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Trade: XTZ/USDT/120/MIDPOINT/WMA/6575

Strategy
XTZ/USDT/120/MIDPOINT/WMA/6575
Pair
XTZ_USDT
Interval
2h
Score
376514
Daily Profit
0.185679
Profit Factor
1.330037
Profitability
56.010929
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 14:17
Expiration Time
2025-12-13 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 386830.6864 260776.7454 126053.9409 409538.3928 44145.9649 365392.4279
Total P&L (%) 386.8307 260.7767 126.0539 409.5384 44.146 365.3924
Avg Daily Profit (%) 0.1857 0.1252 0.0605 0.0782 0.0176 0.0738
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131951 -120892 -75837 -1585858 -1362716 -762341
Profit Factor 1.33 1.4457 1.2147 1.0477 1.0102 1.0861
Total Trades 366 183 183 366 183 183
Winning Trades 205 100 105 205 100 105
Losing Trades 161 83 78 161 83 78
Profitability (%) 56.0109 54.6448 57.377 56.0109 54.6448 57.377
Ratio Avg Win / Avg Loss 1.0446 1.2 0.9024 0.8228 0.8384 0.8068
Largest Winning Trade 61329 61329 41729 348348 348348 325150
Largest Losing Trade -37094 -27919 -37094 -451034 -378240 -451034
Avg Bars in Trades 67 61 73 67 61 73
Avg Bars in Winners 58 48 68 58 48 68
Avg Bars in Losers 78 78 78 78 78 78
Bars Traded 24698 11318 13381 24698 11318 13381
Profit Streak 0 0 46.7203 0 0 46.7203
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376514 -23929 -112317 -255615 -381267 -219977
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579075200000,
    "first_datapoint_time": 1580328000000,
    "last_datapoint_time": 1759140000000,
    "evaluation_time": 1759144631920,
    "expiration_time": 1765620000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 123,
            "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": [
        [
            386830.6863693342,
            260776.7454445619,
            126053.9409247722,
            409538.3927874634,
            44145.9648561414,
            365392.4279313219
        ],
        [
            386.830686,
            260.776745,
            126.053941,
            409.538393,
            44.145965,
            365.392428
        ],
        [
            0.185679,
            0.125173,
            0.060506,
            0.078191,
            0.017553,
            0.073837
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131951,
            -120892,
            -75837,
            -1585858,
            -1362716,
            -762341
        ],
        [
            1.330037,
            1.445741,
            1.214727,
            1.04767,
            1.010161,
            1.086051
        ],
        [
            366,
            183,
            183,
            366,
            183,
            183
        ],
        [
            205,
            100,
            105,
            205,
            100,
            105
        ],
        [
            161,
            83,
            78,
            161,
            83,
            78
        ],
        [
            56.010929,
            54.644809,
            57.377049,
            56.010929,
            54.644809,
            57.377049
        ],
        [
            1.044566,
            1.199965,
            0.902369,
            0.822804,
            0.838433,
            0.80678
        ],
        [
            61329,
            61329,
            41729,
            348348,
            348348,
            325150
        ],
        [
            -37094,
            -27919,
            -37094,
            -451034,
            -378240,
            -451034
        ],
        [
            67,
            61,
            73,
            67,
            61,
            73
        ],
        [
            58,
            48,
            68,
            58,
            48,
            68
        ],
        [
            78,
            78,
            78,
            78,
            78,
            78
        ],
        [
            24698,
            11318,
            13381,
            24698,
            11318,
            13381
        ],
        [
            0,
            0,
            46.720277,
            0,
            0,
            46.720277
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376514,
            -23929,
            -112317,
            -255615,
            -381267,
            -219977
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579075200000,
    "first_datapoint_time": 1580328000000,
    "last_datapoint_time": 1759140000000,
    "evaluation_time": 1759144631920,
    "expiration_time": 1765620000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 123,
            "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)