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Trade: XTZ/USDT/360/MIDPRICE/ZLMA/8546

Strategy
XTZ/USDT/360/MIDPRICE/ZLMA/8546
Pair
XTZ_USDT
Interval
6h
Score
349099
Daily Profit
0.151357
Profit Factor
2.115700
Profitability
45.833333
Streak
0.000000
Best Strategy
Training Data Length
2198.250000
Evaluation Time
2025-09-30 12:19
Expiration Time
2025-12-05 06:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 416205.5565 332721.0596 83484.4969 454595.6306 456976.5904 -2380.9598
Total P&L (%) 416.2056 332.7211 83.4845 454.5956 456.9766 -2.381
Avg Daily Profit (%) 0.1893 0.1514 0.038 0.078 0.0782 -0.0011
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144769 -124933 -73739 -771941 -563019 -418873
Profit Factor 1.7124 2.1157 1.2919 1.1645 1.3192 0.9982
Total Trades 95 48 47 95 48 47
Winning Trades 44 22 22 44 22 22
Losing Trades 51 26 25 51 26 25
Profitability (%) 46.3158 45.8333 46.8085 46.3158 45.8333 46.8085
Ratio Avg Win / Avg Loss 1.9848 2.5004 1.468 1.3498 1.5591 1.1343
Largest Winning Trade 130089 130089 48314 419768 419768 196403
Largest Losing Trade -42732 -29991 -42732 -237584 -237584 -206390
Avg Bars in Trades 88 69 108 88 69 108
Avg Bars in Winners 142 111 172 142 111 172
Avg Bars in Losers 41 32 50 41 32 50
Bars Traded 8389 3312 5077 8389 3312 5077
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345439 349099 -143294 -129564 -88820 -580271
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8793,
    "evaluation_days": 2198.25,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1572436800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759223942030,
    "expiration_time": 1764909864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "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": [
        [
            416205.5564879326,
            332721.0595903167,
            83484.4968976162,
            454595.6306200951,
            456976.5904400084,
            -2380.9598199137
        ],
        [
            416.205556,
            332.72106,
            83.484497,
            454.595631,
            456.97659,
            -2.38096
        ],
        [
            0.189335,
            0.151357,
            0.037978,
            0.077959,
            0.078154,
            -0.001096
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144769,
            -124933,
            -73739,
            -771941,
            -563019,
            -418873
        ],
        [
            1.712355,
            2.1157,
            1.291853,
            1.164548,
            1.319249,
            0.998212
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            46.315789,
            45.833333,
            46.808511,
            46.315789,
            45.833333,
            46.808511
        ],
        [
            1.984775,
            2.500373,
            1.468015,
            1.349817,
            1.559113,
            1.134331
        ],
        [
            130089,
            130089,
            48314,
            419768,
            419768,
            196403
        ],
        [
            -42732,
            -29991,
            -42732,
            -237584,
            -237584,
            -206390
        ],
        [
            88,
            69,
            108,
            88,
            69,
            108
        ],
        [
            142,
            111,
            172,
            142,
            111,
            172
        ],
        [
            41,
            32,
            50,
            41,
            32,
            50
        ],
        [
            8389,
            3312,
            5077,
            8389,
            3312,
            5077
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345439,
            349099,
            -143294,
            -129564,
            -88820,
            -580271
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8793,
    "evaluation_days": 2198.25,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1572436800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759223942030,
    "expiration_time": 1764909864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "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)