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Trade: XTZ/USDT/720/HILO/SWMA/1239

Strategy
XTZ/USDT/720/HILO/SWMA/1239
Pair
XTZ_USDT
Interval
12h
Score
425341
Daily Profit
0.206735
Profit Factor
1.367072
Profitability
46.632124
Streak
46.247975
Best Strategy
Training Data Length
2201.500000
Evaluation Time
2025-10-03 08:57
Expiration Time
2025-12-08 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 455127.7788 345823.0647 109304.714 618851.1978 359635.4431 259215.7547
Total P&L (%) 455.1278 345.8231 109.3047 618.8512 359.6354 259.2158
Avg Daily Profit (%) 0.2067 0.1571 0.0497 0.0896 0.0693 0.0581
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -238291 -206725 -93145 -1820440 -1761613 -623131
Profit Factor 1.3671 1.5051 1.1969 1.0746 1.0774 1.071
Total Trades 386 193 193 386 193 193
Winning Trades 180 82 98 180 82 98
Losing Trades 206 111 95 206 111 95
Profitability (%) 46.6321 42.487 50.7772 46.6321 42.487 50.7772
Ratio Avg Win / Avg Loss 1.5645 2.0373 1.1602 1.2298 1.4584 1.0382
Largest Winning Trade 79239 79239 36713 529042 529042 260334
Largest Losing Trade -43559 -43559 -27086 -659978 -659978 -436091
Avg Bars in Trades 11 16 5 11 16 5
Avg Bars in Winners 12 21 6 12 21 6
Avg Bars in Losers 9 14 4 9 14 4
Bars Traded 4353 3279 1074 4353 3279 1074
Profit Streak 46.248 46.248 79.748 46.248 46.248 79.748
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425341 306060 -128265 -208861 -237019 -255503
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4403,
    "evaluation_days": 2201.5,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1570363200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759471025098,
    "expiration_time": 1765155888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 25,
            "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": [
        [
            455127.7787604954,
            345823.0647364422,
            109304.7140240534,
            618851.1978444814,
            359635.4431148787,
            259215.7547296027
        ],
        [
            455.127779,
            345.823065,
            109.304714,
            618.851198,
            359.635443,
            259.215755
        ],
        [
            0.206735,
            0.157085,
            0.04965,
            0.089637,
            0.069307,
            0.058102
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -238291,
            -206725,
            -93145,
            -1820440,
            -1761613,
            -623131
        ],
        [
            1.367072,
            1.505063,
            1.196884,
            1.074553,
            1.077369,
            1.070969
        ],
        [
            386,
            193,
            193,
            386,
            193,
            193
        ],
        [
            180,
            82,
            98,
            180,
            82,
            98
        ],
        [
            206,
            111,
            95,
            206,
            111,
            95
        ],
        [
            46.632124,
            42.487047,
            50.777202,
            46.632124,
            42.487047,
            50.777202
        ],
        [
            1.564538,
            2.037341,
            1.160245,
            1.229766,
            1.458389,
            1.038184
        ],
        [
            79239,
            79239,
            36713,
            529042,
            529042,
            260334
        ],
        [
            -43559,
            -43559,
            -27086,
            -659978,
            -659978,
            -436091
        ],
        [
            11,
            16,
            5,
            11,
            16,
            5
        ],
        [
            12,
            21,
            6,
            12,
            21,
            6
        ],
        [
            9,
            14,
            4,
            9,
            14,
            4
        ],
        [
            4353,
            3279,
            1074,
            4353,
            3279,
            1074
        ],
        [
            46.247975,
            46.247976,
            79.747975,
            46.247976,
            46.247976,
            79.747976
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425341,
            306060,
            -128265,
            -208861,
            -237019,
            -255503
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4403,
    "evaluation_days": 2201.5,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1570363200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759471025098,
    "expiration_time": 1765155888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 25,
            "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)