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Trade: XLM/USDT/360/SSF/DCM/1763

Strategy
XLM/USDT/360/SSF/DCM/1763
Pair
XLM_USDT
Interval
6h
Score
418561
Daily Profit
0.303337
Profit Factor
1.686056
Profitability
49.011858
Streak
38.841293
Best Strategy
Training Data Length
2505.500000
Evaluation Time
2025-10-07 05:11
Expiration Time
2025-12-21 05:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 760011.2621 746781.3896 13229.8725 341404.462 214652.2075 126752.2545
Total P&L (%) 760.0113 746.7814 13.2299 341.4045 214.6522 126.7523
Avg Daily Profit (%) 0.3033 0.2981 0.0053 0.0593 0.0458 0.0327
Buy And Hold Return (%) 231.3878 231.3878 231.3878 231.3878 231.3878 231.3878
Max Trade Drawdown -142103 -124847 -102705 -143537 -101628 -52530
Profit Factor 1.6861 2.1556 1.0287 1.4428 1.4328 1.4607
Total Trades 253 126 127 253 126 127
Winning Trades 124 58 66 124 58 66
Losing Trades 129 68 61 129 68 61
Profitability (%) 49.0119 46.0317 51.9685 49.0119 46.0317 51.9685
Ratio Avg Win / Avg Loss 1.754 2.5273 0.9507 1.5009 1.6798 1.3501
Largest Winning Trade 456785 456785 45460 152931 152931 55150
Largest Losing Trade -40590 -40590 -39767 -66307 -66307 -46258
Avg Bars in Trades 38 48 29 38 48 29
Avg Bars in Winners 46 59 36 46 59 36
Avg Bars in Losers 31 39 22 31 39 22
Bars Traded 9858 6102 3756 9858 6102 3756
Profit Streak 38.8413 38.8413 100.8413 38.8413 38.8413 100.8413
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418561 318630 -540499 -127186 -296778 -312231
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10022,
    "evaluation_days": 2505.5,
    "actual_first_datapoint_time": 1543320000000,
    "first_datapoint_time": 1545307200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759803087700,
    "expiration_time": 1766289456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 112,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 93,
            "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": [
        [
            760011.2621163321,
            746781.3896364761,
            13229.8724798558,
            341404.4619889138,
            214652.2075188347,
            126752.254470079
        ],
        [
            760.011262,
            746.78139,
            13.229872,
            341.404462,
            214.652208,
            126.752254
        ],
        [
            0.303337,
            0.298057,
            0.00528,
            0.059279,
            0.045762,
            0.032681
        ],
        [
            231.387808,
            231.387808,
            231.387808,
            231.387808,
            231.387808,
            231.387808
        ],
        [
            -142103,
            -124847,
            -102705,
            -143537,
            -101628,
            -52530
        ],
        [
            1.686056,
            2.155648,
            1.028661,
            1.44277,
            1.432802,
            1.46074
        ],
        [
            253,
            126,
            127,
            253,
            126,
            127
        ],
        [
            124,
            58,
            66,
            124,
            58,
            66
        ],
        [
            129,
            68,
            61,
            129,
            68,
            61
        ],
        [
            49.011858,
            46.031746,
            51.968504,
            49.011858,
            46.031746,
            51.968504
        ],
        [
            1.754042,
            2.527312,
            0.950732,
            1.500946,
            1.679837,
            1.350078
        ],
        [
            456785,
            456785,
            45460,
            152931,
            152931,
            55150
        ],
        [
            -40590,
            -40590,
            -39767,
            -66307,
            -66307,
            -46258
        ],
        [
            38,
            48,
            29,
            38,
            48,
            29
        ],
        [
            46,
            59,
            36,
            46,
            59,
            36
        ],
        [
            31,
            39,
            22,
            31,
            39,
            22
        ],
        [
            9858,
            6102,
            3756,
            9858,
            6102,
            3756
        ],
        [
            38.841293,
            38.841293,
            100.841293,
            38.841293,
            38.841293,
            100.841293
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418561,
            318630,
            -540499,
            -127186,
            -296778,
            -312231
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10022,
    "evaluation_days": 2505.5,
    "actual_first_datapoint_time": 1543320000000,
    "first_datapoint_time": 1545307200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759803087700,
    "expiration_time": 1766289456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 112,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 93,
            "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)