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Trade: XTZ/USDT/240/ZLMA/ZLMA/9883

Strategy
XTZ/USDT/240/ZLMA/ZLMA/9883
Pair
XTZ_USDT
Interval
4h
Score
406048
Daily Profit
0.236487
Profit Factor
1.491181
Profitability
45.726496
Streak
29.822768
Best Strategy
Training Data Length
2192.170000
Evaluation Time
2025-09-27 10:44
Expiration Time
2025-11-29 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 518419.7924 420063.5991 98356.1933 570221.6128 682552.9652 -112331.3525
Total P&L (%) 518.4198 420.0636 98.3562 570.2216 682.553 -112.3314
Avg Daily Profit (%) 0.2365 0.1916 0.0449 0.0868 0.0939 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -224967 -138454 -143489 -1543757 -552442 -1087456
Profit Factor 1.4912 1.7675 1.1936 1.1247 1.3129 0.953
Total Trades 234 117 117 234 117 117
Winning Trades 107 47 60 107 47 60
Losing Trades 127 70 57 127 70 57
Profitability (%) 45.7265 40.1709 51.2821 45.7265 40.1709 51.2821
Ratio Avg Win / Avg Loss 1.7699 2.6324 1.1339 1.3349 1.9554 0.9054
Largest Winning Trade 155700 155700 46896 526011 311108 526011
Largest Losing Trade -30304 -29830 -30304 -405141 -405141 -326119
Avg Bars in Trades 55 59 51 55 59 51
Avg Bars in Winners 76 84 69 76 84 69
Avg Bars in Losers 38 42 33 38 42 33
Bars Traded 13001 6945 6056 13001 6945 6056
Profit Streak 29.8228 29.8228 79.4894 29.8228 29.8228 79.4894
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406048 265513 -139290 -159433 -69446 -579486
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13153,
    "evaluation_days": 2192.17,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571112000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758959087206,
    "expiration_time": 1764397296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 74,
            "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": [
        [
            518419.7923871846,
            420063.5990573539,
            98356.1933298301,
            570221.612772472,
            682552.9652403132,
            -112331.3524678419
        ],
        [
            518.419792,
            420.063599,
            98.356193,
            570.221613,
            682.552965,
            -112.331352
        ],
        [
            0.236487,
            0.19162,
            0.044867,
            0.086821,
            0.093896,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -224967,
            -138454,
            -143489,
            -1543757,
            -552442,
            -1087456
        ],
        [
            1.491181,
            1.76746,
            1.193572,
            1.124687,
            1.312903,
            0.953036
        ],
        [
            234,
            117,
            117,
            234,
            117,
            117
        ],
        [
            107,
            47,
            60,
            107,
            47,
            60
        ],
        [
            127,
            70,
            57,
            127,
            70,
            57
        ],
        [
            45.726496,
            40.17094,
            51.282051,
            45.726496,
            40.17094,
            51.282051
        ],
        [
            1.769907,
            2.632388,
            1.133893,
            1.334908,
            1.955388,
            0.905385
        ],
        [
            155700,
            155700,
            46896,
            526011,
            311108,
            526011
        ],
        [
            -30304,
            -29830,
            -30304,
            -405141,
            -405141,
            -326119
        ],
        [
            55,
            59,
            51,
            55,
            59,
            51
        ],
        [
            76,
            84,
            69,
            76,
            84,
            69
        ],
        [
            38,
            42,
            33,
            38,
            42,
            33
        ],
        [
            13001,
            6945,
            6056,
            13001,
            6945,
            6056
        ],
        [
            29.822768,
            29.822768,
            79.489435,
            29.822769,
            29.822769,
            79.489435
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406048,
            265513,
            -139290,
            -159433,
            -69446,
            -579486
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13153,
    "evaluation_days": 2192.17,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571112000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758959087206,
    "expiration_time": 1764397296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 74,
            "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)