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Trade: XTZ/USDT/120/WMA/MIDPRICE/5732

Strategy
XTZ/USDT/120/WMA/MIDPRICE/5732
Pair
XTZ_USDT
Interval
2h
Score
370119
Daily Profit
0.184357
Profit Factor
1.212534
Profitability
46.242775
Streak
11.402947
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-10-03 18:40
Expiration Time
2025-12-17 15:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 384030.3312 279093.337 104936.9942 275188.0094 216214.222 58973.7874
Total P&L (%) 384.0303 279.0933 104.937 275.188 216.2142 58.9738
Avg Daily Profit (%) 0.1844 0.134 0.0504 0.0635 0.0553 0.0223
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119025 -109932 -71302 -300361 -258210 -240928
Profit Factor 1.2125 1.3172 1.1132 1.0814 1.1267 1.0352
Total Trades 692 346 346 692 346 346
Winning Trades 320 161 159 320 161 159
Losing Trades 371 184 187 371 184 187
Profitability (%) 46.2428 46.5318 45.9538 46.2428 46.5318 45.9538
Ratio Avg Win / Avg Loss 1.4058 1.5054 1.3092 1.2537 1.2877 1.2175
Largest Winning Trade 115563 115563 34037 146660 146660 72858
Largest Losing Trade -20045 -20045 -19615 -94291 -94291 -71607
Avg Bars in Trades 35 35 35 35 35 35
Avg Bars in Winners 42 37 47 42 37 47
Avg Bars in Losers 30 34 25 30 34 25
Bars Traded 24838 12439 12399 24838 12439 12399
Profit Streak 11.4029 11.4029 14.6529 11.4029 11.4029 14.6529
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370119 -12326 -221379 -235937 -199668 -345431
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579456800000,
    "first_datapoint_time": 1580241600000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759506014653,
    "expiration_time": 1765979222400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 99,
            "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": [
        [
            384030.3312480795,
            279093.3370429573,
            104936.994205122,
            275188.0094215191,
            216214.2220153961,
            58973.787406123
        ],
        [
            384.030331,
            279.093337,
            104.936994,
            275.188009,
            216.214222,
            58.973787
        ],
        [
            0.184357,
            0.133981,
            0.050376,
            0.063496,
            0.055282,
            0.022257
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119025,
            -109932,
            -71302,
            -300361,
            -258210,
            -240928
        ],
        [
            1.212534,
            1.317193,
            1.113197,
            1.081355,
            1.126743,
            1.035174
        ],
        [
            692,
            346,
            346,
            692,
            346,
            346
        ],
        [
            320,
            161,
            159,
            320,
            161,
            159
        ],
        [
            371,
            184,
            187,
            371,
            184,
            187
        ],
        [
            46.242775,
            46.531792,
            45.953757,
            46.242775,
            46.531792,
            45.953757
        ],
        [
            1.405782,
            1.505363,
            1.309232,
            1.253696,
            1.287706,
            1.217469
        ],
        [
            115563,
            115563,
            34037,
            146660,
            146660,
            72858
        ],
        [
            -20045,
            -20045,
            -19615,
            -94291,
            -94291,
            -71607
        ],
        [
            35,
            35,
            35,
            35,
            35,
            35
        ],
        [
            42,
            37,
            47,
            42,
            37,
            47
        ],
        [
            30,
            34,
            25,
            30,
            34,
            25
        ],
        [
            24838,
            12439,
            12399,
            24838,
            12439,
            12399
        ],
        [
            11.402947,
            11.402947,
            14.652947,
            11.402947,
            11.402947,
            14.652947
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370119,
            -12326,
            -221379,
            -235937,
            -199668,
            -345431
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579456800000,
    "first_datapoint_time": 1580241600000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759506014653,
    "expiration_time": 1765979222400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 99,
            "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)