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Trade: XTZ/USDT/360/ZLMA/HMA/6625

Strategy
XTZ/USDT/360/ZLMA/HMA/6625
Pair
XTZ_USDT
Interval
6h
Score
397036
Daily Profit
0.177552
Profit Factor
1.587936
Profitability
53.703704
Streak
47.433214
Best Strategy
Training Data Length
2192.500000
Evaluation Time
2025-09-26 07:23
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 389282.5374 314612.8221 74669.7153 192941.097 325824.1653 -132883.0682
Total P&L (%) 389.2825 314.6128 74.6697 192.9411 325.8242 -132.8831
Avg Daily Profit (%) 0.1776 0.1435 0.0341 0.049 0.0661 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150185 -136137 -100546 -637306 -296399 -458564
Profit Factor 1.5879 1.8513 1.2552 1.1274 1.4209 0.8205
Total Trades 108 54 54 108 54 54
Winning Trades 58 29 29 58 29 29
Losing Trades 50 25 25 50 25 25
Profitability (%) 53.7037 53.7037 53.7037 53.7037 53.7037 53.7037
Ratio Avg Win / Avg Loss 1.3689 1.5959 1.0821 0.9719 1.2249 0.7073
Largest Winning Trade 128917 128917 37672 263212 263212 120411
Largest Losing Trade -49446 -41918 -49446 -275400 -126629 -275400
Avg Bars in Trades 76 82 70 76 82 70
Avg Bars in Winners 79 79 79 79 79 79
Avg Bars in Losers 72 84 59 72 84 59
Bars Traded 8233 4442 3791 8233 4442 3791
Profit Streak 47.4332 47.4332 73.9332 47.4332 47.4332 73.9332
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397036 -176981 -326195 -207716 -282860 -759387
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": 1574402400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860629717,
    "expiration_time": 1764398160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 224,
            "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": [
        [
            389282.5373761574,
            314612.8220823435,
            74669.7152938139,
            192941.0970323821,
            325824.1652587927,
            -132883.0682264104
        ],
        [
            389.282537,
            314.612822,
            74.669715,
            192.941097,
            325.824165,
            -132.883068
        ],
        [
            0.177552,
            0.143495,
            0.034057,
            0.049034,
            0.066104,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150185,
            -136137,
            -100546,
            -637306,
            -296399,
            -458564
        ],
        [
            1.587936,
            1.851281,
            1.255245,
            1.127408,
            1.420919,
            0.820495
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            53.703704,
            53.703704,
            53.703704,
            53.703704,
            53.703704,
            53.703704
        ],
        [
            1.36891,
            1.595932,
            1.082108,
            0.971903,
            1.22493,
            0.707324
        ],
        [
            128917,
            128917,
            37672,
            263212,
            263212,
            120411
        ],
        [
            -49446,
            -41918,
            -49446,
            -275400,
            -126629,
            -275400
        ],
        [
            76,
            82,
            70,
            76,
            82,
            70
        ],
        [
            79,
            79,
            79,
            79,
            79,
            79
        ],
        [
            72,
            84,
            59,
            72,
            84,
            59
        ],
        [
            8233,
            4442,
            3791,
            8233,
            4442,
            3791
        ],
        [
            47.433214,
            47.433214,
            73.933214,
            47.433214,
            47.433214,
            73.933214
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397036,
            -176981,
            -326195,
            -207716,
            -282860,
            -759387
        ]
    ]
}
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": 1574402400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860629717,
    "expiration_time": 1764398160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 224,
            "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)