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Trade: XTZ/USDT/120/MIDPRICE/HMA/7648

Strategy
XTZ/USDT/120/MIDPRICE/HMA/7648
Pair
XTZ_USDT
Interval
2h
Score
356072
Daily Profit
0.201735
Profit Factor
1.382321
Profitability
51.408451
Streak
0.000000
Best Strategy
Training Data Length
2083.170000
Evaluation Time
2025-09-29 01:54
Expiration Time
2025-12-12 23:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 420247.8434 292239.6602 128008.1832 308845.2386 199381.6102 109463.6283
Total P&L (%) 420.2478 292.2397 128.0082 308.8452 199.3816 109.4636
Avg Daily Profit (%) 0.2017 0.1403 0.0614 0.0676 0.0527 0.0355
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -204194 -142263 -101085 -3311009 -2060131 -2035898
Profit Factor 1.3823 1.5297 1.2338 1.0267 1.0344 1.0189
Total Trades 284 142 142 284 142 142
Winning Trades 146 74 72 146 74 72
Losing Trades 138 68 70 138 68 70
Profitability (%) 51.4085 52.1127 50.7042 51.4085 52.1127 50.7042
Ratio Avg Win / Avg Loss 1.3066 1.4057 1.1995 0.9704 0.9505 0.9906
Largest Winning Trade 70236 70236 46668 1051442 783845 1051442
Largest Losing Trade -39229 -39229 -30256 -1058026 -851206 -1058026
Avg Bars in Trades 85 80 91 85 80 91
Avg Bars in Winners 86 71 101 86 71 101
Avg Bars in Losers 85 89 81 85 89 81
Bars Traded 24418 11375 13043 24418 11375 13043
Profit Streak 0 0 46.5376 0 0 46.5376
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356072 -4174 -110723 -293825 -306842 -346376
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580860800000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759100051817,
    "expiration_time": 1765576281600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 239,
            "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": [
        [
            420247.8434236682,
            292239.6601794097,
            128008.183244258,
            308845.2385556657,
            199381.6102207022,
            109463.6283349633
        ],
        [
            420.247843,
            292.23966,
            128.008183,
            308.845239,
            199.38161,
            109.463628
        ],
        [
            0.201735,
            0.140286,
            0.061449,
            0.06762,
            0.052652,
            0.035499
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -204194,
            -142263,
            -101085,
            -3311009,
            -2060131,
            -2035898
        ],
        [
            1.382321,
            1.529705,
            1.233805,
            1.026679,
            1.034417,
            1.018927
        ],
        [
            284,
            142,
            142,
            284,
            142,
            142
        ],
        [
            146,
            74,
            72,
            146,
            74,
            72
        ],
        [
            138,
            68,
            70,
            138,
            68,
            70
        ],
        [
            51.408451,
            52.112676,
            50.704225,
            51.408451,
            52.112676,
            50.704225
        ],
        [
            1.306577,
            1.405675,
            1.199533,
            0.970422,
            0.950545,
            0.990624
        ],
        [
            70236,
            70236,
            46668,
            1051442,
            783845,
            1051442
        ],
        [
            -39229,
            -39229,
            -30256,
            -1058026,
            -851206,
            -1058026
        ],
        [
            85,
            80,
            91,
            85,
            80,
            91
        ],
        [
            86,
            71,
            101,
            86,
            71,
            101
        ],
        [
            85,
            89,
            81,
            85,
            89,
            81
        ],
        [
            24418,
            11375,
            13043,
            24418,
            11375,
            13043
        ],
        [
            0,
            0,
            46.537637,
            0,
            0,
            46.537637
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356072,
            -4174,
            -110723,
            -293825,
            -306842,
            -346376
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580860800000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759100051817,
    "expiration_time": 1765576281600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 239,
            "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)