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Trade: XTZ/USDT/120/MIDPRICE/KCB/9989

Strategy
XTZ/USDT/120/MIDPRICE/KCB/9989
Pair
XTZ_USDT
Interval
2h
Score
372259
Daily Profit
0.207978
Profit Factor
1.494239
Profitability
48.000000
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-01 07:43
Expiration Time
2025-12-15 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 433286.803 295664.2959 137622.5071 394468.8971 803797.884 -409328.9868
Total P&L (%) 433.2868 295.6643 137.6225 394.4689 803.7979 -409.329
Avg Daily Profit (%) 0.208 0.1419 0.0661 0.0767 0.1057 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151119 -116103 -81639 -1050360 -548126 -698251
Profit Factor 1.4942 1.6646 1.3187 1.085 1.3604 0.8304
Total Trades 200 100 100 200 100 100
Winning Trades 96 40 56 96 40 56
Losing Trades 104 60 44 104 60 44
Profitability (%) 48 40 56 48 40 56
Ratio Avg Win / Avg Loss 1.6188 2.4969 1.0361 1.1754 2.0405 0.6524
Largest Winning Trade 111260 111260 59954 525036 525036 156751
Largest Losing Trade -45230 -26138 -45230 -463948 -272135 -463948
Avg Bars in Trades 121 108 135 121 108 135
Avg Bars in Winners 164 147 176 164 147 176
Avg Bars in Losers 82 83 81 82 83 81
Bars Traded 24397 10897 13500 24397 10897 13500
Profit Streak 0 0 48.1134 0 0 48.1134
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372259 -4604 -103050 -217287 -54035 -579298
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579226400000,
    "first_datapoint_time": 1580968800000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759293795062,
    "expiration_time": 1765771200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 61,
            "offset": 0,
            "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": [
        [
            433286.802972244,
            295664.2959018546,
            137622.5070703901,
            394468.8971402674,
            803797.8839562538,
            -409328.9868159862
        ],
        [
            433.286803,
            295.664296,
            137.622507,
            394.468897,
            803.797884,
            -409.328987
        ],
        [
            0.207978,
            0.141919,
            0.066059,
            0.076749,
            0.105725,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151119,
            -116103,
            -81639,
            -1050360,
            -548126,
            -698251
        ],
        [
            1.494239,
            1.664627,
            1.318705,
            1.08495,
            1.36036,
            0.830367
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            96,
            40,
            56,
            96,
            40,
            56
        ],
        [
            104,
            60,
            44,
            104,
            60,
            44
        ],
        [
            48,
            40,
            56,
            48,
            40,
            56
        ],
        [
            1.618759,
            2.496941,
            1.036126,
            1.175362,
            2.04054,
            0.652431
        ],
        [
            111260,
            111260,
            59954,
            525036,
            525036,
            156751
        ],
        [
            -45230,
            -26138,
            -45230,
            -463948,
            -272135,
            -463948
        ],
        [
            121,
            108,
            135,
            121,
            108,
            135
        ],
        [
            164,
            147,
            176,
            164,
            147,
            176
        ],
        [
            82,
            83,
            81,
            82,
            83,
            81
        ],
        [
            24397,
            10897,
            13500,
            24397,
            10897,
            13500
        ],
        [
            0,
            0,
            48.113369,
            0,
            0,
            48.113369
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372259,
            -4604,
            -103050,
            -217287,
            -54035,
            -579298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579226400000,
    "first_datapoint_time": 1580968800000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759293795062,
    "expiration_time": 1765771200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 61,
            "offset": 0,
            "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)