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Trade: XTZ/USDT/720/JMA/DCM/1116

Strategy
XTZ/USDT/720/JMA/DCM/1116
Pair
XTZ_USDT
Interval
12h
Score
419444
Daily Profit
0.247341
Profit Factor
1.544618
Profitability
46.666667
Streak
4.703706
Best Strategy
Training Data Length
2199.000000
Evaluation Time
2025-09-30 19:53
Expiration Time
2025-12-05 13:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 543901.8954 408496.2834 135405.6121 1119264.3272 502891.0309 616373.2963
Total P&L (%) 543.9019 408.4963 135.4056 1119.2643 502.891 616.3733
Avg Daily Profit (%) 0.2473 0.1858 0.0616 0.1138 0.0817 0.0896
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96016 -73368 -64446 -1381958 -910172 -693998
Profit Factor 1.5446 1.886 1.2519 1.1303 1.1144 1.1471
Total Trades 210 105 105 210 105 105
Winning Trades 98 50 48 98 50 48
Losing Trades 112 55 57 112 55 57
Profitability (%) 46.6667 47.619 45.7143 46.6667 47.619 45.7143
Ratio Avg Win / Avg Loss 1.7653 2.0746 1.4866 1.2918 1.2258 1.3622
Largest Winning Trade 130398 130398 54188 584144 422619 584144
Largest Losing Trade -33232 -22214 -33232 -436692 -422692 -436692
Avg Bars in Trades 20 20 20 20 20 20
Avg Bars in Winners 24 23 26 24 23 26
Avg Bars in Losers 16 18 15 16 18 15
Bars Traded 4295 2172 2123 4295 2172 2123
Profit Streak 4.7037 5.2037 0 4.7037 5.2037 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 419444 391312 -112578 -117298 -178316 -133356
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4398,
    "evaluation_days": 2199,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1572177600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759251200196,
    "expiration_time": 1764933408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 19,
            "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": [
        [
            543901.89543861,
            408496.2833523242,
            135405.6120862862,
            1119264.3271723597,
            502891.0309182538,
            616373.2962541059
        ],
        [
            543.901895,
            408.496283,
            135.405612,
            1119.264327,
            502.891031,
            616.373296
        ],
        [
            0.247341,
            0.185765,
            0.061576,
            0.113791,
            0.081733,
            0.089582
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96016,
            -73368,
            -64446,
            -1381958,
            -910172,
            -693998
        ],
        [
            1.544618,
            1.886027,
            1.251851,
            1.130344,
            1.114394,
            1.147074
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            98,
            50,
            48,
            98,
            50,
            48
        ],
        [
            112,
            55,
            57,
            112,
            55,
            57
        ],
        [
            46.666667,
            47.619048,
            45.714286,
            46.666667,
            47.619048,
            45.714286
        ],
        [
            1.765278,
            2.07463,
            1.486573,
            1.291821,
            1.225833,
            1.362151
        ],
        [
            130398,
            130398,
            54188,
            584144,
            422619,
            584144
        ],
        [
            -33232,
            -22214,
            -33232,
            -436692,
            -422692,
            -436692
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            24,
            23,
            26,
            24,
            23,
            26
        ],
        [
            16,
            18,
            15,
            16,
            18,
            15
        ],
        [
            4295,
            2172,
            2123,
            4295,
            2172,
            2123
        ],
        [
            4.703706,
            5.203706,
            0,
            4.703706,
            5.203706,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419444,
            391312,
            -112578,
            -117298,
            -178316,
            -133356
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4398,
    "evaluation_days": 2199,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1572177600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759251200196,
    "expiration_time": 1764933408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 19,
            "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)