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Trade: XLM/USDT/720/WMA/DCM/2324

Strategy
XLM/USDT/720/WMA/DCM/2324
Pair
XLM_USDT
Interval
12h
Score
670105
Daily Profit
0.169288
Profit Factor
3.914762
Profitability
72.222222
Streak
140.803408
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-30 22:16
Expiration Time
2025-12-14 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1029357.7976 836423.4941 192934.3035 10279143.6929 6785579.6853 3493564.0077
Total P&L (%) 1029.3578 836.4235 192.9343 10279.1437 6785.5797 3493.564
Avg Daily Profit (%) 0.4114 0.3343 0.0771 0.1857 0.1693 0.1433
Buy And Hold Return (%) 349.5756 349.5756 349.5756 349.5756 349.5756 349.5756
Max Trade Drawdown -77689 -85652 -77689 -1047871 -1047871 -974544
Profit Factor 3.4676 5.2619 1.8735 3.4167 3.9148 2.8144
Total Trades 73 36 37 73 36 37
Winning Trades 53 26 27 53 26 27
Losing Trades 20 10 10 20 10 10
Profitability (%) 72.6027 72.2222 72.973 72.6027 72.2222 72.973
Ratio Avg Win / Avg Loss 1.3085 2.0238 0.6939 1.2893 1.5057 1.0424
Largest Winning Trade 404177 404177 49452 3636898 3636898 1196790
Largest Losing Trade -77689 -37244 -77689 -1047871 -1047871 -925159
Avg Bars in Trades 64 80 49 64 80 49
Avg Bars in Winners 63 64 62 63 64 62
Avg Bars in Losers 68 121 14 68 121 14
Bars Traded 4738 2900 1838 4738 2900 1838
Profit Streak 140.8034 140.8034 324.8034 140.8034 140.8034 324.8034
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -59449 602687 -250640 -58316 670105 260264
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1549195200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759259814487,
    "expiration_time": 1765718784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 142,
            "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": [
        [
            1029357.7975884478,
            836423.4941272758,
            192934.3034611718,
            10279143.692928659,
            6785579.685266504,
            3493564.0076621557
        ],
        [
            1029.357798,
            836.423494,
            192.934303,
            10279.143693,
            6785.579685,
            3493.564008
        ],
        [
            0.411414,
            0.334302,
            0.077112,
            0.185719,
            0.169288,
            0.143257
        ],
        [
            349.575637,
            349.575637,
            349.575637,
            349.575637,
            349.575637,
            349.575637
        ],
        [
            -77689,
            -85652,
            -77689,
            -1047871,
            -1047871,
            -974544
        ],
        [
            3.467647,
            5.261916,
            1.873456,
            3.416666,
            3.914762,
            2.814428
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            20,
            10,
            10,
            20,
            10,
            10
        ],
        [
            72.60274,
            72.222222,
            72.972973,
            72.60274,
            72.222222,
            72.972973
        ],
        [
            1.308546,
            2.023814,
            0.693872,
            1.289308,
            1.505678,
            1.042381
        ],
        [
            404177,
            404177,
            49452,
            3636898,
            3636898,
            1196790
        ],
        [
            -77689,
            -37244,
            -77689,
            -1047871,
            -1047871,
            -925159
        ],
        [
            64,
            80,
            49,
            64,
            80,
            49
        ],
        [
            63,
            64,
            62,
            63,
            64,
            62
        ],
        [
            68,
            121,
            14,
            68,
            121,
            14
        ],
        [
            4738,
            2900,
            1838,
            4738,
            2900,
            1838
        ],
        [
            140.803408,
            140.803408,
            324.803408,
            140.803408,
            140.803408,
            324.803408
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -59449,
            602687,
            -250640,
            -58316,
            670105,
            260264
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1549195200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759259814487,
    "expiration_time": 1765718784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 142,
            "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)