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Trade: XTZ/USDT/240/SSF/ZLMA/7466

Strategy
XTZ/USDT/240/SSF/ZLMA/7466
Pair
XTZ_USDT
Interval
4h
Score
320018
Daily Profit
0.178151
Profit Factor
1.780812
Profitability
42.857143
Streak
82.930842
Best Strategy
Training Data Length
2199.330000
Evaluation Time
2025-10-01 21:20
Expiration Time
2025-12-06 17:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 391813.3431 305042.7058 86770.6373 621779.9705 431356.1508 190423.8197
Total P&L (%) 391.8133 305.0427 86.7706 621.78 431.3562 190.4238
Avg Daily Profit (%) 0.1782 0.1387 0.0395 0.0899 0.076 0.0485
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75525 -102954 -75220 -179821 -169580 -189205
Profit Factor 1.7808 2.209 1.3478 1.5519 1.7523 1.3442
Total Trades 112 56 56 112 56 56
Winning Trades 48 23 25 48 23 25
Losing Trades 64 33 31 64 33 31
Profitability (%) 42.8571 41.0714 44.6429 42.8571 41.0714 44.6429
Ratio Avg Win / Avg Loss 2.3744 3.1695 1.6712 2.0692 2.5141 1.6668
Largest Winning Trade 89978 89978 53989 225905 198281 225905
Largest Losing Trade -47170 -47170 -20684 -90422 -90422 -49990
Avg Bars in Trades 114 102 126 114 102 126
Avg Bars in Winners 208 190 225 208 190 225
Avg Bars in Losers 43 41 46 43 41 46
Bars Traded 12804 5728 7076 12804 5728 7076
Profit Streak 82.9308 118.7642 0 82.9308 118.7642 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320018 -186635 -320854 -71696 -271149 -308827
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13196,
    "evaluation_days": 2199.33,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571472000000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759342824727,
    "expiration_time": 1765035072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 122,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 151,
            "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": [
        [
            391813.3431069056,
            305042.7057682112,
            86770.6373386942,
            621779.9704644791,
            431356.1507527652,
            190423.8197117141
        ],
        [
            391.813343,
            305.042706,
            86.770637,
            621.77997,
            431.356151,
            190.42382
        ],
        [
            0.178151,
            0.138698,
            0.039453,
            0.089911,
            0.075973,
            0.048489
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75525,
            -102954,
            -75220,
            -179821,
            -169580,
            -189205
        ],
        [
            1.780812,
            2.209044,
            1.347776,
            1.551904,
            1.752282,
            1.344215
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            64,
            33,
            31,
            64,
            33,
            31
        ],
        [
            42.857143,
            41.071429,
            44.642857,
            42.857143,
            41.071429,
            44.642857
        ],
        [
            2.374416,
            3.169498,
            1.671242,
            2.069206,
            2.514144,
            1.666827
        ],
        [
            89978,
            89978,
            53989,
            225905,
            198281,
            225905
        ],
        [
            -47170,
            -47170,
            -20684,
            -90422,
            -90422,
            -49990
        ],
        [
            114,
            102,
            126,
            114,
            102,
            126
        ],
        [
            208,
            190,
            225,
            208,
            190,
            225
        ],
        [
            43,
            41,
            46,
            43,
            41,
            46
        ],
        [
            12804,
            5728,
            7076,
            12804,
            5728,
            7076
        ],
        [
            82.930842,
            118.764175,
            0,
            82.930842,
            118.764175,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320018,
            -186635,
            -320854,
            -71696,
            -271149,
            -308827
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13196,
    "evaluation_days": 2199.33,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571472000000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759342824727,
    "expiration_time": 1765035072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 122,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 151,
            "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)