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Trade: XLM/USDT/5/ALMA/SMA/3118

Strategy
XLM/USDT/5/ALMA/SMA/3118
Pair
XLM_USDT
Interval
5m
Score
553827
Daily Profit
0.745719
Profit Factor
1.820717
Profitability
59.782609
Streak
4.857145
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-14 00:34
Expiration Time
2025-12-27 23:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 64735.8771 20301.4749 44434.4023 80457.903 25110.1225 55347.7805
Total P&L (%) 64.7359 20.3015 44.4344 80.4579 25.1101 55.3478
Avg Daily Profit (%) 0.7457 0.2339 0.5119 0.6823 0.2584 0.5087
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23694 -12617 -18096 -29088 -17943 -22063
Profit Factor 1.8207 1.5493 2.06 1.768 1.5 2.0146
Total Trades 92 46 46 92 46 46
Winning Trades 55 25 30 55 25 30
Losing Trades 37 21 16 37 21 16
Profitability (%) 59.7826 54.3478 65.2174 59.7826 54.3478 65.2174
Ratio Avg Win / Avg Loss 1.2248 1.3014 1.0987 1.1894 1.26 1.0745
Largest Winning Trade 13917 8112 13917 20865 10618 20865
Largest Losing Trade -13706 -5075 -13706 -16411 -7281 -16411
Avg Bars in Trades 263 285 241 263 285 241
Avg Bars in Winners 226 252 204 226 252 204
Avg Bars in Losers 319 325 311 319 325 311
Bars Traded 24253 13139 11114 24253 13139 11114
Profit Streak 4.8571 4.8571 7.7808 4.8571 4.8571 7.7808
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 553827 92523 465230 543297 202352 491757
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752891300000,
    "first_datapoint_time": 1753010700000,
    "last_datapoint_time": 1760391000000,
    "evaluation_time": 1760391257302,
    "expiration_time": 1766871000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 190,
            "offset": 209
        }
    }
}
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": [
        [
            64735.8771153548,
            20301.4748531572,
            44434.4022621975,
            80457.9029948191,
            25110.1224620514,
            55347.7805327676
        ],
        [
            64.735877,
            20.301475,
            44.434402,
            80.457903,
            25.110122,
            55.347781
        ],
        [
            0.745719,
            0.233861,
            0.511858,
            0.68234,
            0.258396,
            0.508715
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23694,
            -12617,
            -18096,
            -29088,
            -17943,
            -22063
        ],
        [
            1.820717,
            1.549309,
            2.060006,
            1.767987,
            1.500045,
            2.014645
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            59.782609,
            54.347826,
            65.217391,
            59.782609,
            54.347826,
            65.217391
        ],
        [
            1.224846,
            1.301419,
            1.09867,
            1.189373,
            1.260037,
            1.074477
        ],
        [
            13917,
            8112,
            13917,
            20865,
            10618,
            20865
        ],
        [
            -13706,
            -5075,
            -13706,
            -16411,
            -7281,
            -16411
        ],
        [
            263,
            285,
            241,
            263,
            285,
            241
        ],
        [
            226,
            252,
            204,
            226,
            252,
            204
        ],
        [
            319,
            325,
            311,
            319,
            325,
            311
        ],
        [
            24253,
            13139,
            11114,
            24253,
            13139,
            11114
        ],
        [
            4.857145,
            4.857145,
            7.780756,
            4.857145,
            4.857145,
            7.780756
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            553827,
            92523,
            465230,
            543297,
            202352,
            491757
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752891300000,
    "first_datapoint_time": 1753010700000,
    "last_datapoint_time": 1760391000000,
    "evaluation_time": 1760391257302,
    "expiration_time": 1766871000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 190,
            "offset": 209
        }
    }
}

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)