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Trade: XTZ/USDT/120/MIDPOINT/PWMA/8058

Strategy
XTZ/USDT/120/MIDPOINT/PWMA/8058
Pair
XTZ_USDT
Interval
2h
Score
342380
Daily Profit
0.159070
Profit Factor
1.297925
Profitability
48.192771
Streak
7.844002
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 05:15
Expiration Time
2025-12-13 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 331395.6701 218039.8713 113355.7988 135278.1271 787182.0571 -651903.93
Total P&L (%) 331.3957 218.0399 113.3558 135.2781 787.1821 -651.9039
Avg Daily Profit (%) 0.1591 0.1047 0.0544 0.0411 0.1048 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -241239 -159162 -143715 -1572616 -441837 -1203733
Profit Factor 1.2979 1.3858 1.2071 1.0362 1.5174 0.7053
Total Trades 332 166 166 332 166 166
Winning Trades 160 75 85 160 75 85
Losing Trades 172 91 81 172 91 81
Profitability (%) 48.1928 45.1807 51.2048 48.1928 45.1807 51.2048
Ratio Avg Win / Avg Loss 1.3953 1.6815 1.1503 1.114 1.8411 0.6721
Largest Winning Trade 75866 75866 44384 320315 320315 291278
Largest Losing Trade -52577 -26361 -52577 -840852 -199930 -840852
Avg Bars in Trades 73 63 83 73 63 83
Avg Bars in Winners 92 70 112 92 70 112
Avg Bars in Losers 55 58 52 55 58 52
Bars Traded 24411 10557 13854 24411 10557 13854
Profit Streak 7.844 7.844 46.1773 7.844 7.844 46.1773
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342380 -52425 -118852 -316539 -50973 -578889
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580572800000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759112121773,
    "expiration_time": 1765591200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 38,
            "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": [
        [
            331395.6700773367,
            218039.8712667592,
            113355.7988105776,
            135278.1271074357,
            787182.0570828379,
            -651903.9299754035
        ],
        [
            331.39567,
            218.039871,
            113.355799,
            135.278127,
            787.182057,
            -651.90393
        ],
        [
            0.15907,
            0.104659,
            0.054411,
            0.041077,
            0.104833,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -241239,
            -159162,
            -143715,
            -1572616,
            -441837,
            -1203733
        ],
        [
            1.297925,
            1.385828,
            1.207148,
            1.036233,
            1.517378,
            0.705295
        ],
        [
            332,
            166,
            166,
            332,
            166,
            166
        ],
        [
            160,
            75,
            85,
            160,
            75,
            85
        ],
        [
            172,
            91,
            81,
            172,
            91,
            81
        ],
        [
            48.192771,
            45.180723,
            51.204819,
            48.192771,
            45.180723,
            51.204819
        ],
        [
            1.39527,
            1.681471,
            1.150341,
            1.113951,
            1.841085,
            0.672104
        ],
        [
            75866,
            75866,
            44384,
            320315,
            320315,
            291278
        ],
        [
            -52577,
            -26361,
            -52577,
            -840852,
            -199930,
            -840852
        ],
        [
            73,
            63,
            83,
            73,
            63,
            83
        ],
        [
            92,
            70,
            112,
            92,
            70,
            112
        ],
        [
            55,
            58,
            52,
            55,
            58,
            52
        ],
        [
            24411,
            10557,
            13854,
            24411,
            10557,
            13854
        ],
        [
            7.844002,
            7.844002,
            46.177335,
            7.844002,
            7.844002,
            46.177335
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
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            1.45
        ],
        [
            342380,
            -52425,
            -118852,
            -316539,
            -50973,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580572800000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759112121773,
    "expiration_time": 1765591200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 38,
            "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)