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Trade: XLM/USDT/720/HLC3/HWMA/3130

Strategy
XLM/USDT/720/HLC3/HWMA/3130
Pair
XLM_USDT
Interval
12h
Score
349617
Daily Profit
0.299500
Profit Factor
1.465598
Profitability
41.708543
Streak
10.992054
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-10-10 14:48
Expiration Time
2025-12-24 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 749050.2397 700394.2077 48656.0321 744983.5182 921327.7605 -176344.2423
Total P&L (%) 749.0502 700.3942 48.656 744.9835 921.3278 -176.3442
Avg Daily Profit (%) 0.2995 0.28 0.0195 0.0854 0.093 0
Buy And Hold Return (%) 185.9703 185.9703 185.9703 185.9703 185.9703 185.9703
Max Trade Drawdown -136848 -101198 -94323 -754507 -495485 -555764
Profit Factor 1.4656 1.8269 1.0639 1.1632 1.3807 0.9177
Total Trades 597 299 298 597 299 298
Winning Trades 249 117 132 249 117 132
Losing Trades 348 182 166 348 182 166
Profitability (%) 41.7085 39.1304 44.2953 41.7085 39.1304 44.2953
Ratio Avg Win / Avg Loss 2.0483 2.8419 1.3379 1.6257 2.1477 1.1541
Largest Winning Trade 396637 396637 31200 708792 708792 96381
Largest Losing Trade -32342 -32342 -28409 -213610 -213610 -117576
Avg Bars in Trades 8 8 8 8 8 8
Avg Bars in Winners 11 11 10 11 11 10
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 4993 2560 2433 4993 2560 2433
Profit Streak 10.9921 11.4921 0 10.9921 11.4921 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349617 268165 -483850 -119830 -70446 -580049
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1544011200000,
    "first_datapoint_time": 1544011200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760096913467,
    "expiration_time": 1766536992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.71654,
            "nb": 0.1,
            "nc": 0.51265
        }
    }
}
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": [
        [
            749050.2397435236,
            700394.2076676643,
            48656.0320758595,
            744983.518216368,
            921327.7604869351,
            -176344.2422705662
        ],
        [
            749.05024,
            700.394208,
            48.656032,
            744.983518,
            921.32776,
            -176.344242
        ],
        [
            0.2995,
            0.280046,
            0.019455,
            0.085368,
            0.092954,
            0
        ],
        [
            185.970283,
            185.970283,
            185.970283,
            185.970283,
            185.970283,
            185.970283
        ],
        [
            -136848,
            -101198,
            -94323,
            -754507,
            -495485,
            -555764
        ],
        [
            1.465598,
            1.826912,
            1.063871,
            1.163231,
            1.38066,
            0.917736
        ],
        [
            597,
            299,
            298,
            597,
            299,
            298
        ],
        [
            249,
            117,
            132,
            249,
            117,
            132
        ],
        [
            348,
            182,
            166,
            348,
            182,
            166
        ],
        [
            41.708543,
            39.130435,
            44.295302,
            41.708543,
            39.130435,
            44.295302
        ],
        [
            2.048306,
            2.841863,
            1.337898,
            1.62572,
            2.147693,
            1.154123
        ],
        [
            396637,
            396637,
            31200,
            708792,
            708792,
            96381
        ],
        [
            -32342,
            -32342,
            -28409,
            -213610,
            -213610,
            -117576
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            11,
            11,
            10,
            11,
            11,
            10
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            4993,
            2560,
            2433,
            4993,
            2560,
            2433
        ],
        [
            10.992054,
            11.492054,
            0,
            10.992054,
            11.492054,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349617,
            268165,
            -483850,
            -119830,
            -70446,
            -580049
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1544011200000,
    "first_datapoint_time": 1544011200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760096913467,
    "expiration_time": 1766536992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.71654,
            "nb": 0.1,
            "nc": 0.51265
        }
    }
}

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)