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Trade: XTZ/USDT/720/HLC3/KCL/1170

Strategy
XTZ/USDT/720/HLC3/KCL/1170
Pair
XTZ_USDT
Interval
12h
Score
516574
Daily Profit
0.156642
Profit Factor
1.976090
Profitability
83.448276
Streak
94.225575
Best Strategy
Training Data Length
2203.500000
Evaluation Time
2025-10-05 08:24
Expiration Time
2025-12-10 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 345161.5675 184760.4827 160401.0848 676294.7801 73203.2583 603091.5218
Total P&L (%) 345.1616 184.7605 160.4011 676.2948 73.2033 603.0915
Avg Daily Profit (%) 0.1566 0.0838 0.0728 0.093 0.0249 0.0885
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53852 -42342 -68449 -493128 -415145 -422116
Profit Factor 1.9761 2.4539 1.7081 1.3281 1.0745 1.5589
Total Trades 145 73 72 145 73 72
Winning Trades 121 57 64 121 57 64
Losing Trades 24 16 8 24 16 8
Profitability (%) 83.4483 78.0822 88.8889 83.4483 78.0822 88.8889
Ratio Avg Win / Avg Loss 0.392 0.6888 0.2135 0.2634 0.3016 0.1949
Largest Winning Trade 42040 42040 34381 71813 71813 70906
Largest Losing Trade -53852 -42342 -53852 -384633 -277631 -384633
Avg Bars in Trades 26 18 35 26 18 35
Avg Bars in Winners 11 6 16 11 6 16
Avg Bars in Losers 102 61 183 102 61 183
Bars Traded 3890 1350 2540 3890 1350 2540
Profit Streak 94.2256 94.2256 244.7256 94.2256 94.2256 244.7256
Trades During Streak 2 1 7 2 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 516574 -146312 -168269 -63614 -366958 -147305
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4407,
    "evaluation_days": 2203.5,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1579046400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759641889714,
    "expiration_time": 1765333872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 227,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            345161.5675105382,
            184760.4827009247,
            160401.0848096138,
            676294.7800603854,
            73203.2582574756,
            603091.5218029103
        ],
        [
            345.161568,
            184.760483,
            160.401085,
            676.29478,
            73.203258,
            603.091522
        ],
        [
            0.156642,
            0.083849,
            0.072794,
            0.093048,
            0.024931,
            0.088549
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53852,
            -42342,
            -68449,
            -493128,
            -415145,
            -422116
        ],
        [
            1.97609,
            2.453908,
            1.708054,
            1.328137,
            1.074549,
            1.558902
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            121,
            57,
            64,
            121,
            57,
            64
        ],
        [
            24,
            16,
            8,
            24,
            16,
            8
        ],
        [
            83.448276,
            78.082192,
            88.888889,
            83.448276,
            78.082192,
            88.888889
        ],
        [
            0.391952,
            0.688816,
            0.213507,
            0.263432,
            0.301628,
            0.194863
        ],
        [
            42040,
            42040,
            34381,
            71813,
            71813,
            70906
        ],
        [
            -53852,
            -42342,
            -53852,
            -384633,
            -277631,
            -384633
        ],
        [
            26,
            18,
            35,
            26,
            18,
            35
        ],
        [
            11,
            6,
            16,
            11,
            6,
            16
        ],
        [
            102,
            61,
            183,
            102,
            61,
            183
        ],
        [
            3890,
            1350,
            2540,
            3890,
            1350,
            2540
        ],
        [
            94.225575,
            94.225575,
            244.725575,
            94.225575,
            94.225575,
            244.725575
        ],
        [
            2,
            1,
            7,
            2,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            516574,
            -146312,
            -168269,
            -63614,
            -366958,
            -147305
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4407,
    "evaluation_days": 2203.5,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1579046400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759641889714,
    "expiration_time": 1765333872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 227,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)