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Trade: XTZ/USDT/360/DCM/WMA/2403

Strategy
XTZ/USDT/360/DCM/WMA/2403
Pair
XTZ_USDT
Interval
6h
Score
344421
Daily Profit
0.189891
Profit Factor
1.372017
Profitability
50.943396
Streak
0.000000
Best Strategy
Training Data Length
2198.000000
Evaluation Time
2025-09-30 04:15
Expiration Time
2025-12-05 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 417379.4424 334270.0226 83109.4198 379117.2143 773883.7287 -394766.5144
Total P&L (%) 417.3794 334.27 83.1094 379.1172 773.8837 -394.7665
Avg Daily Profit (%) 0.1899 0.1521 0.0378 0.0713 0.0987 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139418 -115440 -86050 -1005351 -683108 -705440
Profit Factor 1.372 1.5981 1.1476 1.0671 1.276 0.8611
Total Trades 265 133 132 265 133 132
Winning Trades 135 70 65 135 70 65
Losing Trades 130 63 67 130 63 67
Profitability (%) 50.9434 52.6316 49.2424 50.9434 52.6316 49.2424
Ratio Avg Win / Avg Loss 1.3212 1.4383 1.1829 1.0276 1.1484 0.8876
Largest Winning Trade 78948 78948 52167 202715 202715 161800
Largest Losing Trade -45971 -29118 -45971 -346811 -271208 -346811
Avg Bars in Trades 32 30 35 32 30 35
Avg Bars in Winners 36 29 44 36 29 44
Avg Bars in Losers 28 31 26 28 31 26
Bars Traded 8689 4034 4655 8689 4034 4655
Profit Streak 0 0 69.0524 0 0 69.0524
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344421 333239 -200488 -242888 -60747 -580718
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8792,
    "evaluation_days": 2198,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1570903200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759194923669,
    "expiration_time": 1764887616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 44,
            "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": [
        [
            417379.4424031645,
            334270.0226032317,
            83109.4197999325,
            379117.2143097837,
            773883.7286900118,
            -394766.5143802286
        ],
        [
            417.379442,
            334.270023,
            83.10942,
            379.117214,
            773.883729,
            -394.766514
        ],
        [
            0.189891,
            0.152079,
            0.037811,
            0.071307,
            0.098674,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139418,
            -115440,
            -86050,
            -1005351,
            -683108,
            -705440
        ],
        [
            1.372017,
            1.598084,
            1.14761,
            1.067146,
            1.275962,
            0.861087
        ],
        [
            265,
            133,
            132,
            265,
            133,
            132
        ],
        [
            135,
            70,
            65,
            135,
            70,
            65
        ],
        [
            130,
            63,
            67,
            130,
            63,
            67
        ],
        [
            50.943396,
            52.631579,
            49.242424,
            50.943396,
            52.631579,
            49.242424
        ],
        [
            1.321201,
            1.438276,
            1.182921,
            1.027622,
            1.148366,
            0.887582
        ],
        [
            78948,
            78948,
            52167,
            202715,
            202715,
            161800
        ],
        [
            -45971,
            -29118,
            -45971,
            -346811,
            -271208,
            -346811
        ],
        [
            32,
            30,
            35,
            32,
            30,
            35
        ],
        [
            36,
            29,
            44,
            36,
            29,
            44
        ],
        [
            28,
            31,
            26,
            28,
            31,
            26
        ],
        [
            8689,
            4034,
            4655,
            8689,
            4034,
            4655
        ],
        [
            0,
            0,
            69.052357,
            0,
            0,
            69.052357
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344421,
            333239,
            -200488,
            -242888,
            -60747,
            -580718
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8792,
    "evaluation_days": 2198,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1570903200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759194923669,
    "expiration_time": 1764887616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 44,
            "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)