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Trade: XTZ/USDT/360/HMA/MIDPOINT/4848

Strategy
XTZ/USDT/360/HMA/MIDPOINT/4848
Pair
XTZ_USDT
Interval
6h
Score
301116
Daily Profit
0.237156
Profit Factor
1.545343
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
2192.500000
Evaluation Time
2025-09-27 07:48
Expiration Time
2025-11-29 08:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 519964.2814 417791.3021 102172.9793 457359.7952 933800.9881 -476441.1928
Total P&L (%) 519.9643 417.7913 102.173 457.3598 933.801 -476.4412
Avg Daily Profit (%) 0.2372 0.1906 0.0466 0.0784 0.1066 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174462 -134213 -113945 -2993508 -1131406 -2081436
Profit Factor 1.5453 1.8157 1.2315 1.0565 1.2377 0.8858
Total Trades 230 115 115 230 115 115
Winning Trades 92 40 52 92 40 52
Losing Trades 138 75 63 138 75 63
Profitability (%) 40 34.7826 45.2174 40 34.7826 45.2174
Ratio Avg Win / Avg Loss 2.318 3.4044 1.4921 1.5847 2.3208 1.0732
Largest Winning Trade 171677 171677 55273 980557 631645 980557
Largest Losing Trade -45145 -28235 -45145 -920062 -881001 -920062
Avg Bars in Trades 37 41 32 37 41 32
Avg Bars in Winners 53 61 48 53 61 48
Avg Bars in Losers 26 31 19 26 31 19
Bars Traded 8555 4796 3758 8555 4796 3758
Profit Streak 0 0 90.7001 0 0 90.7001
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301116 173468 -131753 -248269 -55616 -579858
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8770,
    "evaluation_days": 2192.5,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1573408800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758948488075,
    "expiration_time": 1764398160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 21,
            "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": [
        [
            519964.2814397238,
            417791.3020963092,
            102172.9793434149,
            457359.795222463,
            933800.9880627726,
            -476441.1928403089
        ],
        [
            519.964281,
            417.791302,
            102.172979,
            457.359795,
            933.800988,
            -476.441193
        ],
        [
            0.237156,
            0.190555,
            0.046601,
            0.078391,
            0.106594,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174462,
            -134213,
            -113945,
            -2993508,
            -1131406,
            -2081436
        ],
        [
            1.545343,
            1.815683,
            1.231546,
            1.05647,
            1.237745,
            0.885783
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            92,
            40,
            52,
            92,
            40,
            52
        ],
        [
            138,
            75,
            63,
            138,
            75,
            63
        ],
        [
            40,
            34.782609,
            45.217391,
            40,
            34.782609,
            45.217391
        ],
        [
            2.318014,
            3.404406,
            1.492065,
            1.584705,
            2.320772,
            1.073161
        ],
        [
            171677,
            171677,
            55273,
            980557,
            631645,
            980557
        ],
        [
            -45145,
            -28235,
            -45145,
            -920062,
            -881001,
            -920062
        ],
        [
            37,
            41,
            32,
            37,
            41,
            32
        ],
        [
            53,
            61,
            48,
            53,
            61,
            48
        ],
        [
            26,
            31,
            19,
            26,
            31,
            19
        ],
        [
            8555,
            4796,
            3758,
            8555,
            4796,
            3758
        ],
        [
            0,
            0,
            90.700093,
            0,
            0,
            90.700093
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301116,
            173468,
            -131753,
            -248269,
            -55616,
            -579858
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8770,
    "evaluation_days": 2192.5,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1573408800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758948488075,
    "expiration_time": 1764398160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 21,
            "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)