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Trade: XLM/USDT/720/SSF/ZLMA/6929

Strategy
XLM/USDT/720/SSF/ZLMA/6929
Pair
XLM_USDT
Interval
12h
Score
405106
Daily Profit
0.340882
Profit Factor
1.989639
Profitability
41.493776
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-28 03:23
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 852204.1021 712167.6318 140036.4703 5005474.5877 4013086.0305 992388.5572
Total P&L (%) 852.2041 712.1676 140.0365 5005.4746 4013.086 992.3886
Avg Daily Profit (%) 0.3409 0.2849 0.056 0.1574 0.1488 0.0957
Buy And Hold Return (%) 118.4211 118.4211 118.4211 118.4211 118.4211 118.4211
Max Trade Drawdown -117919 -92997 -72526 -2619795 -2084464 -1906743
Profit Factor 1.9896 2.5511 1.3484 1.3967 1.6197 1.1616
Total Trades 241 121 120 241 121 120
Winning Trades 100 43 57 100 43 57
Losing Trades 141 78 63 141 78 63
Profitability (%) 41.4938 35.5372 47.5 41.4938 35.5372 47.5
Ratio Avg Win / Avg Loss 2.8054 4.6276 1.4903 1.9694 2.938 1.2839
Largest Winning Trade 383994 383994 37892 2153422 2153422 764388
Largest Losing Trade -55710 -19130 -55710 -1332403 -525030 -1332403
Avg Bars in Trades 20 18 22 20 18 22
Avg Bars in Winners 33 31 35 33 31 35
Avg Bars in Losers 10 10 11 10 10 11
Bars Traded 4936 2212 2724 4936 2212 2724
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405106 266042 -227660 276871 124986 -108500
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1543449600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759019007102,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 44,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 17,
            "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": [
        [
            852204.1021461827,
            712167.6318406556,
            140036.4703055266,
            5005474.587691915,
            4013086.030500783,
            992388.5571911316
        ],
        [
            852.204102,
            712.167632,
            140.03647,
            5005.474588,
            4013.086031,
            992.388557
        ],
        [
            0.340882,
            0.284867,
            0.056015,
            0.15744,
            0.148781,
            0.095684
        ],
        [
            118.421053,
            118.421053,
            118.421053,
            118.421053,
            118.421053,
            118.421053
        ],
        [
            -117919,
            -92997,
            -72526,
            -2619795,
            -2084464,
            -1906743
        ],
        [
            1.989639,
            2.551127,
            1.348352,
            1.396722,
            1.619654,
            1.161607
        ],
        [
            241,
            121,
            120,
            241,
            121,
            120
        ],
        [
            100,
            43,
            57,
            100,
            43,
            57
        ],
        [
            141,
            78,
            63,
            141,
            78,
            63
        ],
        [
            41.493776,
            35.53719,
            47.5,
            41.493776,
            35.53719,
            47.5
        ],
        [
            2.80539,
            4.627626,
            1.490283,
            1.969378,
            2.937977,
            1.283881
        ],
        [
            383994,
            383994,
            37892,
            2153422,
            2153422,
            764388
        ],
        [
            -55710,
            -19130,
            -55710,
            -1332403,
            -525030,
            -1332403
        ],
        [
            20,
            18,
            22,
            20,
            18,
            22
        ],
        [
            33,
            31,
            35,
            33,
            31,
            35
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            4936,
            2212,
            2724,
            4936,
            2212,
            2724
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405106,
            266042,
            -227660,
            276871,
            124986,
            -108500
        ]
    ]
}
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": 1543449600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759019007102,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 44,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 17,
            "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)