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Trade: XLM/USDT/720/DEMA/MIDPOINT/8056

Strategy
XLM/USDT/720/DEMA/MIDPOINT/8056
Pair
XLM_USDT
Interval
12h
Score
415666
Daily Profit
0.277727
Profit Factor
2.159549
Profitability
49.473684
Streak
142.550181
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-30 16:12
Expiration Time
2025-12-14 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 694873.9919 663162.1808 31711.8111 517660.0726 459375.1801 58284.8926
Total P&L (%) 694.874 663.1622 31.7118 517.6601 459.3752 58.2849
Avg Daily Profit (%) 0.2777 0.2651 0.0127 0.0728 0.0688 0.0184
Buy And Hold Return (%) 198.3548 198.3548 198.3548 198.3548 198.3548 198.3548
Max Trade Drawdown -145603 -114276 -91446 -366066 -261370 -218690
Profit Factor 2.1595 3.2289 1.1051 1.494 1.8473 1.1152
Total Trades 95 47 48 95 47 48
Winning Trades 47 21 26 47 21 26
Losing Trades 48 26 22 48 26 22
Profitability (%) 49.4737 44.6809 54.1667 49.4737 44.6809 54.1667
Ratio Avg Win / Avg Loss 2.2055 3.9976 0.9351 1.5257 2.2871 0.9437
Largest Winning Trade 440964 440964 33581 234923 234923 101813
Largest Losing Trade -46204 -46141 -46204 -152660 -110840 -152660
Avg Bars in Trades 49 58 40 49 58 40
Avg Bars in Winners 49 40 56 49 40 56
Avg Bars in Losers 49 72 22 49 72 22
Bars Traded 4710 2744 1966 4710 2744 1966
Profit Streak 142.5502 142.5502 143.0502 142.5502 142.5502 143.0502
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415666 379573 -446677 -95002 -103719 -427964
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1546905600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759237935662,
    "expiration_time": 1765718784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 89,
            "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": [
        [
            694873.9918946591,
            663162.180837489,
            31711.8110571701,
            517660.0726345698,
            459375.1800795308,
            58284.8925550391
        ],
        [
            694.873992,
            663.162181,
            31.711811,
            517.660073,
            459.37518,
            58.284893
        ],
        [
            0.277727,
            0.265053,
            0.012675,
            0.072799,
            0.068835,
            0.018356
        ],
        [
            198.354752,
            198.354752,
            198.354752,
            198.354752,
            198.354752,
            198.354752
        ],
        [
            -145603,
            -114276,
            -91446,
            -366066,
            -261370,
            -218690
        ],
        [
            2.159549,
            3.228866,
            1.1051,
            1.493954,
            1.847305,
            1.115226
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            49.473684,
            44.680851,
            54.166667,
            49.473684,
            44.680851,
            54.166667
        ],
        [
            2.205497,
            3.997643,
            0.935085,
            1.52574,
            2.287139,
            0.943653
        ],
        [
            440964,
            440964,
            33581,
            234923,
            234923,
            101813
        ],
        [
            -46204,
            -46141,
            -46204,
            -152660,
            -110840,
            -152660
        ],
        [
            49,
            58,
            40,
            49,
            58,
            40
        ],
        [
            49,
            40,
            56,
            49,
            40,
            56
        ],
        [
            49,
            72,
            22,
            49,
            72,
            22
        ],
        [
            4710,
            2744,
            1966,
            4710,
            2744,
            1966
        ],
        [
            142.550181,
            142.550181,
            143.050181,
            142.550181,
            142.550181,
            143.050181
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415666,
            379573,
            -446677,
            -95002,
            -103719,
            -427964
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1546905600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759237935662,
    "expiration_time": 1765718784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 89,
            "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)