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Trade: XTZ/USDT/360/DCM/HILO/1668

Strategy
XTZ/USDT/360/DCM/HILO/1668
Pair
XTZ_USDT
Interval
6h
Score
331758
Daily Profit
0.178558
Profit Factor
1.519185
Profitability
45.911950
Streak
0.000000
Best Strategy
Training Data Length
2202.000000
Evaluation Time
2025-10-04 05:26
Expiration Time
2025-12-09 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393184.487 316565.233 76619.2541 275631.867 355259.8523 -79627.9852
Total P&L (%) 393.1845 316.5652 76.6193 275.6319 355.2599 -79.628
Avg Daily Profit (%) 0.1786 0.1438 0.0348 0.0601 0.0689 -0.0722
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108610 -128162 -85428 -413837 -344794 -285379
Profit Factor 1.5192 1.8435 1.2006 1.1362 1.3578 0.9228
Total Trades 159 80 79 159 80 79
Winning Trades 73 35 38 73 35 38
Losing Trades 86 45 41 86 45 41
Profitability (%) 45.912 43.75 48.1013 45.912 43.75 48.1013
Ratio Avg Win / Avg Loss 1.7897 2.3702 1.2954 1.3385 1.7458 0.9956
Largest Winning Trade 103690 103690 48062 258221 258221 131879
Largest Losing Trade -42083 -28946 -42083 -135961 -135961 -125886
Avg Bars in Trades 52 38 67 52 38 67
Avg Bars in Winners 73 51 94 73 51 94
Avg Bars in Losers 35 28 42 35 28 42
Bars Traded 8412 3060 5352 8412 3060 5352
Profit Streak 0 0 53.3518 0 0 53.3518
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331758 -19512 -174070 -184112 -121338 -607911
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8808,
    "evaluation_days": 2202,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1573084800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759544797433,
    "expiration_time": 1765243584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            393184.487012768,
            316565.2329620112,
            76619.2540507569,
            275631.8670436769,
            355259.8522799833,
            -79627.9852363062
        ],
        [
            393.184487,
            316.565233,
            76.619254,
            275.631867,
            355.259852,
            -79.627985
        ],
        [
            0.178558,
            0.143763,
            0.034795,
            0.06012,
            0.068856,
            -0.072227
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108610,
            -128162,
            -85428,
            -413837,
            -344794,
            -285379
        ],
        [
            1.519185,
            1.843482,
            1.200572,
            1.136198,
            1.357836,
            0.922763
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            73,
            35,
            38,
            73,
            35,
            38
        ],
        [
            86,
            45,
            41,
            86,
            45,
            41
        ],
        [
            45.91195,
            43.75,
            48.101266,
            45.91195,
            43.75,
            48.101266
        ],
        [
            1.789725,
            2.370192,
            1.295354,
            1.338535,
            1.745789,
            0.995612
        ],
        [
            103690,
            103690,
            48062,
            258221,
            258221,
            131879
        ],
        [
            -42083,
            -28946,
            -42083,
            -135961,
            -135961,
            -125886
        ],
        [
            52,
            38,
            67,
            52,
            38,
            67
        ],
        [
            73,
            51,
            94,
            73,
            51,
            94
        ],
        [
            35,
            28,
            42,
            35,
            28,
            42
        ],
        [
            8412,
            3060,
            5352,
            8412,
            3060,
            5352
        ],
        [
            0,
            0,
            53.351822,
            0,
            0,
            53.351822
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331758,
            -19512,
            -174070,
            -184112,
            -121338,
            -607911
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8808,
    "evaluation_days": 2202,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1573084800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759544797433,
    "expiration_time": 1765243584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)