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Trade: XTZ/USDT/120/MIDPRICE/HMA/2410

Strategy
XTZ/USDT/120/MIDPRICE/HMA/2410
Pair
XTZ_USDT
Interval
2h
Score
346872
Daily Profit
0.174002
Profit Factor
1.278281
Profitability
51.500000
Streak
0.000000
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-10-03 18:40
Expiration Time
2025-12-17 15:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 362460.3835 240527.4424 121932.9411 206542.4612 289358.9783 -82816.5172
Total P&L (%) 362.4604 240.5274 121.9329 206.5425 289.359 -82.8165
Avg Daily Profit (%) 0.174 0.1155 0.0585 0.0538 0.0653 -0.0845
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165053 -150391 -82698 -934841 -566232 -478997
Profit Factor 1.2783 1.3691 1.1873 1.0609 1.173 0.9518
Total Trades 400 200 200 400 200 200
Winning Trades 206 98 108 206 98 108
Losing Trades 194 102 92 194 102 92
Profitability (%) 51.5 49 54 51.5 49 54
Ratio Avg Win / Avg Loss 1.2038 1.425 1.0114 0.9991 1.2209 0.8108
Largest Winning Trade 68525 68525 36730 331460 331460 104197
Largest Losing Trade -39603 -25837 -39603 -330978 -221528 -330978
Avg Bars in Trades 61 57 64 61 57 64
Avg Bars in Winners 59 52 65 59 52 65
Avg Bars in Losers 62 61 63 62 61 63
Bars Traded 24418 11482 12936 24418 11482 12936
Profit Streak 0 0 50.903 0 0 50.903
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346872 -38241 -127205 -273968 -135881 -578778
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579456800000,
    "first_datapoint_time": 1581134400000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759506020049,
    "expiration_time": 1765979222400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 221,
            "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": [
        [
            362460.383529332,
            240527.4423863129,
            121932.9411430193,
            206542.4611683959,
            289358.9783385377,
            -82816.5171701411
        ],
        [
            362.460384,
            240.527442,
            121.932941,
            206.542461,
            289.358978,
            -82.816517
        ],
        [
            0.174002,
            0.115467,
            0.058535,
            0.05379,
            0.065277,
            -0.084513
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165053,
            -150391,
            -82698,
            -934841,
            -566232,
            -478997
        ],
        [
            1.278281,
            1.369101,
            1.187347,
            1.060933,
            1.173012,
            0.951771
        ],
        [
            400,
            200,
            200,
            400,
            200,
            200
        ],
        [
            206,
            98,
            108,
            206,
            98,
            108
        ],
        [
            194,
            102,
            92,
            194,
            102,
            92
        ],
        [
            51.5,
            49,
            54,
            51.5,
            49,
            54
        ],
        [
            1.203818,
            1.424983,
            1.011444,
            0.999131,
            1.22089,
            0.810768
        ],
        [
            68525,
            68525,
            36730,
            331460,
            331460,
            104197
        ],
        [
            -39603,
            -25837,
            -39603,
            -330978,
            -221528,
            -330978
        ],
        [
            61,
            57,
            64,
            61,
            57,
            64
        ],
        [
            59,
            52,
            65,
            59,
            52,
            65
        ],
        [
            62,
            61,
            63,
            62,
            61,
            63
        ],
        [
            24418,
            11482,
            12936,
            24418,
            11482,
            12936
        ],
        [
            0,
            0,
            50.90301,
            0,
            0,
            50.90301
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346872,
            -38241,
            -127205,
            -273968,
            -135881,
            -578778
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579456800000,
    "first_datapoint_time": 1581134400000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759506020049,
    "expiration_time": 1765979222400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 221,
            "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)