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Trade: XTZ/USDT/240/SWMA/DCM/8594

Strategy
XTZ/USDT/240/SWMA/DCM/8594
Pair
XTZ_USDT
Interval
4h
Score
335948
Daily Profit
0.228653
Profit Factor
2.074884
Profitability
42.045455
Streak
4.196516
Best Strategy
Training Data Length
2192.170000
Evaluation Time
2025-09-26 11:42
Expiration Time
2025-11-29 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 501245.5993 367897.8133 133347.786 1440237.1837 767858.1634 672379.0204
Total P&L (%) 501.2456 367.8978 133.3478 1440.2372 767.8582 672.379
Avg Daily Profit (%) 0.2287 0.1678 0.0608 0.1248 0.0986 0.0933
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71166 -83955 -65235 -944270 -1099805 -559876
Profit Factor 2.0749 2.584 1.5697 1.3004 1.299 1.302
Total Trades 88 44 44 88 44 44
Winning Trades 37 18 19 37 18 19
Losing Trades 51 26 25 51 26 25
Profitability (%) 42.0455 40.9091 43.1818 42.0455 40.9091 43.1818
Ratio Avg Win / Avg Loss 2.86 3.7325 2.0654 1.7925 1.8764 1.7131
Largest Winning Trade 143903 143903 59612 666464 666464 653807
Largest Losing Trade -32570 -32570 -31020 -497870 -465455 -497870
Avg Bars in Trades 146 131 161 146 131 161
Avg Bars in Winners 241 226 255 241 226 255
Avg Bars in Losers 77 64 90 77 64 90
Bars Traded 12884 5764 7120 12884 5764 7120
Profit Streak 4.1965 0 48.0298 4.1965 0 48.0298
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335948 316672 -110461 -27663 -63184 -68389
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13153,
    "evaluation_days": 2192.17,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1572624000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758876178996,
    "expiration_time": 1764397296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 54,
            "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": [
        [
            501245.5993205573,
            367897.8133093344,
            133347.7860112228,
            1440237.1837133255,
            767858.1633632854,
            672379.0203500397
        ],
        [
            501.245599,
            367.897813,
            133.347786,
            1440.237184,
            767.858163,
            672.37902
        ],
        [
            0.228653,
            0.167824,
            0.060829,
            0.124818,
            0.09862,
            0.093298
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71166,
            -83955,
            -65235,
            -944270,
            -1099805,
            -559876
        ],
        [
            2.074884,
            2.584047,
            1.569683,
            1.300405,
            1.299036,
            1.301983
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            42.045455,
            40.909091,
            43.181818,
            42.045455,
            40.909091,
            43.181818
        ],
        [
            2.859975,
            3.732513,
            2.065373,
            1.79245,
            1.876385,
            1.713136
        ],
        [
            143903,
            143903,
            59612,
            666464,
            666464,
            653807
        ],
        [
            -32570,
            -32570,
            -31020,
            -497870,
            -465455,
            -497870
        ],
        [
            146,
            131,
            161,
            146,
            131,
            161
        ],
        [
            241,
            226,
            255,
            241,
            226,
            255
        ],
        [
            77,
            64,
            90,
            77,
            64,
            90
        ],
        [
            12884,
            5764,
            7120,
            12884,
            5764,
            7120
        ],
        [
            4.196516,
            0,
            48.029849,
            4.196516,
            0,
            48.029849
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335948,
            316672,
            -110461,
            -27663,
            -63184,
            -68389
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13153,
    "evaluation_days": 2192.17,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1572624000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758876178996,
    "expiration_time": 1764397296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 54,
            "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)