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Trade: XLM/USDT/720/SSF/MIDPOINT/3450

Strategy
XLM/USDT/720/SSF/MIDPOINT/3450
Pair
XLM_USDT
Interval
12h
Score
349542
Daily Profit
0.255973
Profit Factor
1.939401
Profitability
48.351648
Streak
134.667917
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-27 07:01
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 639932.7904 651735.9619 -11803.1715 -98907.4932 207418.2217 -306325.7149
Total P&L (%) 639.9328 651.736 -11.8032 -98.9075 207.4182 -306.3257
Avg Daily Profit (%) 0.256 0.2607 -0.0047 -0.1805 0.0449 0
Buy And Hold Return (%) 243.6063 243.6063 243.6063 243.6063 243.6063 243.6063
Max Trade Drawdown -203699 -92584 -231863 -334810 -90877 -388956
Profit Factor 1.9394 3.0639 0.9677 0.8197 2.8087 0.294
Total Trades 91 45 46 91 45 46
Winning Trades 44 19 25 44 19 25
Losing Trades 47 26 21 47 26 21
Profitability (%) 48.3516 42.2222 54.3478 48.3516 42.2222 54.3478
Ratio Avg Win / Avg Loss 2.0716 4.1928 0.8129 0.8756 3.8434 0.2469
Largest Winning Trade 456187 456187 40682 133415 133415 39203
Largest Losing Trade -99256 -32340 -99256 -321900 -37838 -321900
Avg Bars in Trades 51 63 40 51 63 40
Avg Bars in Winners 60 66 55 60 66 55
Avg Bars in Losers 43 61 22 43 61 22
Bars Traded 4718 2847 1870 4718 2847 1870
Profit Streak 134.6679 134.6679 139.6679 134.6679 134.6679 139.6679
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349542 310343 -579179 -579825 -295703 -579179
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1547856000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758945708059,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 140,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 119,
            "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": [
        [
            639932.7904104183,
            651735.9618674368,
            -11803.1714570186,
            -98907.4932246632,
            207418.221651471,
            -306325.7148761341
        ],
        [
            639.93279,
            651.735962,
            -11.803171,
            -98.907493,
            207.418222,
            -306.325715
        ],
        [
            0.255973,
            0.260694,
            -0.004721,
            -0.180505,
            0.044932,
            0
        ],
        [
            243.606256,
            243.606256,
            243.606256,
            243.606256,
            243.606256,
            243.606256
        ],
        [
            -203699,
            -92584,
            -231863,
            -334810,
            -90877,
            -388956
        ],
        [
            1.939401,
            3.063941,
            0.967702,
            0.819691,
            2.808654,
            0.29396
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            48.351648,
            42.222222,
            54.347826,
            48.351648,
            42.222222,
            54.347826
        ],
        [
            2.071633,
            4.192761,
            0.812869,
            0.875579,
            3.843422,
            0.246926
        ],
        [
            456187,
            456187,
            40682,
            133415,
            133415,
            39203
        ],
        [
            -99256,
            -32340,
            -99256,
            -321900,
            -37838,
            -321900
        ],
        [
            51,
            63,
            40,
            51,
            63,
            40
        ],
        [
            60,
            66,
            55,
            60,
            66,
            55
        ],
        [
            43,
            61,
            22,
            43,
            61,
            22
        ],
        [
            4718,
            2847,
            1870,
            4718,
            2847,
            1870
        ],
        [
            134.667917,
            134.667917,
            139.667917,
            134.667917,
            134.667917,
            139.667917
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349542,
            310343,
            -579179,
            -579825,
            -295703,
            -579179
        ]
    ]
}
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": 1547856000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758945708059,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 140,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 119,
            "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)