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Trade: XTZ/USDT/360/ZLMA/PWMA/5885

Strategy
XTZ/USDT/360/ZLMA/PWMA/5885
Pair
XTZ_USDT
Interval
6h
Score
374295
Daily Profit
0.182431
Profit Factor
1.327293
Profitability
51.104101
Streak
13.965170
Best Strategy
Training Data Length
2206.500000
Evaluation Time
2025-10-08 20:09
Expiration Time
2025-12-13 18:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 402534.6432 329418.6439 73115.9993 134242.9353 314348.558 -180105.6228
Total P&L (%) 402.5346 329.4186 73.116 134.2429 314.3486 -180.1056
Avg Daily Profit (%) 0.1824 0.1493 0.0331 0.0386 0.0644 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176435 -146294 -136332 -795332 -322283 -566373
Profit Factor 1.3273 1.5037 1.127 1.0458 1.2184 0.8793
Total Trades 317 158 159 317 158 159
Winning Trades 162 74 88 162 74 88
Losing Trades 155 84 71 155 84 71
Profitability (%) 51.1041 46.8354 55.3459 51.1041 46.8354 55.3459
Ratio Avg Win / Avg Loss 1.2699 1.7069 0.9093 1.0006 1.383 0.7095
Largest Winning Trade 128051 128051 35228 283333 283333 185130
Largest Losing Trade -47332 -26864 -47332 -171055 -152171 -171055
Avg Bars in Trades 27 30 23 27 30 23
Avg Bars in Winners 28 32 24 28 32 24
Avg Bars in Losers 26 28 22 26 28 22
Bars Traded 8585 4817 3768 8585 4817 3768
Profit Streak 13.9652 0 89.2152 13.9652 0 89.2152
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374295 278460 -228413 -308848 -108251 -578039
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8826,
    "evaluation_days": 2206.5,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1572566400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759943390677,
    "expiration_time": 1765644048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 26,
            "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": [
        [
            402534.6431828174,
            329418.6439318645,
            73115.999250953,
            134242.9352761762,
            314348.5580466675,
            -180105.6227704912
        ],
        [
            402.534643,
            329.418644,
            73.115999,
            134.242935,
            314.348558,
            -180.105623
        ],
        [
            0.182431,
            0.149295,
            0.033137,
            0.038584,
            0.064446,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176435,
            -146294,
            -136332,
            -795332,
            -322283,
            -566373
        ],
        [
            1.327293,
            1.503676,
            1.126968,
            1.045786,
            1.218374,
            0.879323
        ],
        [
            317,
            158,
            159,
            317,
            158,
            159
        ],
        [
            162,
            74,
            88,
            162,
            74,
            88
        ],
        [
            155,
            84,
            71,
            155,
            84,
            71
        ],
        [
            51.104101,
            46.835443,
            55.345912,
            51.104101,
            46.835443,
            55.345912
        ],
        [
            1.269941,
            1.706876,
            0.909258,
            1.000598,
            1.383019,
            0.709454
        ],
        [
            128051,
            128051,
            35228,
            283333,
            283333,
            185130
        ],
        [
            -47332,
            -26864,
            -47332,
            -171055,
            -152171,
            -171055
        ],
        [
            27,
            30,
            23,
            27,
            30,
            23
        ],
        [
            28,
            32,
            24,
            28,
            32,
            24
        ],
        [
            26,
            28,
            22,
            26,
            28,
            22
        ],
        [
            8585,
            4817,
            3768,
            8585,
            4817,
            3768
        ],
        [
            13.96517,
            0,
            89.21517,
            13.96517,
            0,
            89.21517
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374295,
            278460,
            -228413,
            -308848,
            -108251,
            -578039
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8826,
    "evaluation_days": 2206.5,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1572566400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759943390677,
    "expiration_time": 1765644048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 26,
            "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)