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Trade: XTZ/USDT/720/HL2/KCL/5589

Strategy
XTZ/USDT/720/HL2/KCL/5589
Pair
XTZ_USDT
Interval
12h
Score
586509
Daily Profit
0.158994
Profit Factor
2.745251
Profitability
82.400000
Streak
102.045588
Best Strategy
Training Data Length
2203.000000
Evaluation Time
2025-10-05 04:05
Expiration Time
2025-12-09 16:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350264.8015 133270.0313 216994.7702 1865845.8096 614853.6527 1250992.157
Total P&L (%) 350.2648 133.27 216.9948 1865.8458 614.8537 1250.9922
Avg Daily Profit (%) 0.159 0.0605 0.0985 0.1353 0.0893 0.1182
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41242 -27143 -41242 -271115 -202688 -271115
Profit Factor 2.7453 2.5914 2.8554 2.7431 2.1679 3.2999
Total Trades 125 63 62 125 63 62
Winning Trades 103 47 56 103 47 56
Losing Trades 22 16 6 22 16 6
Profitability (%) 82.4 74.6032 90.3226 82.4 74.6032 90.3226
Ratio Avg Win / Avg Loss 0.5864 0.8822 0.3059 0.5859 0.738 0.3536
Largest Winning Trade 31693 16762 31693 162313 125209 162313
Largest Losing Trade -41242 -14543 -41242 -271115 -136718 -271115
Avg Bars in Trades 28 14 41 28 14 41
Avg Bars in Winners 13 5 21 13 5 21
Avg Bars in Losers 94 41 234 94 41 234
Bars Traded 3501 904 2597 3501 904 2597
Profit Streak 102.0456 102.0456 244.0456 102.0456 102.0456 244.0456
Trades During Streak 8 4 13 8 4 13
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 586509 -251800 -206517 -2980 -213764 -178914
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4406,
    "evaluation_days": 2203,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1579867200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759626338780,
    "expiration_time": 1765289376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 246,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            350264.8014986477,
            133270.0313485556,
            216994.7701500921,
            1865845.8096354106,
            614853.652681742,
            1250992.1569536682
        ],
        [
            350.264801,
            133.270031,
            216.99477,
            1865.84581,
            614.853653,
            1250.992157
        ],
        [
            0.158994,
            0.060495,
            0.0985,
            0.135294,
            0.089323,
            0.118246
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41242,
            -27143,
            -41242,
            -271115,
            -202688,
            -271115
        ],
        [
            2.745251,
            2.591399,
            2.855416,
            2.743137,
            2.167894,
            3.299906
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            103,
            47,
            56,
            103,
            47,
            56
        ],
        [
            22,
            16,
            6,
            22,
            16,
            6
        ],
        [
            82.4,
            74.603175,
            90.322581,
            82.4,
            74.603175,
            90.322581
        ],
        [
            0.586364,
            0.882179,
            0.305937,
            0.585913,
            0.738006,
            0.353561
        ],
        [
            31693,
            16762,
            31693,
            162313,
            125209,
            162313
        ],
        [
            -41242,
            -14543,
            -41242,
            -271115,
            -136718,
            -271115
        ],
        [
            28,
            14,
            41,
            28,
            14,
            41
        ],
        [
            13,
            5,
            21,
            13,
            5,
            21
        ],
        [
            94,
            41,
            234,
            94,
            41,
            234
        ],
        [
            3501,
            904,
            2597,
            3501,
            904,
            2597
        ],
        [
            102.045588,
            102.045588,
            244.045588,
            102.045588,
            102.045588,
            244.045588
        ],
        [
            8,
            4,
            13,
            8,
            4,
            13
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            586509,
            -251800,
            -206517,
            -2980,
            -213764,
            -178914
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4406,
    "evaluation_days": 2203,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1579867200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759626338780,
    "expiration_time": 1765289376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 246,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)