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Trade: XTZ/USDT/120/MIDPOINT/ZLMA/9707

Strategy
XTZ/USDT/120/MIDPOINT/ZLMA/9707
Pair
XTZ_USDT
Interval
2h
Score
353982
Daily Profit
0.169158
Profit Factor
1.403331
Profitability
55.500000
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-02 20:02
Expiration Time
2025-12-16 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 352412.3092 232659.2758 119753.0334 217106.8005 19359.2693 197747.5312
Total P&L (%) 352.4123 232.6593 119.753 217.1068 19.3593 197.7475
Avg Daily Profit (%) 0.1692 0.1117 0.0575 0.0554 0.0085 0.0524
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140241 -118435 -62498 -698448 -586271 -309072
Profit Factor 1.4033 1.517 1.2826 1.0775 1.0128 1.153
Total Trades 200 100 100 200 100 100
Winning Trades 111 54 57 111 54 57
Losing Trades 89 46 43 89 46 43
Profitability (%) 55.5 54 57 55.5 54 57
Ratio Avg Win / Avg Loss 1.1252 1.2922 0.9676 0.8639 0.8628 0.8698
Largest Winning Trade 106822 106822 44714 235604 235604 230298
Largest Losing Trade -37694 -27119 -37694 -172753 -172753 -123388
Avg Bars in Trades 121 103 140 121 103 140
Avg Bars in Winners 136 101 169 136 101 169
Avg Bars in Losers 103 104 102 103 104 102
Bars Traded 24387 10304 14083 24387 10304 14083
Profit Streak 0 0 50.0437 0 0 50.0437
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353982 -42262 -116668 -254124 -396646 -175723
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579356000000,
    "first_datapoint_time": 1581048000000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759424572945,
    "expiration_time": 1765900800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 236,
            "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": [
        [
            352412.3092093072,
            232659.275788363,
            119753.0334209445,
            217106.8004865904,
            19359.2692756941,
            197747.5312108958
        ],
        [
            352.412309,
            232.659276,
            119.753033,
            217.1068,
            19.359269,
            197.747531
        ],
        [
            0.169158,
            0.111677,
            0.057482,
            0.055411,
            0.008495,
            0.052385
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140241,
            -118435,
            -62498,
            -698448,
            -586271,
            -309072
        ],
        [
            1.403331,
            1.516975,
            1.282626,
            1.077486,
            1.012829,
            1.15295
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            111,
            54,
            57,
            111,
            54,
            57
        ],
        [
            89,
            46,
            43,
            89,
            46,
            43
        ],
        [
            55.5,
            54,
            57,
            55.5,
            54,
            57
        ],
        [
            1.125193,
            1.292238,
            0.967595,
            0.86393,
            0.86278,
            0.869769
        ],
        [
            106822,
            106822,
            44714,
            235604,
            235604,
            230298
        ],
        [
            -37694,
            -27119,
            -37694,
            -172753,
            -172753,
            -123388
        ],
        [
            121,
            103,
            140,
            121,
            103,
            140
        ],
        [
            136,
            101,
            169,
            136,
            101,
            169
        ],
        [
            103,
            104,
            102,
            103,
            104,
            102
        ],
        [
            24387,
            10304,
            14083,
            24387,
            10304,
            14083
        ],
        [
            0,
            0,
            50.043668,
            0,
            0,
            50.043668
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353982,
            -42262,
            -116668,
            -254124,
            -396646,
            -175723
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579356000000,
    "first_datapoint_time": 1581048000000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759424572945,
    "expiration_time": 1765900800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 236,
            "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)