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Trade: XTZ/USDT/720/BBL/KCU/8378

Strategy
XTZ/USDT/720/BBL/KCU/8378
Pair
XTZ_USDT
Interval
12h
Score
470877
Daily Profit
0.184939
Profit Factor
2.016535
Profitability
70.093458
Streak
82.248868
Best Strategy
Training Data Length
2210.000000
Evaluation Time
2025-10-11 20:58
Expiration Time
2025-12-16 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 408715.6013 282100.766 126614.8353 519499.8765 -296862.1488 816362.0252
Total P&L (%) 408.7156 282.1008 126.6148 519.4999 -296.8621 816.362
Avg Daily Profit (%) 0.1849 0.1276 0.0573 0.0826 0 0.1003
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117718 -116812 -66994 -1829811 -1832849 -200489
Profit Factor 2.0165 2.4486 1.6107 1.1841 0.864 2.2766
Total Trades 107 53 54 107 53 54
Winning Trades 75 39 36 75 39 36
Losing Trades 32 14 18 32 14 18
Profitability (%) 70.0935 73.5849 66.6667 70.0935 73.5849 66.6667
Ratio Avg Win / Avg Loss 0.8604 0.879 0.8053 0.5052 0.3102 1.1383
Largest Winning Trade 74514 74514 34709 442563 442563 214089
Largest Losing Trade -80043 -80043 -66994 -1678533 -1678533 -162548
Avg Bars in Trades 38 63 13 38 63 13
Avg Bars in Winners 12 13 11 12 13 11
Avg Bars in Losers 98 202 18 98 202 18
Bars Traded 4089 3365 724 4089 3365 724
Profit Streak 82.2489 82.2489 291.7489 82.2489 82.2489 291.7489
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 470877 -197162 -292372 -97494 -757218 -231676
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4420,
    "evaluation_days": 2210,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1578787200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760205502207,
    "expiration_time": 1765912320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 5,
            "offset": 0,
            "std": 2.24971
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 221,
            "offset": 118,
            "scalar": 2
        }
    }
}
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": [
        [
            408715.601273433,
            282100.7659658224,
            126614.8353076105,
            519499.8764734524,
            -296862.1487542584,
            816362.0252277101
        ],
        [
            408.715601,
            282.100766,
            126.614835,
            519.499876,
            -296.862149,
            816.362025
        ],
        [
            0.184939,
            0.127647,
            0.057292,
            0.082556,
            0,
            0.100287
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117718,
            -116812,
            -66994,
            -1829811,
            -1832849,
            -200489
        ],
        [
            2.016535,
            2.448614,
            1.610696,
            1.184074,
            0.863996,
            2.276593
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            75,
            39,
            36,
            75,
            39,
            36
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            70.093458,
            73.584906,
            66.666667,
            70.093458,
            73.584906,
            66.666667
        ],
        [
            0.860388,
            0.87899,
            0.805348,
            0.505205,
            0.310152,
            1.138296
        ],
        [
            74514,
            74514,
            34709,
            442563,
            442563,
            214089
        ],
        [
            -80043,
            -80043,
            -66994,
            -1678533,
            -1678533,
            -162548
        ],
        [
            38,
            63,
            13,
            38,
            63,
            13
        ],
        [
            12,
            13,
            11,
            12,
            13,
            11
        ],
        [
            98,
            202,
            18,
            98,
            202,
            18
        ],
        [
            4089,
            3365,
            724,
            4089,
            3365,
            724
        ],
        [
            82.248868,
            82.248868,
            291.748868,
            82.248868,
            82.248868,
            291.748868
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470877,
            -197162,
            -292372,
            -97494,
            -757218,
            -231676
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4420,
    "evaluation_days": 2210,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1578787200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760205502207,
    "expiration_time": 1765912320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 5,
            "offset": 0,
            "std": 2.24971
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 221,
            "offset": 118,
            "scalar": 2
        }
    }
}

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)