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Trade: XTZ/USDT/480/HLC3/VWAP/5711

Strategy
XTZ/USDT/480/HLC3/VWAP/5711
Pair
XTZ_USDT
Interval
8h
Score
363479
Daily Profit
0.158309
Profit Factor
1.234737
Profitability
54.101562
Streak
3.872603
Best Strategy
Training Data Length
2198.000000
Evaluation Time
2025-09-30 07:56
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 347963.8717 304274.3973 43689.4744 83400.9302 -47945.3747 131346.3049
Total P&L (%) 347.9639 304.2744 43.6895 83.4009 -47.9454 131.3463
Avg Daily Profit (%) 0.1583 0.1384 0.0199 0.0276 -0.0297 0.0382
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156598 -99508 -123729 -549805 -435830 -384381
Profit Factor 1.2347 1.4396 1.0553 1.0232 0.9736 1.0738
Total Trades 512 256 256 512 256 256
Winning Trades 277 137 140 277 137 140
Losing Trades 235 119 116 235 119 116
Profitability (%) 54.1016 53.5156 54.6875 54.1016 53.5156 54.6875
Ratio Avg Win / Avg Loss 1.0475 1.2504 0.8744 0.868 0.8457 0.8897
Largest Winning Trade 68218 68218 50024 135428 135428 91702
Largest Losing Trade -48013 -42767 -48013 -224615 -128355 -224615
Avg Bars in Trades 12 13 12 12 13 12
Avg Bars in Winners 12 13 12 12 13 12
Avg Bars in Losers 12 13 12 12 13 12
Bars Traded 6579 3472 3107 6579 3472 3107
Profit Streak 3.8726 4.2059 0 3.8726 4.2059 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363479 -5804 -327899 -349549 -579288 -281282
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6594,
    "evaluation_days": 2198,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1569312000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759208192920,
    "expiration_time": 1764887616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            347963.8717010902,
            304274.3973052012,
            43689.4743958887,
            83400.9302082296,
            -47945.3747354688,
            131346.3049436986
        ],
        [
            347.963872,
            304.274397,
            43.689474,
            83.40093,
            -47.945375,
            131.346305
        ],
        [
            0.158309,
            0.138432,
            0.019877,
            0.027597,
            -0.029699,
            0.038167
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156598,
            -99508,
            -123729,
            -549805,
            -435830,
            -384381
        ],
        [
            1.234737,
            1.439561,
            1.055294,
            1.023189,
            0.973603,
            1.073781
        ],
        [
            512,
            256,
            256,
            512,
            256,
            256
        ],
        [
            277,
            137,
            140,
            277,
            137,
            140
        ],
        [
            235,
            119,
            116,
            235,
            119,
            116
        ],
        [
            54.101562,
            53.515625,
            54.6875,
            54.101562,
            53.515625,
            54.6875
        ],
        [
            1.047521,
            1.250422,
            0.874386,
            0.868048,
            0.845685,
            0.889704
        ],
        [
            68218,
            68218,
            50024,
            135428,
            135428,
            91702
        ],
        [
            -48013,
            -42767,
            -48013,
            -224615,
            -128355,
            -224615
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            6579,
            3472,
            3107,
            6579,
            3472,
            3107
        ],
        [
            3.872603,
            4.205936,
            0,
            3.872603,
            4.205937,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363479,
            -5804,
            -327899,
            -349549,
            -579288,
            -281282
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6594,
    "evaluation_days": 2198,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1569312000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759208192920,
    "expiration_time": 1764887616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)