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Trade: XTZ/USDT/360/MIDPRICE/HILO/6906

Strategy
XTZ/USDT/360/MIDPRICE/HILO/6906
Pair
XTZ_USDT
Interval
6h
Score
325629
Daily Profit
0.165511
Profit Factor
1.381696
Profitability
49.785408
Streak
0.000000
Best Strategy
Training Data Length
2207.500000
Evaluation Time
2025-10-09 19:56
Expiration Time
2025-12-14 19:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 365365.6561 306927.5691 58438.087 203939.9015 304626.9251 -100687.0236
Total P&L (%) 365.3657 306.9276 58.4381 203.9399 304.6269 -100.687
Avg Daily Profit (%) 0.1655 0.139 0.0265 0.0504 0.0633 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125441 -138582 -80992 -448610 -314470 -276911
Profit Factor 1.3817 1.657 1.1192 1.1026 1.3023 0.8973
Total Trades 233 117 116 233 117 116
Winning Trades 116 60 56 116 60 56
Losing Trades 117 57 60 117 57 60
Profitability (%) 49.7854 51.2821 48.2759 49.7854 51.2821 48.2759
Ratio Avg Win / Avg Loss 1.3936 1.5742 1.1992 1.1121 1.2372 0.9613
Largest Winning Trade 91919 91919 55321 244382 244382 75951
Largest Losing Trade -36539 -32846 -36539 -159318 -159318 -70749
Avg Bars in Trades 36 27 45 36 27 45
Avg Bars in Winners 42 27 58 42 27 58
Avg Bars in Losers 31 28 33 31 28 33
Bars Traded 8598 3274 5324 8598 3274 5324
Profit Streak 0 0 20.2059 0 0 20.2059
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325629 -4081 -248002 -232165 -108054 -581139
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8830,
    "evaluation_days": 2207.5,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1571724000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760028987572,
    "expiration_time": 1765733040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            365365.6561221941,
            306927.5691187204,
            58438.0870034737,
            203939.9014794742,
            304626.9250550964,
            -100687.0235756223
        ],
        [
            365.365656,
            306.927569,
            58.438087,
            203.939901,
            304.626925,
            -100.687024
        ],
        [
            0.165511,
            0.139039,
            0.026473,
            0.050371,
            0.06334,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125441,
            -138582,
            -80992,
            -448610,
            -314470,
            -276911
        ],
        [
            1.381696,
            1.657037,
            1.119242,
            1.10261,
            1.302346,
            0.897256
        ],
        [
            233,
            117,
            116,
            233,
            117,
            116
        ],
        [
            116,
            60,
            56,
            116,
            60,
            56
        ],
        [
            117,
            57,
            60,
            117,
            57,
            60
        ],
        [
            49.785408,
            51.282051,
            48.275862,
            49.785408,
            51.282051,
            48.275862
        ],
        [
            1.393607,
            1.574186,
            1.199188,
            1.112115,
            1.237229,
            0.961346
        ],
        [
            91919,
            91919,
            55321,
            244382,
            244382,
            75951
        ],
        [
            -36539,
            -32846,
            -36539,
            -159318,
            -159318,
            -70749
        ],
        [
            36,
            27,
            45,
            36,
            27,
            45
        ],
        [
            42,
            27,
            58,
            42,
            27,
            58
        ],
        [
            31,
            28,
            33,
            31,
            28,
            33
        ],
        [
            8598,
            3274,
            5324,
            8598,
            3274,
            5324
        ],
        [
            0,
            0,
            20.205875,
            0,
            0,
            20.205875
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325629,
            -4081,
            -248002,
            -232165,
            -108054,
            -581139
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8830,
    "evaluation_days": 2207.5,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1571724000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760028987572,
    "expiration_time": 1765733040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)