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Trade: XLM/USDT/720/MIDPOINT/RMA/3195

Strategy
XLM/USDT/720/MIDPOINT/RMA/3195
Pair
XLM_USDT
Interval
12h
Score
458401
Daily Profit
0.244340
Profit Factor
1.668835
Profitability
51.937984
Streak
54.437480
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-27 01:29
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 18760.0267 353723.5273 -334963.5006 44532305.2218 23628204.3289 20904100.8928
Total P&L (%) 18.76 353.7235 -334.9635 44532.3052 23628.2043 20904.1009
Avg Daily Profit (%) 0.0075 0.1415 -0.134 0.2443 0.219 0.2141
Buy And Hold Return (%) 218.6045 218.6045 218.6045 218.6045 218.6045 218.6045
Max Trade Drawdown -458789 -75514 -523019 -24229087 -9156701 -26922219
Profit Factor 1.0178 2.6405 0.6011 1.6688 2.2749 1.4351
Total Trades 129 65 64 129 65 64
Winning Trades 77 38 39 67 38 29
Losing Trades 52 27 25 62 27 35
Profitability (%) 59.6899 58.4615 60.9375 51.938 58.4615 45.3125
Ratio Avg Win / Avg Loss 0.6873 1.8761 0.3853 1.5443 1.6164 1.732
Largest Winning Trade 65447 65447 55292 38893734 9678480 38893734
Largest Losing Trade -382573 -26965 -382573 -24229087 -4961035 -24229087
Avg Bars in Trades 37 32 41 37 32 41
Avg Bars in Winners 35 29 40 37 39 35
Avg Bars in Losers 40 38 43 37 24 47
Bars Traded 4816 2133 2683 4816 2133 2683
Profit Streak 54.4375 242.4375 0 54.4375 242.4375 0
Trades During Streak 1 8 0 1 8 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -549057 -137665 -718540 458401 -116581 -131102
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1546041600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925798268,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 52,
            "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": [
        [
            18760.0266938455,
            353723.5272703672,
            -334963.500576522,
            44532305.221752696,
            23628204.328902803,
            20904100.892849904
        ],
        [
            18.760027,
            353.723527,
            -334.963501,
            44532.305222,
            23628.204329,
            20904.100893
        ],
        [
            0.007504,
            0.141489,
            -0.133985,
            0.24434,
            0.219009,
            0.214121
        ],
        [
            218.604453,
            218.604453,
            218.604453,
            218.604453,
            218.604453,
            218.604453
        ],
        [
            -458789,
            -75514,
            -523019,
            -24229087,
            -9156701,
            -26922219
        ],
        [
            1.017777,
            2.640503,
            0.601069,
            1.668835,
            2.274904,
            1.435062
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            77,
            38,
            39,
            67,
            38,
            29
        ],
        [
            52,
            27,
            25,
            62,
            27,
            35
        ],
        [
            59.689922,
            58.461538,
            60.9375,
            51.937984,
            58.461538,
            45.3125
        ],
        [
            0.68733,
            1.876147,
            0.385301,
            1.544295,
            1.616379,
            1.731971
        ],
        [
            65447,
            65447,
            55292,
            38893734,
            9678480,
            38893734
        ],
        [
            -382573,
            -26965,
            -382573,
            -24229087,
            -4961035,
            -24229087
        ],
        [
            37,
            32,
            41,
            37,
            32,
            41
        ],
        [
            35,
            29,
            40,
            37,
            39,
            35
        ],
        [
            40,
            38,
            43,
            37,
            24,
            47
        ],
        [
            4816,
            2133,
            2683,
            4816,
            2133,
            2683
        ],
        [
            54.43748,
            242.43748,
            0,
            54.43748,
            242.43748,
            0
        ],
        [
            1,
            8,
            0,
            1,
            8,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -549057,
            -137665,
            -718540,
            458401,
            -116581,
            -131102
        ]
    ]
}
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": 1546041600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925798268,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 52,
            "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)