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Trade: XTZ/USDT/480/WMA/MIDPOINT/1288

Strategy
XTZ/USDT/480/WMA/MIDPOINT/1288
Pair
XTZ_USDT
Interval
8h
Score
487956
Daily Profit
0.268268
Profit Factor
1.703681
Profitability
51.239669
Streak
0.000000
Best Strategy
Training Data Length
2208.000000
Evaluation Time
2025-10-10 13:30
Expiration Time
2025-12-15 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 592336.3367 417039.4218 175296.9149 2278746.3758 1087656.1688 1191090.207
Total P&L (%) 592.3363 417.0394 175.2969 2278.7464 1087.6562 1191.0902
Avg Daily Profit (%) 0.2683 0.1889 0.0794 0.1436 0.1121 0.1159
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187335 -78514 -138924 -444247 -459389 -323118
Profit Factor 1.7037 1.9796 1.4213 1.9181 1.8207 2.0297
Total Trades 242 121 121 242 121 121
Winning Trades 124 63 61 124 63 61
Losing Trades 118 58 60 118 58 60
Profitability (%) 51.2397 52.0661 50.4132 51.2397 52.0661 50.4132
Ratio Avg Win / Avg Loss 1.6212 1.8225 1.398 1.8253 1.6762 1.9964
Largest Winning Trade 138237 138237 43465 624783 624783 385032
Largest Losing Trade -41402 -35942 -41402 -256987 -253266 -256987
Avg Bars in Trades 26 31 22 26 31 22
Avg Bars in Winners 34 40 28 34 40 28
Avg Bars in Losers 18 21 16 18 21 16
Bars Traded 6465 3789 2676 6465 3789 2676
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 487956 407591 -86026 160894 -39385 -33870
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6624,
    "evaluation_days": 2208,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1572739200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760092204363,
    "expiration_time": 1765777536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 73,
            "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": [
        [
            592336.3367274145,
            417039.4217880759,
            175296.9149393386,
            2278746.3757522516,
            1087656.1687644667,
            1191090.2069877854
        ],
        [
            592.336337,
            417.039422,
            175.296915,
            2278.746376,
            1087.656169,
            1191.090207
        ],
        [
            0.268268,
            0.188877,
            0.079392,
            0.143634,
            0.112136,
            0.115922
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187335,
            -78514,
            -138924,
            -444247,
            -459389,
            -323118
        ],
        [
            1.703681,
            1.979638,
            1.421326,
            1.918086,
            1.820704,
            2.029653
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            124,
            63,
            61,
            124,
            63,
            61
        ],
        [
            118,
            58,
            60,
            118,
            58,
            60
        ],
        [
            51.239669,
            52.066116,
            50.413223,
            51.239669,
            52.066116,
            50.413223
        ],
        [
            1.621245,
            1.822524,
            1.398025,
            1.825276,
            1.676203,
            1.99638
        ],
        [
            138237,
            138237,
            43465,
            624783,
            624783,
            385032
        ],
        [
            -41402,
            -35942,
            -41402,
            -256987,
            -253266,
            -256987
        ],
        [
            26,
            31,
            22,
            26,
            31,
            22
        ],
        [
            34,
            40,
            28,
            34,
            40,
            28
        ],
        [
            18,
            21,
            16,
            18,
            21,
            16
        ],
        [
            6465,
            3789,
            2676,
            6465,
            3789,
            2676
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            487956,
            407591,
            -86026,
            160894,
            -39385,
            -33870
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6624,
    "evaluation_days": 2208,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1572739200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760092204363,
    "expiration_time": 1765777536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 73,
            "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)