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Trade: XLM/USDT/720/PWMA/MIDPOINT/9922

Strategy
XLM/USDT/720/PWMA/MIDPOINT/9922
Pair
XLM_USDT
Interval
12h
Score
311668
Daily Profit
0.265462
Profit Factor
3.660883
Profitability
46.341463
Streak
0.000000
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 660651.6567 663654.4106 -3002.7539 -205744.4827 396613.9125 -602358.3952
Total P&L (%) 660.6517 663.6544 -3.0028 -205.7445 396.6139 -602.3584
Avg Daily Profit (%) 0.2643 0.2655 -0.0012 0 0.0641 0
Buy And Hold Return (%) 297.8059 297.8059 297.8059 297.8059 297.8059 297.8059
Max Trade Drawdown -235331 -89999 -225050 -703791 -84932 -714562
Profit Factor 2.0792 3.6609 0.9917 0.7955 2.7619 0.2286
Total Trades 82 41 41 82 41 41
Winning Trades 49 19 30 38 24 14
Losing Trades 33 22 11 44 17 27
Profitability (%) 59.7561 46.3415 73.1707 46.3415 58.5366 34.1463
Ratio Avg Win / Avg Loss 1.4003 4.2389 0.3636 0.9211 1.9563 0.4408
Largest Winning Trade 402850 402850 45460 315322 315322 49213
Largest Losing Trade -113720 -46434 -113720 -475259 -78715 -475259
Avg Bars in Trades 57 67 48 57 67 48
Avg Bars in Winners 56 66 51 56 70 32
Avg Bars in Losers 59 68 40 59 63 56
Bars Traded 4739 2767 1971 4739 2767 1971
Profit Streak 0 0 323.2784 16.7784 67.2784 0
Trades During Streak 0 0 4 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -1239 311668 -576372 -590406 -162888 -586907
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1550923200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758955251614,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 190,
            "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": [
        [
            660651.6567182839,
            663654.4105911213,
            -3002.7538728373,
            -205744.4826993028,
            396613.9125053523,
            -602358.3952046552
        ],
        [
            660.651657,
            663.654411,
            -3.002754,
            -205.744483,
            396.613913,
            -602.358395
        ],
        [
            0.264261,
            0.265462,
            -0.001201,
            0,
            0.064126,
            0
        ],
        [
            297.805943,
            297.805943,
            297.805943,
            297.805943,
            297.805943,
            297.805943
        ],
        [
            -235331,
            -89999,
            -225050,
            -703791,
            -84932,
            -714562
        ],
        [
            2.079226,
            3.660883,
            0.991722,
            0.79547,
            2.761901,
            0.228568
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            49,
            19,
            30,
            38,
            24,
            14
        ],
        [
            33,
            22,
            11,
            44,
            17,
            27
        ],
        [
            59.756098,
            46.341463,
            73.170732,
            46.341463,
            58.536585,
            34.146341
        ],
        [
            1.400295,
            4.238918,
            0.363631,
            0.92107,
            1.956346,
            0.440809
        ],
        [
            402850,
            402850,
            45460,
            315322,
            315322,
            49213
        ],
        [
            -113720,
            -46434,
            -113720,
            -475259,
            -78715,
            -475259
        ],
        [
            57,
            67,
            48,
            57,
            67,
            48
        ],
        [
            56,
            66,
            51,
            56,
            70,
            32
        ],
        [
            59,
            68,
            40,
            59,
            63,
            56
        ],
        [
            4739,
            2767,
            1971,
            4739,
            2767,
            1971
        ],
        [
            0,
            0,
            323.278375,
            16.778375,
            67.278375,
            0
        ],
        [
            0,
            0,
            4,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -1239,
            311668,
            -576372,
            -590406,
            -162888,
            -586907
        ]
    ]
}
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": 1550923200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758955251614,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 190,
            "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)