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Trade: XTZ/USDT/120/RMA/SWMA/9958

Strategy
XTZ/USDT/120/RMA/SWMA/9958
Pair
XTZ_USDT
Interval
2h
Score
391180
Daily Profit
0.206082
Profit Factor
1.723207
Profitability
55.652174
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-05 18:34
Expiration Time
2025-12-19 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 429337.4053 279919.1967 149418.2086 507804.9594 166696.2941 341108.6652
Total P&L (%) 429.3374 279.9192 149.4182 507.805 166.6963 341.1087
Avg Daily Profit (%) 0.2061 0.1344 0.0717 0.0867 0.0471 0.0713
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89147 -84416 -50839 -312069 -295117 -125740
Profit Factor 1.7232 1.8783 1.5434 1.3356 1.1867 1.5499
Total Trades 115 58 57 115 58 57
Winning Trades 64 28 36 64 28 36
Losing Trades 51 30 21 51 30 21
Profitability (%) 55.6522 48.2759 63.1579 55.6522 48.2759 63.1579
Ratio Avg Win / Avg Loss 1.3732 2.0125 0.9003 1.0643 1.2714 0.9041
Largest Winning Trade 105993 105993 51703 337669 337669 190026
Largest Losing Trade -53077 -53077 -38146 -163477 -163477 -125740
Avg Bars in Trades 214 175 254 214 175 254
Avg Bars in Winners 255 219 284 255 219 284
Avg Bars in Losers 162 134 201 162 134 201
Bars Traded 24666 10181 14485 24666 10181 14485
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391180 -190818 -275623 -75501 -325933 -276194
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579608000000,
    "first_datapoint_time": 1580752800000,
    "last_datapoint_time": 1759672800000,
    "evaluation_time": 1759678443460,
    "expiration_time": 1766152800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 160,
            "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": [
        [
            429337.4053056354,
            279919.1967220253,
            149418.2085836104,
            507804.959361936,
            166696.2941261441,
            341108.6652357917
        ],
        [
            429.337405,
            279.919197,
            149.418209,
            507.804959,
            166.696294,
            341.108665
        ],
        [
            0.206082,
            0.134361,
            0.071721,
            0.086662,
            0.047096,
            0.071263
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89147,
            -84416,
            -50839,
            -312069,
            -295117,
            -125740
        ],
        [
            1.723207,
            1.878291,
            1.543441,
            1.335563,
            1.186665,
            1.549937
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            64,
            28,
            36,
            64,
            28,
            36
        ],
        [
            51,
            30,
            21,
            51,
            30,
            21
        ],
        [
            55.652174,
            48.275862,
            63.157895,
            55.652174,
            48.275862,
            63.157895
        ],
        [
            1.373181,
            2.012455,
            0.90034,
            1.064277,
            1.271427,
            0.90413
        ],
        [
            105993,
            105993,
            51703,
            337669,
            337669,
            190026
        ],
        [
            -53077,
            -53077,
            -38146,
            -163477,
            -163477,
            -125740
        ],
        [
            214,
            175,
            254,
            214,
            175,
            254
        ],
        [
            255,
            219,
            284,
            255,
            219,
            284
        ],
        [
            162,
            134,
            201,
            162,
            134,
            201
        ],
        [
            24666,
            10181,
            14485,
            24666,
            10181,
            14485
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391180,
            -190818,
            -275623,
            -75501,
            -325933,
            -276194
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579608000000,
    "first_datapoint_time": 1580752800000,
    "last_datapoint_time": 1759672800000,
    "evaluation_time": 1759678443460,
    "expiration_time": 1766152800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 160,
            "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)