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Trade: XTZ/USDT/240/HILO/ZLMA/3212

Strategy
XTZ/USDT/240/HILO/ZLMA/3212
Pair
XTZ_USDT
Interval
4h
Score
397895
Daily Profit
0.179829
Profit Factor
1.253410
Profitability
50.469043
Streak
7.273156
Best Strategy
Training Data Length
2192.170000
Evaluation Time
2025-09-26 21:33
Expiration Time
2025-11-29 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394215.5768 328284.4346 65931.1422 158680.2191 214572.5833 -55892.3642
Total P&L (%) 394.2156 328.2844 65.9311 158.6802 214.5726 -55.8924
Avg Daily Profit (%) 0.1798 0.1498 0.0301 0.0434 0.0523 -0.0373
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161660 -110842 -125050 -317123 -166843 -265323
Profit Factor 1.2534 1.4169 1.0858 1.0725 1.185 0.9457
Total Trades 533 266 267 533 266 267
Winning Trades 269 126 143 269 126 143
Losing Trades 264 140 124 264 140 124
Profitability (%) 50.469 47.3684 53.5581 50.469 47.3684 53.5581
Ratio Avg Win / Avg Loss 1.2301 1.5744 0.9415 1.0525 1.3166 0.8201
Largest Winning Trade 71780 71780 28466 153418 153418 58291
Largest Losing Trade -59361 -41699 -59361 -144907 -144907 -107034
Avg Bars in Trades 24 26 22 24 26 22
Avg Bars in Winners 22 24 21 22 24 21
Avg Bars in Losers 25 28 23 25 28 23
Bars Traded 13002 7047 5955 13002 7047 5955
Profit Streak 7.2732 0 8.9398 7.2732 0 8.9398
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397895 319118 -278524 -272011 -140068 -578529
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13153,
    "evaluation_days": 2192.17,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571025600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758911600721,
    "expiration_time": 1764397296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 120,
            "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": [
        [
            394215.5767880389,
            328284.4345700915,
            65931.1422179471,
            158680.2190681361,
            214572.5832674807,
            -55892.3641993451
        ],
        [
            394.215577,
            328.284435,
            65.931142,
            158.680219,
            214.572583,
            -55.892364
        ],
        [
            0.179829,
            0.149753,
            0.030076,
            0.043365,
            0.052293,
            -0.037332
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161660,
            -110842,
            -125050,
            -317123,
            -166843,
            -265323
        ],
        [
            1.25341,
            1.416947,
            1.085815,
            1.072452,
            1.184955,
            0.945736
        ],
        [
            533,
            266,
            267,
            533,
            266,
            267
        ],
        [
            269,
            126,
            143,
            269,
            126,
            143
        ],
        [
            264,
            140,
            124,
            264,
            140,
            124
        ],
        [
            50.469043,
            47.368421,
            53.558052,
            50.469043,
            47.368421,
            53.558052
        ],
        [
            1.230112,
            1.574386,
            0.941546,
            1.052518,
            1.316617,
            0.820079
        ],
        [
            71780,
            71780,
            28466,
            153418,
            153418,
            58291
        ],
        [
            -59361,
            -41699,
            -59361,
            -144907,
            -144907,
            -107034
        ],
        [
            24,
            26,
            22,
            24,
            26,
            22
        ],
        [
            22,
            24,
            21,
            22,
            24,
            21
        ],
        [
            25,
            28,
            23,
            25,
            28,
            23
        ],
        [
            13002,
            7047,
            5955,
            13002,
            7047,
            5955
        ],
        [
            7.273156,
            0,
            8.939823,
            7.273156,
            0,
            8.939823
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397895,
            319118,
            -278524,
            -272011,
            -140068,
            -578529
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13153,
    "evaluation_days": 2192.17,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571025600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758911600721,
    "expiration_time": 1764397296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 120,
            "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)