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Trade: XLM/USDT/720/PWMA/RMA/2071

Strategy
XLM/USDT/720/PWMA/RMA/2071
Pair
XLM_USDT
Interval
12h
Score
546262
Daily Profit
0.343147
Profit Factor
2.791459
Profitability
62.352941
Streak
136.361050
Best Strategy
Training Data Length
2504.000000
Evaluation Time
2025-10-02 23:39
Expiration Time
2025-12-16 16:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 859240.8807 743741.3691 115499.5117 2059100.1367 1857517.4679 201582.6688
Total P&L (%) 859.2409 743.7414 115.4995 2059.1001 1857.5175 201.5827
Avg Daily Profit (%) 0.3431 0.297 0.0461 0.1228 0.1189 0.0441
Buy And Hold Return (%) 265.8121 265.8121 265.8121 265.8121 265.8121 265.8121
Max Trade Drawdown -134938 -92391 -142438 -680856 -427572 -713842
Profit Factor 2.7915 3.8299 1.5327 2.0755 3.0115 1.2034
Total Trades 85 43 42 85 43 42
Winning Trades 53 22 31 53 22 31
Losing Trades 32 21 11 32 21 11
Profitability (%) 62.3529 51.1628 73.8095 62.3529 51.1628 73.8095
Ratio Avg Win / Avg Loss 1.6854 3.6558 0.5439 1.2531 2.8746 0.427
Largest Winning Trade 423679 423679 35318 983381 983381 321929
Largest Losing Trade -66680 -44030 -66680 -511102 -396608 -511102
Avg Bars in Trades 57 67 47 57 67 47
Avg Bars in Winners 49 49 50 49 49 50
Avg Bars in Losers 70 86 40 70 86 40
Bars Traded 4901 2897 2004 4901 2897 2004
Profit Streak 136.3611 136.3611 146.3611 136.3611 136.3611 146.3611
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 546262 492305 -293151 -22371 -27015 -297873
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759437594751,
    "expiration_time": 1765896768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 81,
            "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": [
        [
            859240.8807152311,
            743741.3690566225,
            115499.5116586085,
            2059100.136664295,
            1857517.46786407,
            201582.668800225
        ],
        [
            859.240881,
            743.741369,
            115.499512,
            2059.100137,
            1857.517468,
            201.582669
        ],
        [
            0.343147,
            0.297021,
            0.046126,
            0.12277,
            0.118851,
            0.044094
        ],
        [
            265.812119,
            265.812119,
            265.812119,
            265.812119,
            265.812119,
            265.812119
        ],
        [
            -134938,
            -92391,
            -142438,
            -680856,
            -427572,
            -713842
        ],
        [
            2.791459,
            3.82988,
            1.532711,
            2.075457,
            3.011504,
            1.203376
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            53,
            22,
            31,
            53,
            22,
            31
        ],
        [
            32,
            21,
            11,
            32,
            21,
            11
        ],
        [
            62.352941,
            51.162791,
            73.809524,
            62.352941,
            51.162791,
            73.809524
        ],
        [
            1.685409,
            3.655795,
            0.543865,
            1.253106,
            2.874617,
            0.427004
        ],
        [
            423679,
            423679,
            35318,
            983381,
            983381,
            321929
        ],
        [
            -66680,
            -44030,
            -66680,
            -511102,
            -396608,
            -511102
        ],
        [
            57,
            67,
            47,
            57,
            67,
            47
        ],
        [
            49,
            49,
            50,
            49,
            49,
            50
        ],
        [
            70,
            86,
            40,
            70,
            86,
            40
        ],
        [
            4901,
            2897,
            2004,
            4901,
            2897,
            2004
        ],
        [
            136.36105,
            136.36105,
            146.36105,
            136.36105,
            136.36105,
            146.36105
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            546262,
            492305,
            -293151,
            -22371,
            -27015,
            -297873
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759437594751,
    "expiration_time": 1765896768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 81,
            "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)