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Trade: XLM/USDT/720/HILO/MIDPRICE/3551

Strategy
XLM/USDT/720/HILO/MIDPRICE/3551
Pair
XLM_USDT
Interval
12h
Score
300135
Daily Profit
0.217656
Profit Factor
1.405105
Profitability
45.937500
Streak
19.197699
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-10-10 07:44
Expiration Time
2025-12-24 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 544357.4624 637391.9501 -93034.4877 -48310.9382 -24714.2581 -23596.6801
Total P&L (%) 544.3575 637.392 -93.0345 -48.3109 -24.7143 -23.5967
Avg Daily Profit (%) 0.2177 0.2549 -0.0372 -0.0264 -0.0114 -0.0108
Buy And Hold Return (%) 182.4274 182.4274 182.4274 182.4274 182.4274 182.4274
Max Trade Drawdown -224438 -121265 -155719 -89148 -64099 -39160
Profit Factor 1.4051 1.8119 0.8335 0.8727 0.8972 0.8301
Total Trades 320 160 160 320 160 160
Winning Trades 147 66 81 147 66 81
Losing Trades 173 94 79 173 94 79
Profitability (%) 45.9375 41.25 50.625 45.9375 41.25 50.625
Ratio Avg Win / Avg Loss 1.6536 2.5806 0.8129 1.027 1.2779 0.8096
Largest Winning Trade 466154 466154 29532 33078 33078 9240
Largest Losing Trade -49893 -49893 -34203 -19994 -19994 -13095
Avg Bars in Trades 15 21 9 15 21 9
Avg Bars in Winners 17 26 9 17 26 9
Avg Bars in Losers 13 18 8 13 18 8
Bars Traded 4955 3486 1469 4955 3486 1469
Profit Streak 19.1977 19.1977 109.1977 19.1977 19.1977 109.1977
Trades During Streak 2 1 5 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300135 251583 -578708 -577674 -581394 -578708
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1544011200000,
    "first_datapoint_time": 1545609600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760071481231,
    "expiration_time": 1766536992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "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": [
        [
            544357.4624266059,
            637391.9501287059,
            -93034.4877021001,
            -48310.93822154,
            -24714.2581272801,
            -23596.6800942598
        ],
        [
            544.357462,
            637.39195,
            -93.034488,
            -48.310938,
            -24.714258,
            -23.59668
        ],
        [
            0.217656,
            0.254855,
            -0.037199,
            -0.026383,
            -0.01135,
            -0.010761
        ],
        [
            182.427401,
            182.427401,
            182.427401,
            182.427401,
            182.427401,
            182.427401
        ],
        [
            -224438,
            -121265,
            -155719,
            -89148,
            -64099,
            -39160
        ],
        [
            1.405105,
            1.811915,
            0.83348,
            0.87265,
            0.897219,
            0.830117
        ],
        [
            320,
            160,
            160,
            320,
            160,
            160
        ],
        [
            147,
            66,
            81,
            147,
            66,
            81
        ],
        [
            173,
            94,
            79,
            173,
            94,
            79
        ],
        [
            45.9375,
            41.25,
            50.625,
            45.9375,
            41.25,
            50.625
        ],
        [
            1.653627,
            2.580607,
            0.8129,
            1.026996,
            1.277857,
            0.809621
        ],
        [
            466154,
            466154,
            29532,
            33078,
            33078,
            9240
        ],
        [
            -49893,
            -49893,
            -34203,
            -19994,
            -19994,
            -13095
        ],
        [
            15,
            21,
            9,
            15,
            21,
            9
        ],
        [
            17,
            26,
            9,
            17,
            26,
            9
        ],
        [
            13,
            18,
            8,
            13,
            18,
            8
        ],
        [
            4955,
            3486,
            1469,
            4955,
            3486,
            1469
        ],
        [
            19.197699,
            19.197699,
            109.197699,
            19.197699,
            19.197699,
            109.197699
        ],
        [
            2,
            1,
            5,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300135,
            251583,
            -578708,
            -577674,
            -581394,
            -578708
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1544011200000,
    "first_datapoint_time": 1545609600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760071481231,
    "expiration_time": 1766536992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "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)