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Trade: XTZ/USDT/360/DCM/HWMA/3269

Strategy
XTZ/USDT/360/DCM/HWMA/3269
Pair
XTZ_USDT
Interval
6h
Score
439033
Daily Profit
0.223694
Profit Factor
1.270360
Profitability
53.504274
Streak
7.334000
Best Strategy
Training Data Length
2198.250000
Evaluation Time
2025-09-30 11:00
Expiration Time
2025-12-05 06:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 491735.3477 360522.6485 131212.6993 754195.0788 160979.9586 593215.1202
Total P&L (%) 491.7353 360.5226 131.2127 754.1951 160.98 593.2151
Avg Daily Profit (%) 0.2237 0.164 0.0597 0.0976 0.0436 0.0881
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -198847 -156423 -85412 -9383498 -6386510 -3502403
Profit Factor 1.2704 1.3857 1.1484 1.024 1.0094 1.0418
Total Trades 585 292 293 585 292 293
Winning Trades 313 151 162 313 151 162
Losing Trades 272 141 131 272 141 131
Profitability (%) 53.5043 51.7123 55.2901 53.5043 51.7123 55.2901
Ratio Avg Win / Avg Loss 1.104 1.2939 0.9287 0.8899 0.9425 0.8424
Largest Winning Trade 50293 50293 35599 1732305 1732305 1000563
Largest Losing Trade -41796 -41796 -29921 -1592910 -1592910 -1427119
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 8567 4275 4292 8567 4275 4292
Profit Streak 7.334 0 10.834 7.334 0 10.834
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439033 338121 -169559 -253524 -345039 -248531
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8793,
    "evaluation_days": 2198.25,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1573581600000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759219257631,
    "expiration_time": 1764909864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.63961
        }
    }
}
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": [
        [
            491735.3477372096,
            360522.6484673003,
            131212.6992699084,
            754195.0787764695,
            160979.9585764966,
            593215.1201999728
        ],
        [
            491.735348,
            360.522648,
            131.212699,
            754.195079,
            160.979959,
            593.21512
        ],
        [
            0.223694,
            0.164004,
            0.05969,
            0.097625,
            0.043648,
            0.088117
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -198847,
            -156423,
            -85412,
            -9383498,
            -6386510,
            -3502403
        ],
        [
            1.27036,
            1.385673,
            1.148426,
            1.024021,
            1.009356,
            1.041798
        ],
        [
            585,
            292,
            293,
            585,
            292,
            293
        ],
        [
            313,
            151,
            162,
            313,
            151,
            162
        ],
        [
            272,
            141,
            131,
            272,
            141,
            131
        ],
        [
            53.504274,
            51.712329,
            55.290102,
            53.504274,
            51.712329,
            55.290102
        ],
        [
            1.103955,
            1.293906,
            0.928665,
            0.889884,
            0.942512,
            0.842442
        ],
        [
            50293,
            50293,
            35599,
            1732305,
            1732305,
            1000563
        ],
        [
            -41796,
            -41796,
            -29921,
            -1592910,
            -1592910,
            -1427119
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            8567,
            4275,
            4292,
            8567,
            4275,
            4292
        ],
        [
            7.334,
            0,
            10.834,
            7.334,
            0,
            10.834
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439033,
            338121,
            -169559,
            -253524,
            -345039,
            -248531
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8793,
    "evaluation_days": 2198.25,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1573581600000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759219257631,
    "expiration_time": 1764909864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.63961
        }
    }
}

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)