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Trade: XLM/USDT/480/SSF/MIDPRICE/7519

Strategy
XLM/USDT/480/SSF/MIDPRICE/7519
Pair
XLM_USDT
Interval
8h
Score
400300
Daily Profit
0.257377
Profit Factor
1.945821
Profitability
54.716981
Streak
166.122449
Best Strategy
Training Data Length
2512.000000
Evaluation Time
2025-10-10 05:56
Expiration Time
2025-12-24 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 646530.257 676650.5388 -30120.2818 93389.3204 94734.8414 -1345.5211
Total P&L (%) 646.5303 676.6505 -30.1203 93.3893 94.7348 -1.3455
Avg Daily Profit (%) 0.2574 0.2694 -0.012 0.0263 0.0265 -0.0005
Buy And Hold Return (%) 239.7073 239.7073 239.7073 239.7073 239.7073 239.7073
Max Trade Drawdown -168355 -127047 -118694 -95195 -66670 -65112
Profit Factor 1.9458 3.0166 0.9135 1.2968 1.5643 0.9908
Total Trades 106 53 53 106 53 53
Winning Trades 58 29 29 58 29 29
Losing Trades 48 24 24 48 24 24
Profitability (%) 54.717 54.717 54.717 54.717 54.717 54.717
Ratio Avg Win / Avg Loss 1.6103 2.4965 0.756 1.0732 1.2946 0.82
Largest Winning Trade 487465 487465 39464 71022 71022 23619
Largest Losing Trade -61687 -42864 -61687 -37960 -37960 -30998
Avg Bars in Trades 68 85 50 68 85 50
Avg Bars in Winners 65 76 54 65 76 54
Avg Bars in Losers 71 97 45 71 97 45
Bars Traded 7213 4552 2661 7213 4552 2661
Profit Streak 166.1224 166.1224 503.7891 166.1224 166.1224 503.7891
Trades During Streak 4 2 7 4 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400300 -167352 -758816 -321232 -499982 -758816
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7536,
    "evaluation_days": 2512,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546531200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760064979561,
    "expiration_time": 1766565504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 89,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 122,
            "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": [
        [
            646530.2569589848,
            676650.5387931984,
            -30120.2818342136,
            93389.3203600504,
            94734.8414312417,
            -1345.5210711914
        ],
        [
            646.530257,
            676.650539,
            -30.120282,
            93.38932,
            94.734841,
            -1.345521
        ],
        [
            0.257377,
            0.269367,
            -0.011991,
            0.026259,
            0.026535,
            -0.000539
        ],
        [
            239.707335,
            239.707335,
            239.707335,
            239.707335,
            239.707335,
            239.707335
        ],
        [
            -168355,
            -127047,
            -118694,
            -95195,
            -66670,
            -65112
        ],
        [
            1.945821,
            3.016614,
            0.913454,
            1.296769,
            1.564306,
            0.990835
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            54.716981,
            54.716981,
            54.716981,
            54.716981,
            54.716981,
            54.716981
        ],
        [
            1.610335,
            2.496508,
            0.755962,
            1.073188,
            1.294598,
            0.820001
        ],
        [
            487465,
            487465,
            39464,
            71022,
            71022,
            23619
        ],
        [
            -61687,
            -42864,
            -61687,
            -37960,
            -37960,
            -30998
        ],
        [
            68,
            85,
            50,
            68,
            85,
            50
        ],
        [
            65,
            76,
            54,
            65,
            76,
            54
        ],
        [
            71,
            97,
            45,
            71,
            97,
            45
        ],
        [
            7213,
            4552,
            2661,
            7213,
            4552,
            2661
        ],
        [
            166.122449,
            166.122449,
            503.789115,
            166.122449,
            166.122449,
            503.789115
        ],
        [
            4,
            2,
            7,
            4,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400300,
            -167352,
            -758816,
            -321232,
            -499982,
            -758816
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7536,
    "evaluation_days": 2512,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546531200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760064979561,
    "expiration_time": 1766565504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 89,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 122,
            "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)