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Trade: XTZ/USDT/240/MIDPOINT/HMA/5249

Strategy
XTZ/USDT/240/MIDPOINT/HMA/5249
Pair
XTZ_USDT
Interval
4h
Score
405529
Daily Profit
0.205775
Profit Factor
1.554484
Profitability
50.326797
Streak
0.000000
Best Strategy
Training Data Length
2200.170000
Evaluation Time
2025-10-02 19:26
Expiration Time
2025-12-07 14:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 452739.816 397127.4465 55612.3695 216036.892 545985.9773 -329949.0854
Total P&L (%) 452.7398 397.1274 55.6124 216.0369 545.986 -329.9491
Avg Daily Profit (%) 0.2058 0.1805 0.0253 0.0523 0.0848 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126636 -120807 -107682 -789317 -435718 -642991
Profit Factor 1.5545 1.9268 1.1433 1.067 1.3232 0.7848
Total Trades 153 77 76 153 77 76
Winning Trades 77 38 39 77 38 39
Losing Trades 76 39 37 76 39 37
Profitability (%) 50.3268 49.3506 51.3158 50.3268 49.3506 51.3158
Ratio Avg Win / Avg Loss 1.5343 1.9775 1.0847 1.0532 1.358 0.7446
Largest Winning Trade 129535 129535 54510 430922 430922 129010
Largest Losing Trade -62357 -32761 -62357 -366774 -288433 -366774
Avg Bars in Trades 84 72 97 84 72 97
Avg Bars in Winners 103 84 121 103 84 121
Avg Bars in Losers 66 60 72 66 60 72
Bars Traded 12976 5559 7417 12976 5559 7417
Profit Streak 0 0 46.8515 0 0 46.8515
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405529 -31097 -271653 -269001 -121268 -629506
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13201,
    "evaluation_days": 2200.17,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571572800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759422373747,
    "expiration_time": 1765109232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 134,
            "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": [
        [
            452739.8160405573,
            397127.446528202,
            55612.3695123552,
            216036.891953831,
            545985.9773210171,
            -329949.0853671861
        ],
        [
            452.739816,
            397.127447,
            55.61237,
            216.036892,
            545.985977,
            -329.949085
        ],
        [
            0.205775,
            0.180499,
            0.025276,
            0.052314,
            0.08483,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126636,
            -120807,
            -107682,
            -789317,
            -435718,
            -642991
        ],
        [
            1.554484,
            1.926757,
            1.143333,
            1.067033,
            1.32315,
            0.784805
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            76,
            39,
            37,
            76,
            39,
            37
        ],
        [
            50.326797,
            49.350649,
            51.315789,
            50.326797,
            49.350649,
            51.315789
        ],
        [
            1.534296,
            1.977461,
            1.084701,
            1.053176,
            1.357969,
            0.744558
        ],
        [
            129535,
            129535,
            54510,
            430922,
            430922,
            129010
        ],
        [
            -62357,
            -32761,
            -62357,
            -366774,
            -288433,
            -366774
        ],
        [
            84,
            72,
            97,
            84,
            72,
            97
        ],
        [
            103,
            84,
            121,
            103,
            84,
            121
        ],
        [
            66,
            60,
            72,
            66,
            60,
            72
        ],
        [
            12976,
            5559,
            7417,
            12976,
            5559,
            7417
        ],
        [
            0,
            0,
            46.851548,
            0,
            0,
            46.851548
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405529,
            -31097,
            -271653,
            -269001,
            -121268,
            -629506
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13201,
    "evaluation_days": 2200.17,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571572800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759422373747,
    "expiration_time": 1765109232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 134,
            "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)