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Trade: XTZ/USDT/720/HLC3/BBM/9206

Strategy
XTZ/USDT/720/HLC3/BBM/9206
Pair
XTZ_USDT
Interval
12h
Score
368195
Daily Profit
0.157166
Profit Factor
1.628648
Profitability
55.118110
Streak
0.000000
Best Strategy
Training Data Length
2202.000000
Evaluation Time
2025-10-03 19:02
Expiration Time
2025-12-08 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 346080.6329 243326.3083 102754.3246 291138.4619 136310.6828 154827.779
Total P&L (%) 346.0806 243.3263 102.7543 291.1385 136.3107 154.8278
Avg Daily Profit (%) 0.1572 0.1105 0.0467 0.062 0.0391 0.0425
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146871 -60384 -67863 -411520 -183995 -308406
Profit Factor 1.6286 1.8384 1.3948 1.2039 1.1827 1.227
Total Trades 127 64 63 127 64 63
Winning Trades 70 31 39 70 31 39
Losing Trades 57 33 24 57 33 24
Profitability (%) 55.1181 48.4375 61.9048 55.1181 48.4375 61.9048
Ratio Avg Win / Avg Loss 1.3262 1.957 0.8583 0.9803 1.259 0.7551
Largest Winning Trade 83220 83220 35382 229885 229885 180314
Largest Losing Trade -51564 -51564 -46241 -303720 -106477 -303720
Avg Bars in Trades 33 31 35 33 31 35
Avg Bars in Winners 42 40 43 42 40 43
Avg Bars in Losers 22 23 22 22 23 22
Bars Traded 4250 2031 2219 4250 2031 2219
Profit Streak 0 0 69.6687 0 0 69.6687
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368195 -181769 -276170 -111365 -300051 -282762
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4404,
    "evaluation_days": 2202,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1575158400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759507372158,
    "expiration_time": 1765200384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 136
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 119,
            "offset": 0,
            "std": 1.12064
        }
    }
}
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": [
        [
            346080.6328744531,
            243326.3082952038,
            102754.3245792494,
            291138.4618736015,
            136310.6828462015,
            154827.7790274002
        ],
        [
            346.080633,
            243.326308,
            102.754325,
            291.138462,
            136.310683,
            154.827779
        ],
        [
            0.157166,
            0.110502,
            0.046664,
            0.061958,
            0.039062,
            0.042489
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146871,
            -60384,
            -67863,
            -411520,
            -183995,
            -308406
        ],
        [
            1.628648,
            1.83836,
            1.394791,
            1.203865,
            1.182716,
            1.226998
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            70,
            31,
            39,
            70,
            31,
            39
        ],
        [
            57,
            33,
            24,
            57,
            33,
            24
        ],
        [
            55.11811,
            48.4375,
            61.904762,
            55.11811,
            48.4375,
            61.904762
        ],
        [
            1.326185,
            1.956964,
            0.858333,
            0.98029,
            1.25902,
            0.755076
        ],
        [
            83220,
            83220,
            35382,
            229885,
            229885,
            180314
        ],
        [
            -51564,
            -51564,
            -46241,
            -303720,
            -106477,
            -303720
        ],
        [
            33,
            31,
            35,
            33,
            31,
            35
        ],
        [
            42,
            40,
            43,
            42,
            40,
            43
        ],
        [
            22,
            23,
            22,
            22,
            23,
            22
        ],
        [
            4250,
            2031,
            2219,
            4250,
            2031,
            2219
        ],
        [
            0,
            0,
            69.668659,
            0,
            0,
            69.668659
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368195,
            -181769,
            -276170,
            -111365,
            -300051,
            -282762
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4404,
    "evaluation_days": 2202,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1575158400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759507372158,
    "expiration_time": 1765200384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 136
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 119,
            "offset": 0,
            "std": 1.12064
        }
    }
}

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)