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Trade: XLM/USDT/240/SSF/HILO/6585

Strategy
XLM/USDT/240/SSF/HILO/6585
Pair
XLM_USDT
Interval
4h
Score
423384
Daily Profit
0.335984
Profit Factor
1.656612
Profitability
47.427293
Streak
0.000000
Best Strategy
Training Data Length
2502.500000
Evaluation Time
2025-10-10 08:14
Expiration Time
2025-12-24 07:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 840798.7187 733546.7566 107251.9621 2482103.6199 1632088.9073 850014.7126
Total P&L (%) 840.7987 733.5468 107.252 2482.1036 1632.0889 850.0147
Avg Daily Profit (%) 0.336 0.2931 0.0429 0.13 0.114 0.09
Buy And Hold Return (%) 193.3601 193.3601 193.3601 193.3601 193.3601 193.3601
Max Trade Drawdown -153840 -81639 -100440 -970219 -458049 -700763
Profit Factor 1.6566 2.1595 1.1655 1.5197 1.7216 1.3381
Total Trades 447 224 223 447 224 223
Winning Trades 212 94 118 212 94 118
Losing Trades 235 130 105 235 130 105
Profitability (%) 47.4273 41.9643 52.9148 47.4273 41.9643 52.9148
Ratio Avg Win / Avg Loss 1.8363 2.9865 1.0371 1.6846 2.3809 1.1907
Largest Winning Trade 402167 402167 32344 759771 759771 248368
Largest Losing Trade -54628 -16013 -54628 -300252 -84567 -300252
Avg Bars in Trades 33 28 38 33 28 38
Avg Bars in Winners 44 40 48 44 40 48
Avg Bars in Losers 23 19 28 23 19 28
Bars Traded 14978 6331 8648 14978 6331 8648
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 423384 299002 -338874 -15180 -39319 -72949
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15015,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543795200000,
    "first_datapoint_time": 1544097600000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760073268946,
    "expiration_time": 1766555280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 102,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            840798.7187058615,
            733546.7566199908,
            107251.9620858704,
            2482103.6198514774,
            1632088.907281734,
            850014.7125697446
        ],
        [
            840.798719,
            733.546757,
            107.251962,
            2482.10362,
            1632.088907,
            850.014713
        ],
        [
            0.335984,
            0.293126,
            0.042858,
            0.130002,
            0.114028,
            0.090003
        ],
        [
            193.360068,
            193.360068,
            193.360068,
            193.360068,
            193.360068,
            193.360068
        ],
        [
            -153840,
            -81639,
            -100440,
            -970219,
            -458049,
            -700763
        ],
        [
            1.656612,
            2.159472,
            1.165549,
            1.519725,
            1.721571,
            1.338119
        ],
        [
            447,
            224,
            223,
            447,
            224,
            223
        ],
        [
            212,
            94,
            118,
            212,
            94,
            118
        ],
        [
            235,
            130,
            105,
            235,
            130,
            105
        ],
        [
            47.427293,
            41.964286,
            52.914798,
            47.427293,
            41.964286,
            52.914798
        ],
        [
            1.836338,
            2.986504,
            1.037141,
            1.6846,
            2.380896,
            1.190699
        ],
        [
            402167,
            402167,
            32344,
            759771,
            759771,
            248368
        ],
        [
            -54628,
            -16013,
            -54628,
            -300252,
            -84567,
            -300252
        ],
        [
            33,
            28,
            38,
            33,
            28,
            38
        ],
        [
            44,
            40,
            48,
            44,
            40,
            48
        ],
        [
            23,
            19,
            28,
            23,
            19,
            28
        ],
        [
            14978,
            6331,
            8648,
            14978,
            6331,
            8648
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423384,
            299002,
            -338874,
            -15180,
            -39319,
            -72949
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15015,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543795200000,
    "first_datapoint_time": 1544097600000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760073268946,
    "expiration_time": 1766555280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 102,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)