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Trade: XLM/USDT/720/PWMA/HWMA/5958

Strategy
XLM/USDT/720/PWMA/HWMA/5958
Pair
XLM_USDT
Interval
12h
Score
336803
Daily Profit
0.282915
Profit Factor
1.684852
Profitability
41.106719
Streak
38.278361
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-27 09:40
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 707288.1738 655456.15 51832.0237 795722.6077 1380922.3958 -585199.7881
Total P&L (%) 707.2882 655.4562 51.832 795.7226 1380.9224 -585.1998
Avg Daily Profit (%) 0.2829 0.2622 0.0207 0.0877 0.1079 0
Buy And Hold Return (%) 154.7228 154.7228 154.7228 154.7228 154.7228 154.7228
Max Trade Drawdown -111645 -71470 -99773 -915655 -553946 -935315
Profit Factor 1.6849 2.2368 1.1031 1.131 1.4525 0.8063
Total Trades 253 127 126 253 127 126
Winning Trades 104 46 58 104 46 58
Losing Trades 149 81 68 149 81 68
Profitability (%) 41.1067 36.2205 46.0317 41.1067 36.2205 46.0317
Ratio Avg Win / Avg Loss 2.4139 3.9387 1.2933 1.6204 2.5577 0.9453
Largest Winning Trade 379550 379550 44195 948761 948761 251909
Largest Losing Trade -62880 -27137 -62880 -721400 -206826 -721400
Avg Bars in Trades 19 18 20 19 18 20
Avg Bars in Winners 31 31 31 31 31 31
Avg Bars in Losers 11 11 10 11 11 10
Bars Traded 4938 2409 2529 4938 2409 2529
Profit Streak 38.2784 38.2784 50.2784 38.2784 38.2784 50.2784
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336803 218225 -438989 -152808 -51191 -581698
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1543320000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758955250391,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            707288.173790642,
            655456.1500498231,
            51832.0237408186,
            795722.6077365981,
            1380922.39583869,
            -585199.7881020925
        ],
        [
            707.288174,
            655.45615,
            51.832024,
            795.722608,
            1380.922396,
            -585.199788
        ],
        [
            0.282915,
            0.262182,
            0.020733,
            0.087737,
            0.107868,
            0
        ],
        [
            154.722772,
            154.722772,
            154.722772,
            154.722772,
            154.722772,
            154.722772
        ],
        [
            -111645,
            -71470,
            -99773,
            -915655,
            -553946,
            -935315
        ],
        [
            1.684852,
            2.236772,
            1.103089,
            1.131019,
            1.452501,
            0.806326
        ],
        [
            253,
            127,
            126,
            253,
            127,
            126
        ],
        [
            104,
            46,
            58,
            104,
            46,
            58
        ],
        [
            149,
            81,
            68,
            149,
            81,
            68
        ],
        [
            41.106719,
            36.220472,
            46.031746,
            41.106719,
            36.220472,
            46.031746
        ],
        [
            2.413874,
            3.938664,
            1.293277,
            1.620402,
            2.557665,
            0.945348
        ],
        [
            379550,
            379550,
            44195,
            948761,
            948761,
            251909
        ],
        [
            -62880,
            -27137,
            -62880,
            -721400,
            -206826,
            -721400
        ],
        [
            19,
            18,
            20,
            19,
            18,
            20
        ],
        [
            31,
            31,
            31,
            31,
            31,
            31
        ],
        [
            11,
            11,
            10,
            11,
            11,
            10
        ],
        [
            4938,
            2409,
            2529,
            4938,
            2409,
            2529
        ],
        [
            38.278361,
            38.278361,
            50.278361,
            38.278361,
            38.278361,
            50.278361
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336803,
            218225,
            -438989,
            -152808,
            -51191,
            -581698
        ]
    ]
}
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": 1543320000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758955250391,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)