.2844 16465.8204 8976.9608 7488.8595
Avg Daily Profit (%) 0.4143 0.3327 0.0816 0.2042 0.1802 0.173
Buy And Hold Return (%) 334.9725 334.9725 334.9725 334.9725 334.9725 334.9725
Max Trade Drawdown -102717 -87427 -74398 -2280348 -3460695 -707240
Profit Factor 3.373 4.57 2.0021 2.7191 2.0943 6.4478
Total Trades 82 41 41 82 41 41
Winning Trades 56 27 29 56 27 29
Losing Trades 26 14 12 26 14 12
Profitability (%) 68.2927 65.8537 70.7317 68.2927 65.8537 70.7317
Ratio Avg Win / Avg Loss 1.566 2.3697 0.8285 1.2625 1.0859 2.6681
Largest Winning Trade 460268 460268 33470 7987841 7987841 3186877
Largest Losing Trade -46894 -34063 -46894 -2280348 -2280348 -389308
Avg Bars in Trades 58 72 44 58 72 44
Avg Bars in Winners 55 59 51 55 59 51
Avg Bars in Losers 65 96 29 65 96 29
Bars Traded 4805 2972 1833 4805 2972 1833
Profit Streak 0 0 547.2834 0 0 547.2834
Trades During Streak 0 0 9 0 0 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 257993 543824 -244641 216806 461888 737822
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5009,
    "evaluation_days": 2504.5,
    "actual_first_datapoint_time": 1544011200000,
    "first_datapoint_time": 1549195200000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760381285329,
    "expiration_time": 1766848464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 121,
            "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": [
        [
            1037644.7279590068,
            833360.3636656685,
            204284.364293338,
            16465820.373106262,
            8976960.84659742,
            7488859.526508838
        ],
        [
            1037.644728,
            833.360364,
            204.284364,
            16465.820373,
            8976.960847,
            7488.859527
        ],
        [
            0.414312,
            0.332745,
            0.081567,
            0.204238,
            0.180171,
            0.173009
        ],
        [
            334.972541,
            334.972541,
            334.972541,
            334.972541,
            334.972541,
            334.972541
        ],
        [
            -102717,
            -87427,
            -74398,
            -2280348,
            -3460695,
            -707240
        ],
        [
            3.372961,
            4.570041,
            2.002146,
            2.719143,
            2.094315,
            6.447806
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            68.292683,
            65.853659,
            70.731707,
            68.292683,
            65.853659,
            70.731707
        ],
        [
            1.566018,
            2.369651,
            0.828474,
            1.262459,
            1.085941,
            2.668058
        ],
        [
            460268,
            460268,
            33470,
            7987841,
            7987841,
            3186877
        ],
        [
            -46894,
            -34063,
            -46894,
            -2280348,
            -2280348,
            -389308
        ],
        [
            58,
            72,
            44,
            58,
            72,
            44
        ],
        [
            55,
            59,
            51,
            55,
            59,
            51
        ],
        [
            65,
            96,
            29,
            65,
            96,
            29
        ],
        [
            4805,
            2972,
            1833,
            4805,
            2972,
            1833
        ],
        [
            0,
            0,
            547.283395,
            0,
            0,
            547.283395
        ],
        [
            0,
            0,
            9,
            0,
            0,
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        ],
        [
            0.8,
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            1.45,
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            1.45
        ],
        [
            257993,
            543824,
            -244641,
            216806,
            461888,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5009,
    "evaluation_days": 2504.5,
    "actual_first_datapoint_time": 1544011200000,
    "first_datapoint_time": 1549195200000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760381285329,
    "expiration_time": 1766848464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 121,
            "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)