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Trade: XLM/USDT/720/SSF/MIDPRICE/4269

Strategy
XLM/USDT/720/SSF/MIDPRICE/4269
Pair
XLM_USDT
Interval
12h
Score
359385
Daily Profit
0.231839
Profit Factor
1.989406
Profitability
55.172414
Streak
133.593198
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 05:14
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 579597.363 565309.2937 14288.0693 27994.1542 503353.2093 -475359.0551
Total P&L (%) 579.5974 565.3093 14.2881 27.9942 503.3532 -475.3591
Avg Daily Profit (%) 0.2318 0.2261 0.0057 0.0099 0.0719 0
Buy And Hold Return (%) 243.6063 243.6063 243.6063 243.6063 243.6063 243.6063
Max Trade Drawdown -185620 -94150 -202892 -536199 -55805 -627715
Profit Factor 1.9894 3.1559 1.0442 1.0318 4.204 0.3438
Total Trades 87 43 44 87 43 44
Winning Trades 48 21 27 48 21 27
Losing Trades 39 22 17 39 22 17
Profitability (%) 55.1724 48.8372 61.3636 55.1724 48.8372 61.3636
Ratio Avg Win / Avg Loss 1.6164 3.3061 0.6574 0.8383 4.4042 0.2165
Largest Winning Trade 349564 349564 48513 237429 237429 60193
Largest Losing Trade -83945 -40232 -83945 -457357 -55805 -457357
Avg Bars in Trades 54 66 41 54 66 41
Avg Bars in Winners 64 74 56 64 74 56
Avg Bars in Losers 41 59 18 41 59 18
Bars Traded 4715 2869 1846 4715 2869 1846
Profit Streak 133.5932 133.5932 138.5932 133.5932 133.5932 138.5932
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359385 349476 -522094 -530427 -95566 -578285

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": 1758852852329,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "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": [
        [
            579597.3629587839,
            565309.2936801,
            14288.0692786837,
            27994.1541906576,
            503353.209272272,
            -475359.0550816144
        ],
        [
            579.597363,
            565.309294,
            14.288069,
            27.994154,
            503.353209,
            -475.359055
        ],
        [
            0.231839,
            0.226124,
            0.005715,
            0.009873,
            0.071919,
            0
        ],
        [
            243.606256,
            243.606256,
            243.606256,
            243.606256,
            243.606256,
            243.606256
        ],
        [
            -185620,
            -94150,
            -202892,
            -536199,
            -55805,
            -627715
        ],
        [
            1.989406,
            3.155863,
            1.044156,
            1.031757,
            4.204044,
            0.343812
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            48,
            21,
            27,
            48,
            21,
            27
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            55.172414,
            48.837209,
            61.363636,
            55.172414,
            48.837209,
            61.363636
        ],
        [
            1.616392,
            3.306143,
            0.657431,
            0.838302,
            4.404237,
            0.216474
        ],
        [
            349564,
            349564,
            48513,
            237429,
            237429,
            60193
        ],
        [
            -83945,
            -40232,
            -83945,
            -457357,
            -55805,
            -457357
        ],
        [
            54,
            66,
            41,
            54,
            66,
            41
        ],
        [
            64,
            74,
            56,
            64,
            74,
            56
        ],
        [
            41,
            59,
            18,
            41,
            59,
            18
        ],
        [
            4715,
            2869,
            1846,
            4715,
            2869,
            1846
        ],
        [
            133.593198,
            133.593198,
            138.593198,
            133.593198,
            133.593198,
            138.593198
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359385,
            349476,
            -522094,
            -530427,
            -95566,
            -578285
        ]
    ]
}
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": 1758852852329,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "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)