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Trade: XTZ/USDT/120/DCM/ZLMA/8780

Strategy
XTZ/USDT/120/DCM/ZLMA/8780
Pair
XTZ_USDT
Interval
2h
Score
378007
Daily Profit
0.195775
Profit Factor
1.494981
Profitability
54.411765
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 09:18
Expiration Time
2025-12-18 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 407863.4601 256399.8441 151463.616 456314.4583 234637.3869 221677.0713
Total P&L (%) 407.8635 256.3998 151.4636 456.3145 234.6374 221.6771
Avg Daily Profit (%) 0.1958 0.1231 0.0727 0.0824 0.058 0.0561
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85256 -66373 -97453 -336737 -295785 -234858
Profit Factor 1.495 1.6064 1.3775 1.2142 1.1999 1.2317
Total Trades 204 102 102 204 102 102
Winning Trades 111 56 55 111 56 55
Losing Trades 93 46 47 93 46 47
Profitability (%) 54.4118 54.902 53.9216 54.4118 54.902 53.9216
Ratio Avg Win / Avg Loss 1.2526 1.3196 1.1772 1.0173 0.9856 1.0526
Largest Winning Trade 108142 108142 41140 319572 319572 89670
Largest Losing Trade -44887 -27662 -44887 -172902 -172902 -109000
Avg Bars in Trades 119 105 134 119 105 134
Avg Bars in Winners 136 104 168 136 104 168
Avg Bars in Losers 99 105 94 99 105 94
Bars Traded 24395 10714 13681 24395 10714 13681
Profit Streak 0 0 50.9293 0 0 50.9293
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378007 -26427 -94521 -81727 -117473 -117552
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579485600000,
    "first_datapoint_time": 1581105600000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759558692843,
    "expiration_time": 1766030400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 226,
            "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": [
        [
            407863.4600620454,
            256399.8441108319,
            151463.6159512142,
            456314.4582647821,
            234637.3869293396,
            221677.0713354424
        ],
        [
            407.86346,
            256.399844,
            151.463616,
            456.314458,
            234.637387,
            221.677071
        ],
        [
            0.195775,
            0.123072,
            0.072703,
            0.08241,
            0.057995,
            0.056098
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85256,
            -66373,
            -97453,
            -336737,
            -295785,
            -234858
        ],
        [
            1.494981,
            1.606439,
            1.377524,
            1.214164,
            1.199861,
            1.231718
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            54.411765,
            54.901961,
            53.921569,
            54.411765,
            54.901961,
            53.921569
        ],
        [
            1.252551,
            1.319574,
            1.177157,
            1.017273,
            0.9856,
            1.052559
        ],
        [
            108142,
            108142,
            41140,
            319572,
            319572,
            89670
        ],
        [
            -44887,
            -27662,
            -44887,
            -172902,
            -172902,
            -109000
        ],
        [
            119,
            105,
            134,
            119,
            105,
            134
        ],
        [
            136,
            104,
            168,
            136,
            104,
            168
        ],
        [
            99,
            105,
            94,
            99,
            105,
            94
        ],
        [
            24395,
            10714,
            13681,
            24395,
            10714,
            13681
        ],
        [
            0,
            0,
            50.929315,
            0,
            0,
            50.929315
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378007,
            -26427,
            -94521,
            -81727,
            -117473,
            -117552
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579485600000,
    "first_datapoint_time": 1581105600000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759558692843,
    "expiration_time": 1766030400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 226,
            "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)