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Trade: XTZ/USDT/120/MIDPRICE/HMA/2518

Strategy
XTZ/USDT/120/MIDPRICE/HMA/2518
Pair
XTZ_USDT
Interval
2h
Score
354420
Daily Profit
0.196680
Profit Factor
1.451723
Profitability
50.934579
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 19:14
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 409586.7006 289204.3648 120382.3358 316659.3915 229552.4387 87106.9528
Total P&L (%) 409.5867 289.2044 120.3823 316.6594 229.5524 87.107
Avg Daily Profit (%) 0.1967 0.1389 0.0578 0.0686 0.0573 0.0301
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117119 -107665 -72344 -657873 -531289 -269376
Profit Factor 1.4517 1.5825 1.2934 1.0914 1.1158 1.0588
Total Trades 214 107 107 214 107 107
Winning Trades 109 57 52 109 57 52
Losing Trades 105 50 55 105 50 55
Profitability (%) 50.9346 53.271 48.5981 50.9346 53.271 48.5981
Ratio Avg Win / Avg Loss 1.3984 1.3882 1.368 1.0514 0.9787 1.1199
Largest Winning Trade 105936 105936 41571 283382 283382 195555
Largest Losing Trade -50259 -39229 -50259 -314546 -314546 -183346
Avg Bars in Trades 115 106 124 115 106 124
Avg Bars in Winners 122 96 150 122 96 150
Avg Bars in Losers 108 117 100 108 117 100
Bars Traded 24699 11362 13337 24699 11362 13337
Profit Streak 0 0 44.0931 0 0 44.0931
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354420 -5675 -115947 -220139 -211120 -308795
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580580000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758903242840,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 244,
            "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": [
        [
            409586.7005997525,
            289204.3647994742,
            120382.3358002782,
            316659.391460915,
            229552.438653934,
            87106.9528069811
        ],
        [
            409.586701,
            289.204365,
            120.382336,
            316.659391,
            229.552439,
            87.106953
        ],
        [
            0.19668,
            0.138874,
            0.057807,
            0.068552,
            0.057282,
            0.030089
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117119,
            -107665,
            -72344,
            -657873,
            -531289,
            -269376
        ],
        [
            1.451723,
            1.582536,
            1.293426,
            1.091409,
            1.115772,
            1.0588
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            109,
            57,
            52,
            109,
            57,
            52
        ],
        [
            105,
            50,
            55,
            105,
            50,
            55
        ],
        [
            50.934579,
            53.271028,
            48.598131,
            50.934579,
            53.271028,
            48.598131
        ],
        [
            1.398448,
            1.38819,
            1.368047,
            1.051357,
            0.978748,
            1.119885
        ],
        [
            105936,
            105936,
            41571,
            283382,
            283382,
            195555
        ],
        [
            -50259,
            -39229,
            -50259,
            -314546,
            -314546,
            -183346
        ],
        [
            115,
            106,
            124,
            115,
            106,
            124
        ],
        [
            122,
            96,
            150,
            122,
            96,
            150
        ],
        [
            108,
            117,
            100,
            108,
            117,
            100
        ],
        [
            24699,
            11362,
            13337,
            24699,
            11362,
            13337
        ],
        [
            0,
            0,
            44.093088,
            0,
            0,
            44.093088
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354420,
            -5675,
            -115947,
            -220139,
            -211120,
            -308795
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580580000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758903242840,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 244,
            "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)