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Trade: XTZ/USDT/120/MIDPOINT/WMA/5587

Strategy
XTZ/USDT/120/MIDPOINT/WMA/5587
Pair
XTZ_USDT
Interval
2h
Score
356264
Daily Profit
0.181369
Profit Factor
1.355119
Profitability
54.316547
Streak
0.000000
Best Strategy
Training Data Length
2082.920000
Evaluation Time
2025-09-29 21:15
Expiration Time
2025-12-13 19:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 377778.0619 260851.7504 116926.3115 330332.1003 280558.7327 49773.3676
Total P&L (%) 377.7781 260.8518 116.9263 330.3321 280.5587 49.7734
Avg Daily Profit (%) 0.1814 0.1252 0.0561 0.0701 0.0642 0.0194
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96471 -91088 -104971 -418253 -333489 -290409
Profit Factor 1.3551 1.5003 1.2156 1.0979 1.1725 1.0284
Total Trades 278 139 139 278 139 139
Winning Trades 151 80 71 151 80 71
Losing Trades 127 59 68 127 59 68
Profitability (%) 54.3165 57.554 51.0791 54.3165 57.554 51.0791
Ratio Avg Win / Avg Loss 1.1397 1.1064 1.1642 0.9234 0.8647 0.985
Largest Winning Trade 58208 58208 47045 145930 140931 145930
Largest Losing Trade -44295 -29235 -44295 -167300 -136074 -167300
Avg Bars in Trades 88 77 99 88 77 99
Avg Bars in Winners 78 54 106 78 54 106
Avg Bars in Losers 101 110 93 101 110 93
Bars Traded 24690 10840 13849 24690 10840 13849
Profit Streak 0 0 46.5109 0 0 46.5109
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356264 -23726 -117878 -211897 -138859 -358687
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579140000000,
    "first_datapoint_time": 1580688000000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759169742198,
    "expiration_time": 1765647504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 138,
            "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": [
        [
            377778.0618752257,
            260851.7504228615,
            116926.3114523642,
            330332.1002608001,
            280558.7326665326,
            49773.3675942678
        ],
        [
            377.778062,
            260.85175,
            116.926311,
            330.3321,
            280.558733,
            49.773368
        ],
        [
            0.181369,
            0.125234,
            0.056136,
            0.070089,
            0.064184,
            0.019395
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96471,
            -91088,
            -104971,
            -418253,
            -333489,
            -290409
        ],
        [
            1.355119,
            1.500269,
            1.215578,
            1.097852,
            1.172517,
            1.028449
        ],
        [
            278,
            139,
            139,
            278,
            139,
            139
        ],
        [
            151,
            80,
            71,
            151,
            80,
            71
        ],
        [
            127,
            59,
            68,
            127,
            59,
            68
        ],
        [
            54.316547,
            57.553957,
            51.079137,
            54.316547,
            57.553957,
            51.079137
        ],
        [
            1.139736,
            1.106449,
            1.164216,
            0.923359,
            0.864732,
            0.984993
        ],
        [
            58208,
            58208,
            47045,
            145930,
            140931,
            145930
        ],
        [
            -44295,
            -29235,
            -44295,
            -167300,
            -136074,
            -167300
        ],
        [
            88,
            77,
            99,
            88,
            77,
            99
        ],
        [
            78,
            54,
            106,
            78,
            54,
            106
        ],
        [
            101,
            110,
            93,
            101,
            110,
            93
        ],
        [
            24690,
            10840,
            13849,
            24690,
            10840,
            13849
        ],
        [
            0,
            0,
            46.510905,
            0,
            0,
            46.510905
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
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            0.8,
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        ],
        [
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            -23726,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579140000000,
    "first_datapoint_time": 1580688000000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759169742198,
    "expiration_time": 1765647504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 138,
            "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)