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Trade: XTZ/USDT/720/OHLC4/SSF/3586

Strategy
XTZ/USDT/720/OHLC4/SSF/3586
Pair
XTZ_USDT
Interval
12h
Score
436531
Daily Profit
0.204255
Profit Factor
1.900718
Profitability
54.639175
Streak
0.000000
Best Strategy
Training Data Length
2201.500000
Evaluation Time
2025-10-03 09:55
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 449667.5674 335596.0814 114071.486 181826.7101 175669.5055 6157.2045
Total P&L (%) 449.6676 335.5961 114.0715 181.8267 175.6695 6.1572
Avg Daily Profit (%) 0.2043 0.1524 0.0518 0.0471 0.0461 0.0027
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172685 -85761 -119874 -323264 -197299 -180503
Profit Factor 1.9007 2.3278 1.4628 1.2184 1.3814 1.0166
Total Trades 97 49 48 97 49 48
Winning Trades 53 24 29 53 24 29
Losing Trades 44 25 19 44 25 19
Profitability (%) 54.6392 48.9796 60.4167 54.6392 48.9796 60.4167
Ratio Avg Win / Avg Loss 1.578 2.4248 0.9584 1.0115 1.439 0.666
Largest Winning Trade 178462 178462 37395 178462 178462 76146
Largest Losing Trade -83391 -48322 -83391 -166870 -166870 -113261
Avg Bars in Trades 43 41 46 43 41 46
Avg Bars in Winners 47 40 54 47 40 54
Avg Bars in Losers 38 42 34 38 42 34
Bars Traded 4250 2030 2220 4250 2030 2220
Profit Streak 0 0 61.2882 0 0 61.2882
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436531 408489 -122308 -129594 -131096 -556951
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": 1575201600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759474499877,
    "expiration_time": 1765155888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 137
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 177,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            449667.5673899449,
            335596.081362597,
            114071.4860273478,
            181826.7100501449,
            175669.5055007783,
            6157.2045493667
        ],
        [
            449.667567,
            335.596081,
            114.071486,
            181.82671,
            175.669506,
            6.157205
        ],
        [
            0.204255,
            0.15244,
            0.051815,
            0.047075,
            0.046072,
            0.002714
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172685,
            -85761,
            -119874,
            -323264,
            -197299,
            -180503
        ],
        [
            1.900718,
            2.327846,
            1.462774,
            1.2184,
            1.381397,
            1.016554
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            54.639175,
            48.979592,
            60.416667,
            54.639175,
            48.979592,
            60.416667
        ],
        [
            1.577954,
            2.42484,
            0.958369,
            1.011502,
            1.438955,
            0.666018
        ],
        [
            178462,
            178462,
            37395,
            178462,
            178462,
            76146
        ],
        [
            -83391,
            -48322,
            -83391,
            -166870,
            -166870,
            -113261
        ],
        [
            43,
            41,
            46,
            43,
            41,
            46
        ],
        [
            47,
            40,
            54,
            47,
            40,
            54
        ],
        [
            38,
            42,
            34,
            38,
            42,
            34
        ],
        [
            4250,
            2030,
            2220,
            4250,
            2030,
            2220
        ],
        [
            0,
            0,
            61.288193,
            0,
            0,
            61.288193
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436531,
            408489,
            -122308,
            -129594,
            -131096,
            -556951
        ]
    ]
}
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": 1575201600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759474499877,
    "expiration_time": 1765155888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 137
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 177,
            "offset": 0,
            "poles": 3
        }
    }
}

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)