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Trade: XLM/USDT/480/SWMA/MIDPRICE/8532

Strategy
XLM/USDT/480/SWMA/MIDPRICE/8532
Pair
XLM_USDT
Interval
8h
Score
389342
Daily Profit
0.355381
Profit Factor
1.838617
Profitability
41.768293
Streak
0.000000
Best Strategy
Training Data Length
2510.670000
Evaluation Time
2025-10-09 01:19
Expiration Time
2025-12-23 01:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 892244.9728 757133.1942 135111.7786 4932550.1368 3612223.1198 1320327.017
Total P&L (%) 892.245 757.1332 135.1118 4932.5501 3612.2231 1320.327
Avg Daily Profit (%) 0.3554 0.3016 0.0538 0.1562 0.1441 0.1057
Buy And Hold Return (%) 155.086 155.086 155.086 155.086 155.086 155.086
Max Trade Drawdown -93988 -105526 -45886 -1197736 -1085279 -723576
Profit Factor 1.8386 2.2464 1.296 1.5607 1.6794 1.3793
Total Trades 328 164 164 328 164 164
Winning Trades 137 60 77 137 60 77
Losing Trades 191 104 87 191 104 87
Profitability (%) 41.7683 36.5854 46.9512 41.7683 36.5854 46.9512
Ratio Avg Win / Avg Loss 2.5633 3.8937 1.4643 2.1759 2.911 1.5585
Largest Winning Trade 399620 399620 37021 2288496 2288496 511373
Largest Losing Trade -39223 -39223 -22543 -665573 -535232 -665573
Avg Bars in Trades 22 20 24 22 20 24
Avg Bars in Winners 35 34 37 35 34 37
Avg Bars in Losers 13 12 14 13 12 14
Bars Traded 7432 3335 4096 7432 3335 4096
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 389342 255885 -287375 332753 -1766 -50322
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7532,
    "evaluation_days": 2510.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1543910400000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759961990307,
    "expiration_time": 1766446848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 12,
            "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": [
        [
            892244.972766159,
            757133.1941832906,
            135111.7785828683,
            4932550.136790251,
            3612223.1197935715,
            1320327.0169966782
        ],
        [
            892.244973,
            757.133194,
            135.111779,
            4932.550137,
            3612.22312,
            1320.327017
        ],
        [
            0.355381,
            0.301566,
            0.053815,
            0.156196,
            0.144058,
            0.105744
        ],
        [
            155.085969,
            155.085969,
            155.085969,
            155.085969,
            155.085969,
            155.085969
        ],
        [
            -93988,
            -105526,
            -45886,
            -1197736,
            -1085279,
            -723576
        ],
        [
            1.838617,
            2.246376,
            1.295986,
            1.560699,
            1.679433,
            1.379337
        ],
        [
            328,
            164,
            164,
            328,
            164,
            164
        ],
        [
            137,
            60,
            77,
            137,
            60,
            77
        ],
        [
            191,
            104,
            87,
            191,
            104,
            87
        ],
        [
            41.768293,
            36.585366,
            46.95122,
            41.768293,
            36.585366,
            46.95122
        ],
        [
            2.563327,
            3.893718,
            1.464296,
            2.175866,
            2.911018,
            1.558472
        ],
        [
            399620,
            399620,
            37021,
            2288496,
            2288496,
            511373
        ],
        [
            -39223,
            -39223,
            -22543,
            -665573,
            -535232,
            -665573
        ],
        [
            22,
            20,
            24,
            22,
            20,
            24
        ],
        [
            35,
            34,
            37,
            35,
            34,
            37
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            7432,
            3335,
            4096,
            7432,
            3335,
            4096
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389342,
            255885,
            -287375,
            332753,
            -1766,
            -50322
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7532,
    "evaluation_days": 2510.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1543910400000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759961990307,
    "expiration_time": 1766446848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 12,
            "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)