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Trade: XLM/USDT/720/HILO/SWMA/3770

Strategy
XLM/USDT/720/HILO/SWMA/3770
Pair
XLM_USDT
Interval
12h
Score
397300
Daily Profit
0.303880
Profit Factor
1.799708
Profitability
39.661017
Streak
106.787745
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-27 21:54
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 759699.2836 643347.7781 116351.5054 2449732.6061 2294203.801 155528.8051
Total P&L (%) 759.6993 643.3478 116.3515 2449.7326 2294.2038 155.5288
Avg Daily Profit (%) 0.3039 0.2573 0.0465 0.1296 0.1271 0.0375
Buy And Hold Return (%) 123.6661 123.6661 123.6661 123.6661 123.6661 123.6661
Max Trade Drawdown -75631 -70243 -74632 -1262591 -850410 -1281155
Profit Factor 1.7997 2.3631 1.2434 1.3254 1.6052 1.0416
Total Trades 295 148 147 295 148 147
Winning Trades 117 53 64 117 53 64
Losing Trades 178 95 83 178 95 83
Profitability (%) 39.661 35.8108 43.5374 39.661 35.8108 43.5374
Ratio Avg Win / Avg Loss 2.738 4.2357 1.6126 2.0164 2.8772 1.3508
Largest Winning Trade 364386 364386 40517 1648078 1648078 292274
Largest Losing Trade -55710 -19654 -55710 -735830 -320529 -735830
Avg Bars in Trades 16 15 18 16 15 18
Avg Bars in Winners 27 26 27 27 26 27
Avg Bars in Losers 10 9 10 10 9 10
Bars Traded 4968 2287 2681 4968 2287 2681
Profit Streak 106.7877 106.7877 140.2877 106.7877 106.7877 140.2877
Trades During Streak 6 3 4 6 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397300 280152 -296697 -18935 -23924 -404157
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1543622400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758999261191,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 16,
            "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": [
        [
            759699.283564081,
            643347.7781456874,
            116351.5054183935,
            2449732.606090537,
            2294203.8010405023,
            155528.8050500345
        ],
        [
            759.699284,
            643.347778,
            116.351505,
            2449.732606,
            2294.203801,
            155.528805
        ],
        [
            0.30388,
            0.257339,
            0.046541,
            0.129627,
            0.127106,
            0.037534
        ],
        [
            123.666088,
            123.666088,
            123.666088,
            123.666088,
            123.666088,
            123.666088
        ],
        [
            -75631,
            -70243,
            -74632,
            -1262591,
            -850410,
            -1281155
        ],
        [
            1.799708,
            2.363099,
            1.243415,
            1.325366,
            1.605152,
            1.041607
        ],
        [
            295,
            148,
            147,
            295,
            148,
            147
        ],
        [
            117,
            53,
            64,
            117,
            53,
            64
        ],
        [
            178,
            95,
            83,
            178,
            95,
            83
        ],
        [
            39.661017,
            35.810811,
            43.537415,
            39.661017,
            35.810811,
            43.537415
        ],
        [
            2.738017,
            4.235744,
            1.612554,
            2.016368,
            2.87716,
            1.350834
        ],
        [
            364386,
            364386,
            40517,
            1648078,
            1648078,
            292274
        ],
        [
            -55710,
            -19654,
            -55710,
            -735830,
            -320529,
            -735830
        ],
        [
            16,
            15,
            18,
            16,
            15,
            18
        ],
        [
            27,
            26,
            27,
            27,
            26,
            27
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            4968,
            2287,
            2681,
            4968,
            2287,
            2681
        ],
        [
            106.787745,
            106.787745,
            140.287745,
            106.787745,
            106.787745,
            140.287745
        ],
        [
            6,
            3,
            4,
            6,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397300,
            280152,
            -296697,
            -18935,
            -23924,
            -404157
        ]
    ]
}
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": 1543622400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758999261191,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 16,
            "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)