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Trade: XLM/USDT/5/MIDPRICE/RMA/5708

Strategy
XLM/USDT/5/MIDPRICE/RMA/5708
Pair
XLM_USDT
Interval
5m
Score
454172
Daily Profit
0.577185
Profit Factor
1.659553
Profitability
63.963964
Streak
4.850975
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-09 10:55
Expiration Time
2025-12-23 09:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 53775.2921 22129.1473 31646.1447 64808.5342 26767.2888 38041.2454
Total P&L (%) 53.7753 22.1291 31.6461 64.8085 26.7673 38.0412
Avg Daily Profit (%) 0.6195 0.2549 0.3645 0.5772 0.2736 0.3721
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -15059 -10494 -10648 -20928 -13423 -15130
Profit Factor 1.7223 1.5757 1.8787 1.6596 1.5328 1.7922
Total Trades 111 55 56 111 55 56
Winning Trades 71 33 38 71 33 38
Losing Trades 40 22 18 40 22 18
Profitability (%) 63.964 60 67.8571 63.964 60 67.8571
Ratio Avg Win / Avg Loss 0.9703 1.0505 0.8899 0.935 1.0219 0.8489
Largest Winning Trade 6457 4083 6457 8506 5429 8506
Largest Losing Trade -8282 -7115 -8282 -10143 -10143 -9775
Avg Bars in Trades 217 240 194 217 240 194
Avg Bars in Winners 165 176 156 165 176 156
Avg Bars in Losers 308 337 273 308 337 273
Bars Traded 24129 13235 10894 24129 13235 10894
Profit Streak 4.851 4.851 4.8788 4.851 4.851 4.8788
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445059 -174504 -171263 454172 -172813 -170797
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752496500000,
    "first_datapoint_time": 1752570600000,
    "last_datapoint_time": 1759996200000,
    "evaluation_time": 1759996524234,
    "expiration_time": 1766476200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 248,
            "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": [
        [
            53775.2920597034,
            22129.1473304353,
            31646.1447292679,
            64808.5341682716,
            26767.2888001631,
            38041.2453681086
        ],
        [
            53.775292,
            22.129147,
            31.646145,
            64.808534,
            26.767289,
            38.041245
        ],
        [
            0.61946,
            0.254915,
            0.364545,
            0.577185,
            0.273594,
            0.372056
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -15059,
            -10494,
            -10648,
            -20928,
            -13423,
            -15130
        ],
        [
            1.722286,
            1.575742,
            1.878676,
            1.659553,
            1.532794,
            1.792164
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            71,
            33,
            38,
            71,
            33,
            38
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            63.963964,
            60,
            67.857143,
            63.963964,
            60,
            67.857143
        ],
        [
            0.970302,
            1.050495,
            0.889899,
            0.934959,
            1.021863,
            0.84892
        ],
        [
            6457,
            4083,
            6457,
            8506,
            5429,
            8506
        ],
        [
            -8282,
            -7115,
            -8282,
            -10143,
            -10143,
            -9775
        ],
        [
            217,
            240,
            194,
            217,
            240,
            194
        ],
        [
            165,
            176,
            156,
            165,
            176,
            156
        ],
        [
            308,
            337,
            273,
            308,
            337,
            273
        ],
        [
            24129,
            13235,
            10894,
            24129,
            13235,
            10894
        ],
        [
            4.850975,
            4.850975,
            4.878753,
            4.850975,
            4.850975,
            4.878753
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445059,
            -174504,
            -171263,
            454172,
            -172813,
            -170797
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752496500000,
    "first_datapoint_time": 1752570600000,
    "last_datapoint_time": 1759996200000,
    "evaluation_time": 1759996524234,
    "expiration_time": 1766476200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 248,
            "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)