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Trade: XTZ/USDT/120/DCM/HMA/3518

Strategy
XTZ/USDT/120/DCM/HMA/3518
Pair
XTZ_USDT
Interval
2h
Score
331046
Daily Profit
0.173176
Profit Factor
1.396462
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-30 14:09
Expiration Time
2025-12-14 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 360781.8606 244492.7479 116289.1127 159689.2967 159175.9848 513.312
Total P&L (%) 360.7819 244.4927 116.2891 159.6893 159.176 0.5133
Avg Daily Profit (%) 0.1732 0.1174 0.0558 0.0458 0.0457 0.0002
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109922 -106474 -78041 -331704 -289027 -184894
Profit Factor 1.3965 1.4913 1.282 1.0761 1.1348 1.0006
Total Trades 216 108 108 216 108 108
Winning Trades 108 55 53 108 55 53
Losing Trades 108 53 55 108 53 55
Profitability (%) 50 50.9259 49.0741 50 50.9259 49.0741
Ratio Avg Win / Avg Loss 1.3965 1.437 1.3304 1.0761 1.0935 1.0383
Largest Winning Trade 105936 105936 44181 186002 186002 101335
Largest Losing Trade -53232 -37701 -53232 -156922 -156922 -129374
Avg Bars in Trades 113 102 123 113 102 123
Avg Bars in Winners 120 94 147 120 94 147
Avg Bars in Losers 105 110 100 105 110 100
Bars Traded 24412 11047 13365 24412 11047 13365
Profit Streak 0 0 47.7985 0 0 47.7985
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331046 -35224 -118473 -267416 -204239 -578234
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579161600000,
    "first_datapoint_time": 1581026400000,
    "last_datapoint_time": 1759226400000,
    "evaluation_time": 1759230586221,
    "expiration_time": 1765706400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 246,
            "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": [
        [
            360781.8605999223,
            244492.7479435009,
            116289.1126564214,
            159689.296749121,
            159175.9847525716,
            513.3119965493
        ],
        [
            360.781861,
            244.492748,
            116.289113,
            159.689297,
            159.175985,
            0.513312
        ],
        [
            0.173176,
            0.117357,
            0.055819,
            0.045818,
            0.045723,
            0.000246
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109922,
            -106474,
            -78041,
            -331704,
            -289027,
            -184894
        ],
        [
            1.396462,
            1.491263,
            1.282034,
            1.076087,
            1.134797,
            1.000559
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            108,
            55,
            53,
            108,
            55,
            53
        ],
        [
            108,
            53,
            55,
            108,
            53,
            55
        ],
        [
            50,
            50.925926,
            49.074074,
            50,
            50.925926,
            49.074074
        ],
        [
            1.396462,
            1.437035,
            1.330413,
            1.076087,
            1.093532,
            1.038316
        ],
        [
            105936,
            105936,
            44181,
            186002,
            186002,
            101335
        ],
        [
            -53232,
            -37701,
            -53232,
            -156922,
            -156922,
            -129374
        ],
        [
            113,
            102,
            123,
            113,
            102,
            123
        ],
        [
            120,
            94,
            147,
            120,
            94,
            147
        ],
        [
            105,
            110,
            100,
            105,
            110,
            100
        ],
        [
            24412,
            11047,
            13365,
            24412,
            11047,
            13365
        ],
        [
            0,
            0,
            47.798452,
            0,
            0,
            47.798452
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331046,
            -35224,
            -118473,
            -267416,
            -204239,
            -578234
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579161600000,
    "first_datapoint_time": 1581026400000,
    "last_datapoint_time": 1759226400000,
    "evaluation_time": 1759230586221,
    "expiration_time": 1765706400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 246,
            "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)