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Trade: XTZ/USDT/360/LINREG/HMA/2267

Strategy
XTZ/USDT/360/LINREG/HMA/2267
Pair
XTZ_USDT
Interval
6h
Score
347394
Daily Profit
0.154002
Profit Factor
1.314843
Profitability
50.917431
Streak
44.341681
Best Strategy
Training Data Length
2192.500000
Evaluation Time
2025-09-26 05:12
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 337649.7821 319258.7082 18391.0739 10251.8212 139385.3637 -129133.5425
Total P&L (%) 337.6498 319.2587 18.3911 10.2518 139.3854 -129.1335
Avg Daily Profit (%) 0.154 0.1456 0.0084 0.0045 0.0398 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174785 -111416 -138510 -239006 -110448 -204404
Profit Factor 1.3148 1.6326 1.0324 1.0094 1.2905 0.7871
Total Trades 218 109 109 218 109 109
Winning Trades 111 51 60 111 51 60
Losing Trades 107 58 49 107 58 49
Profitability (%) 50.9174 46.789 55.0459 50.9174 46.789 55.0459
Ratio Avg Win / Avg Loss 1.2675 1.8567 0.8431 0.9731 1.4676 0.6428
Largest Winning Trade 158165 158165 34713 74973 74973 58730
Largest Losing Trade -43349 -43119 -43349 -110448 -110448 -62477
Avg Bars in Trades 39 42 36 39 42 36
Avg Bars in Winners 39 44 36 39 44 36
Avg Bars in Losers 38 40 37 38 40 37
Bars Traded 8563 4579 3983 8563 4579 3983
Profit Streak 44.3417 57.3417 44.3417 44.3417 57.3417 44.3417
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347394 125466 -375201 -554381 -140637 -579833

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": 1571918400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852721295,
    "expiration_time": 1764398160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 113,
            "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": [
        [
            337649.7821017651,
            319258.708164635,
            18391.0739371299,
            10251.821225898,
            139385.3637370938,
            -129133.5425111959
        ],
        [
            337.649782,
            319.258708,
            18.391074,
            10.251821,
            139.385364,
            -129.133543
        ],
        [
            0.154002,
            0.145614,
            0.008388,
            0.004451,
            0.039821,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174785,
            -111416,
            -138510,
            -239006,
            -110448,
            -204404
        ],
        [
            1.314843,
            1.63259,
            1.032393,
            1.009436,
            1.290471,
            0.787116
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            111,
            51,
            60,
            111,
            51,
            60
        ],
        [
            107,
            58,
            49,
            107,
            58,
            49
        ],
        [
            50.917431,
            46.788991,
            55.045872,
            50.917431,
            46.788991,
            55.045872
        ],
        [
            1.267461,
            1.856671,
            0.843121,
            0.97306,
            1.467595,
            0.642812
        ],
        [
            158165,
            158165,
            34713,
            74973,
            74973,
            58730
        ],
        [
            -43349,
            -43119,
            -43349,
            -110448,
            -110448,
            -62477
        ],
        [
            39,
            42,
            36,
            39,
            42,
            36
        ],
        [
            39,
            44,
            36,
            39,
            44,
            36
        ],
        [
            38,
            40,
            37,
            38,
            40,
            37
        ],
        [
            8563,
            4579,
            3983,
            8563,
            4579,
            3983
        ],
        [
            44.341681,
            57.341682,
            44.341681,
            44.341682,
            57.341682,
            44.341682
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347394,
            125466,
            -375201,
            -554381,
            -140637,
            -579833
        ]
    ]
}
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": 1571918400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852721295,
    "expiration_time": 1764398160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 113,
            "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)