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Trade: XTZ/USDT/240/MIDPRICE/MIDPRICE/9854

Strategy
XTZ/USDT/240/MIDPRICE/MIDPRICE/9854
Pair
XTZ_USDT
Interval
4h
Score
324553
Daily Profit
0.149032
Profit Factor
2.245156
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
2197.500000
Evaluation Time
2025-09-30 02:53
Expiration Time
2025-12-04 20:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 364236.7442 327498.8202 36737.9241 -590551.8568 1480419.0675 -2070970.9243
Total P&L (%) 364.2367 327.4988 36.7379 -590.5519 1480.4191 -2070.9709
Avg Daily Profit (%) 0.1658 0.149 0.0167 0 0.1257 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -277444 -148399 -162193 -3076956 -445580 -2874667
Profit Factor 1.6842 2.2452 1.1364 0.8755 2.3248 0.4289
Total Trades 68 34 34 68 34 34
Winning Trades 37 16 21 37 20 17
Losing Trades 31 18 13 31 14 17
Profitability (%) 54.4118 47.0588 61.7647 54.4118 58.8235 50
Ratio Avg Win / Avg Loss 1.4111 2.5258 0.7035 0.7335 1.6274 0.4289
Largest Winning Trade 118280 118280 44229 626697 544522 626697
Largest Losing Trade -136595 -53931 -136595 -2685593 -299642 -2685593
Avg Bars in Trades 190 213 168 190 213 168
Avg Bars in Winners 214 232 200 206 251 153
Avg Bars in Losers 162 196 116 172 159 182
Bars Traded 12969 7253 5716 12969 7253 5716
Profit Streak 39.1623 0 48.4957 0 60.329 0
Trades During Streak 1 0 1 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -102973 324553 -243125 -693705 -18690 -580795
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13185,
    "evaluation_days": 2197.5,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571083200000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759190026409,
    "expiration_time": 1764871920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "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": [
        [
            364236.7442265819,
            327498.8201752941,
            36737.9240512878,
            -590551.8568110566,
            1480419.0674631626,
            -2070970.9242742197
        ],
        [
            364.236744,
            327.49882,
            36.737924,
            -590.551857,
            1480.419067,
            -2070.970924
        ],
        [
            0.165751,
            0.149032,
            0.016718,
            0,
            0.125689,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -277444,
            -148399,
            -162193,
            -3076956,
            -445580,
            -2874667
        ],
        [
            1.684166,
            2.245156,
            1.136388,
            0.875508,
            2.3248,
            0.428891
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            37,
            16,
            21,
            37,
            20,
            17
        ],
        [
            31,
            18,
            13,
            31,
            14,
            17
        ],
        [
            54.411765,
            47.058824,
            61.764706,
            54.411765,
            58.823529,
            50
        ],
        [
            1.411058,
            2.525801,
            0.703479,
            0.733534,
            1.62736,
            0.428891
        ],
        [
            118280,
            118280,
            44229,
            626697,
            544522,
            626697
        ],
        [
            -136595,
            -53931,
            -136595,
            -2685593,
            -299642,
            -2685593
        ],
        [
            190,
            213,
            168,
            190,
            213,
            168
        ],
        [
            214,
            232,
            200,
            206,
            251,
            153
        ],
        [
            162,
            196,
            116,
            172,
            159,
            182
        ],
        [
            12969,
            7253,
            5716,
            12969,
            7253,
            5716
        ],
        [
            39.162343,
            0,
            48.495676,
            0,
            60.329009,
            0
        ],
        [
            1,
            0,
            1,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -102973,
            324553,
            -243125,
            -693705,
            -18690,
            -580795
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13185,
    "evaluation_days": 2197.5,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571083200000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759190026409,
    "expiration_time": 1764871920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "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)