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Trade: XTZ/USDT/360/MIDPRICE/DCM/2990

Strategy
XTZ/USDT/360/MIDPRICE/DCM/2990
Pair
XTZ_USDT
Interval
6h
Score
326426
Daily Profit
0.153064
Profit Factor
2.346882
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
2206.000000
Evaluation Time
2025-10-08 04:48
Expiration Time
2025-12-13 06:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 388307.4906 337658.7008 50648.7898 -791188.2433 683666.2159 -1474854.4592
Total P&L (%) 388.3075 337.6587 50.6488 -791.1882 683.6662 -1474.8545
Avg Daily Profit (%) 0.176 0.1531 0.023 0 0.0934 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -228630 -123379 -156196 -2110587 -382879 -1881513
Profit Factor 1.7491 2.3469 1.1892 0.7831 1.5876 0.4063
Total Trades 74 37 37 74 37 37
Winning Trades 35 16 19 39 21 18
Losing Trades 39 21 18 35 16 19
Profitability (%) 47.2973 43.2432 51.3514 52.7027 56.7568 48.6486
Ratio Avg Win / Avg Loss 1.949 3.0803 1.1266 0.7028 1.2096 0.4289
Largest Winning Trade 119688 119688 44883 367466 284591 367466
Largest Losing Trade -135640 -55608 -135640 -1569654 -310726 -1569654
Avg Bars in Trades 116 123 109 116 123 109
Avg Bars in Winners 160 162 159 106 133 74
Avg Bars in Losers 77 94 57 128 110 143
Bars Traded 8647 4578 4069 8647 4578 4069
Profit Streak 47.0757 0 56.3257 0 68.8257 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 -58537 326426 -175139 -649205 -64614 -581298
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8824,
    "evaluation_days": 2206,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1570968000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759888139287,
    "expiration_time": 1765599552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 38,
            "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": [
        [
            388307.4906199625,
            337658.7007975313,
            50648.7898224312,
            -791188.2433151159,
            683666.2159326414,
            -1474854.459247758
        ],
        [
            388.307491,
            337.658701,
            50.64879,
            -791.188243,
            683.666216,
            -1474.854459
        ],
        [
            0.176023,
            0.153064,
            0.02296,
            0,
            0.093371,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -228630,
            -123379,
            -156196,
            -2110587,
            -382879,
            -1881513
        ],
        [
            1.749072,
            2.346882,
            1.189208,
            0.783113,
            1.587567,
            0.406349
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            35,
            16,
            19,
            39,
            21,
            18
        ],
        [
            39,
            21,
            18,
            35,
            16,
            19
        ],
        [
            47.297297,
            43.243243,
            51.351351,
            52.702703,
            56.756757,
            48.648649
        ],
        [
            1.948966,
            3.080282,
            1.126618,
            0.702794,
            1.209575,
            0.428924
        ],
        [
            119688,
            119688,
            44883,
            367466,
            284591,
            367466
        ],
        [
            -135640,
            -55608,
            -135640,
            -1569654,
            -310726,
            -1569654
        ],
        [
            116,
            123,
            109,
            116,
            123,
            109
        ],
        [
            160,
            162,
            159,
            106,
            133,
            74
        ],
        [
            77,
            94,
            57,
            128,
            110,
            143
        ],
        [
            8647,
            4578,
            4069,
            8647,
            4578,
            4069
        ],
        [
            47.075686,
            0,
            56.325686,
            0,
            68.825686,
            0
        ],
        [
            1,
            0,
            1,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -58537,
            326426,
            -175139,
            -649205,
            -64614,
            -581298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8824,
    "evaluation_days": 2206,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1570968000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759888139287,
    "expiration_time": 1765599552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 38,
            "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)