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Trade: XLM/USDT/360/HL2/KCL/3198

Strategy
XLM/USDT/360/HL2/KCL/3198
Pair
XLM_USDT
Interval
6h
Score
436736
Daily Profit
0.154277
Profit Factor
2.459025
Profitability
42.231076
Streak
106.329350
Best Strategy
Training Data Length
2503.000000
Evaluation Time
2025-10-04 22:54
Expiration Time
2025-12-18 16:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -320753.1768 98065.6636 -418818.8405 4639827.5218 504539.1591 4135288.3627
Total P&L (%) -320.7532 98.0657 -418.8188 4639.8275 504.5392 4135.2884
Avg Daily Profit (%) -0.1281 0.0392 -0.1673 0.1543 0.0719 0.1498
Buy And Hold Return (%) 249.1209 249.1209 249.1209 249.1209 249.1209 249.1209
Max Trade Drawdown -479097 -35772 -514984 -1562327 -379467 -1191489
Profit Factor 0.6877 1.6084 0.5164 2.459 1.4749 2.9528
Total Trades 251 126 125 251 126 125
Winning Trades 192 91 101 106 57 49
Losing Trades 59 35 24 145 69 76
Profitability (%) 76.494 72.2222 80.8 42.2311 45.2381 39.2
Ratio Avg Win / Avg Loss 0.2113 0.6186 0.1227 3.3638 1.7854 4.5799
Largest Winning Trade 30416 28825 30416 3689855 235855 3689855
Largest Losing Trade -380599 -18792 -380599 -158978 -58852 -158978
Avg Bars in Trades 37 10 64 37 10 64
Avg Bars in Winners 15 5 24 35 10 64
Avg Bars in Losers 108 25 230 38 11 63
Bars Traded 9390 1376 8013 9390 1376 8013
Profit Streak 106.3294 217.8294 106.3294 106.3294 217.8294 106.3294
Trades During Streak 7 7 3 7 7 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574523 -301683 -575401 436736 -101302 355684
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10012,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543320000000,
    "first_datapoint_time": 1546711200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759607655855,
    "expiration_time": 1766066976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 158,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -320753.1768326886,
            98065.6636458962,
            -418818.8404785849,
            4639827.521801017,
            504539.1591145295,
            4135288.362686489
        ],
        [
            -320.753177,
            98.065664,
            -418.81884,
            4639.827522,
            504.539159,
            4135.288363
        ],
        [
            -0.128147,
            0.039179,
            -0.167327,
            0.154277,
            0.071911,
            0.149774
        ],
        [
            249.120919,
            249.120919,
            249.120919,
            249.120919,
            249.120919,
            249.120919
        ],
        [
            -479097,
            -35772,
            -514984,
            -1562327,
            -379467,
            -1191489
        ],
        [
            0.687737,
            1.608431,
            0.516382,
            2.459025,
            1.474874,
            2.952802
        ],
        [
            251,
            126,
            125,
            251,
            126,
            125
        ],
        [
            192,
            91,
            101,
            106,
            57,
            49
        ],
        [
            59,
            35,
            24,
            145,
            69,
            76
        ],
        [
            76.494024,
            72.222222,
            80.8,
            42.231076,
            45.238095,
            39.2
        ],
        [
            0.211336,
            0.618627,
            0.122705,
            3.363761,
            1.785374,
            4.579856
        ],
        [
            30416,
            28825,
            30416,
            3689855,
            235855,
            3689855
        ],
        [
            -380599,
            -18792,
            -380599,
            -158978,
            -58852,
            -158978
        ],
        [
            37,
            10,
            64,
            37,
            10,
            64
        ],
        [
            15,
            5,
            24,
            35,
            10,
            64
        ],
        [
            108,
            25,
            230,
            38,
            11,
            63
        ],
        [
            9390,
            1376,
            8013,
            9390,
            1376,
            8013
        ],
        [
            106.32935,
            217.82935,
            106.32935,
            106.32935,
            217.82935,
            106.32935
        ],
        [
            7,
            7,
            3,
            7,
            7,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574523,
            -301683,
            -575401,
            436736,
            -101302,
            355684
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10012,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543320000000,
    "first_datapoint_time": 1546711200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759607655855,
    "expiration_time": 1766066976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 158,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)