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Trade: XTZ/USDT/360/DCM/HWMA/3768

Strategy
XTZ/USDT/360/DCM/HWMA/3768
Pair
XTZ_USDT
Interval
6h
Score
305660
Daily Profit
0.176949
Profit Factor
1.303831
Profitability
46.684350
Streak
0.000000
Best Strategy
Training Data Length
2196.750000
Evaluation Time
2025-09-28 22:13
Expiration Time
2025-12-03 17:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 388713.7724 318414.7349 70299.0376 240785.5888 183117.076 57668.5129
Total P&L (%) 388.7138 318.4147 70.299 240.7856 183.1171 57.6685
Avg Daily Profit (%) 0.1769 0.1449 0.032 0.0558 0.0474 0.0207
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135491 -80451 -114030 -331570 -296548 -285480
Profit Factor 1.3038 1.5406 1.1018 1.0676 1.1106 1.0302
Total Trades 377 189 188 377 189 188
Winning Trades 176 88 88 176 88 88
Losing Trades 201 101 100 201 101 100
Profitability (%) 46.6844 46.5608 46.8085 46.6844 46.5608 46.8085
Ratio Avg Win / Avg Loss 1.489 1.7682 1.2521 1.2192 1.2746 1.1707
Largest Winning Trade 121936 121936 47421 217658 217658 82980
Largest Losing Trade -38970 -36915 -38970 -173803 -121122 -173803
Avg Bars in Trades 22 20 25 22 20 25
Avg Bars in Winners 27 24 30 27 24 30
Avg Bars in Losers 18 16 20 18 16 20
Bars Traded 8599 3877 4722 8599 3877 4722
Profit Streak 0 0 16.8013 0 0 16.8013
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305660 89906 -258616 -263586 -229140 -353206
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8787,
    "evaluation_days": 2196.75,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1572804000000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759086836572,
    "expiration_time": 1764776376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 140,
            "offset": 23
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08096,
            "nb": 0.35344,
            "nc": 0.1
        }
    }
}
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": [
        [
            388713.7724096688,
            318414.7348553187,
            70299.0375543502,
            240785.5888351704,
            183117.0759655905,
            57668.5128695801
        ],
        [
            388.713772,
            318.414735,
            70.299038,
            240.785589,
            183.117076,
            57.668513
        ],
        [
            0.176949,
            0.144948,
            0.032001,
            0.055829,
            0.047385,
            0.020729
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135491,
            -80451,
            -114030,
            -331570,
            -296548,
            -285480
        ],
        [
            1.303831,
            1.540589,
            1.101829,
            1.06759,
            1.110581,
            1.030248
        ],
        [
            377,
            189,
            188,
            377,
            189,
            188
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            201,
            101,
            100,
            201,
            101,
            100
        ],
        [
            46.68435,
            46.560847,
            46.808511,
            46.68435,
            46.560847,
            46.808511
        ],
        [
            1.489034,
            1.768176,
            1.252079,
            1.219236,
            1.274644,
            1.170737
        ],
        [
            121936,
            121936,
            47421,
            217658,
            217658,
            82980
        ],
        [
            -38970,
            -36915,
            -38970,
            -173803,
            -121122,
            -173803
        ],
        [
            22,
            20,
            25,
            22,
            20,
            25
        ],
        [
            27,
            24,
            30,
            27,
            24,
            30
        ],
        [
            18,
            16,
            20,
            18,
            16,
            20
        ],
        [
            8599,
            3877,
            4722,
            8599,
            3877,
            4722
        ],
        [
            0,
            0,
            16.801349,
            0,
            0,
            16.801349
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305660,
            89906,
            -258616,
            -263586,
            -229140,
            -353206
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8787,
    "evaluation_days": 2196.75,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1572804000000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759086836572,
    "expiration_time": 1764776376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 140,
            "offset": 23
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08096,
            "nb": 0.35344,
            "nc": 0.1
        }
    }
}

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)