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Trade: XTZ/USDT/720/ALMA/SWMA/4142

Strategy
XTZ/USDT/720/ALMA/SWMA/4142
Pair
XTZ_USDT
Interval
12h
Score
396682
Daily Profit
0.156684
Profit Factor
1.555359
Profitability
53.846154
Streak
148.703703
Best Strategy
Training Data Length
2199.000000
Evaluation Time
2025-09-30 19:53
Expiration Time
2025-12-05 13:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344548.6491 253688.5648 90860.0842 185413.0484 -16895.8979 202308.9464
Total P&L (%) 344.5486 253.6886 90.8601 185.413 -16.8959 202.3089
Avg Daily Profit (%) 0.1567 0.1154 0.0413 0.0477 -0.0084 0.0503
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175077 -145714 -61870 -2436927 -1837186 -708535
Profit Factor 1.5554 1.7678 1.3133 1.0426 0.9934 1.1136
Total Trades 91 45 46 91 45 46
Winning Trades 49 23 26 49 23 26
Losing Trades 42 22 20 42 22 20
Profitability (%) 53.8462 51.1111 56.5217 53.8462 51.1111 56.5217
Ratio Avg Win / Avg Loss 1.3332 1.6909 1.0103 0.8936 0.9502 0.8566
Largest Winning Trade 88276 88276 47989 977547 977547 489568
Largest Losing Trade -51873 -34834 -51873 -649826 -649826 -386599
Avg Bars in Trades 46 51 41 46 51 41
Avg Bars in Winners 46 53 40 46 53 40
Avg Bars in Losers 46 49 43 46 49 43
Bars Traded 4236 2314 1922 4236 2314 1922
Profit Streak 148.7037 161.7037 148.7037 148.7037 161.7037 148.7037
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396682 -34458 -135667 -302427 -579602 -221110
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4398,
    "evaluation_days": 2199,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1575158400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759251199969,
    "expiration_time": 1764933408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 137,
            "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": [
        [
            344548.6490587448,
            253688.5648114802,
            90860.0842472647,
            185413.0484186868,
            -16895.897935658,
            202308.9463543448
        ],
        [
            344.548649,
            253.688565,
            90.860084,
            185.413048,
            -16.895898,
            202.308946
        ],
        [
            0.156684,
            0.115365,
            0.041319,
            0.047704,
            -0.008416,
            0.050321
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175077,
            -145714,
            -61870,
            -2436927,
            -1837186,
            -708535
        ],
        [
            1.555359,
            1.767753,
            1.313336,
            1.042585,
            0.993432,
            1.113558
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            53.846154,
            51.111111,
            56.521739,
            53.846154,
            51.111111,
            56.521739
        ],
        [
            1.333165,
            1.690894,
            1.010258,
            0.893645,
            0.950239,
            0.856583
        ],
        [
            88276,
            88276,
            47989,
            977547,
            977547,
            489568
        ],
        [
            -51873,
            -34834,
            -51873,
            -649826,
            -649826,
            -386599
        ],
        [
            46,
            51,
            41,
            46,
            51,
            41
        ],
        [
            46,
            53,
            40,
            46,
            53,
            40
        ],
        [
            46,
            49,
            43,
            46,
            49,
            43
        ],
        [
            4236,
            2314,
            1922,
            4236,
            2314,
            1922
        ],
        [
            148.703703,
            161.703703,
            148.703703,
            148.703703,
            161.703703,
            148.703703
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396682,
            -34458,
            -135667,
            -302427,
            -579602,
            -221110
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4398,
    "evaluation_days": 2199,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1575158400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759251199969,
    "expiration_time": 1764933408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 137,
            "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)