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Trade: XTZ/USDT/360/BBL/SWMA/3269

Strategy
XTZ/USDT/360/BBL/SWMA/3269
Pair
XTZ_USDT
Interval
6h
Score
316842
Daily Profit
0.187348
Profit Factor
1.625874
Profitability
42.962963
Streak
14.722933
Best Strategy
Training Data Length
2206.500000
Evaluation Time
2025-10-08 20:21
Expiration Time
2025-12-13 18:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 413382.7812 353879.2134 59503.5678 188401.4993 13281.3322 175120.1672
Total P&L (%) 413.3828 353.8792 59.5036 188.4015 13.2813 175.1202
Avg Daily Profit (%) 0.1873 0.1604 0.027 0.048 0.0057 0.0459
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134779 -143649 -34738 -2080587 -1798819 -652184
Profit Factor 1.6259 1.6382 1.5615 1.0363 1.0031 1.1887
Total Trades 135 67 68 135 67 68
Winning Trades 58 24 34 58 24 34
Losing Trades 77 43 34 77 43 34
Profitability (%) 42.963 35.8209 50 42.963 35.8209 50
Ratio Avg Win / Avg Loss 2.1585 2.9351 1.5615 1.3758 1.7973 1.1887
Largest Winning Trade 125887 125887 13990 1255444 1255444 170134
Largest Losing Trade -46211 -46211 -13401 -608050 -608050 -308862
Avg Bars in Trades 64 124 4 64 124 4
Avg Bars in Winners 78 182 5 78 182 5
Avg Bars in Losers 53 91 4 53 91 4
Bars Traded 8649 8319 330 8649 8319 330
Profit Streak 14.7229 0 65.2229 14.7229 0 65.2229
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316842 -112087 -263100 -311123 -587417 -252886
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8826,
    "evaluation_days": 2206.5,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1570212000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759944061419,
    "expiration_time": 1765644048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 209,
            "offset": 0,
            "std": 1.33736
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 13,
            "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": [
        [
            413382.7811899094,
            353879.2133658238,
            59503.5678240855,
            188401.4993346558,
            13281.3321662963,
            175120.1671683593
        ],
        [
            413.382781,
            353.879213,
            59.503568,
            188.401499,
            13.281332,
            175.120167
        ],
        [
            0.187348,
            0.16038,
            0.026967,
            0.048014,
            0.005652,
            0.045877
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134779,
            -143649,
            -34738,
            -2080587,
            -1798819,
            -652184
        ],
        [
            1.625874,
            1.638174,
            1.561509,
            1.036347,
            1.003121,
            1.188747
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            58,
            24,
            34,
            58,
            24,
            34
        ],
        [
            77,
            43,
            34,
            77,
            43,
            34
        ],
        [
            42.962963,
            35.820896,
            50,
            42.962963,
            35.820896,
            50
        ],
        [
            2.158487,
            2.935062,
            1.561509,
            1.375841,
            1.797258,
            1.188747
        ],
        [
            125887,
            125887,
            13990,
            1255444,
            1255444,
            170134
        ],
        [
            -46211,
            -46211,
            -13401,
            -608050,
            -608050,
            -308862
        ],
        [
            64,
            124,
            4,
            64,
            124,
            4
        ],
        [
            78,
            182,
            5,
            78,
            182,
            5
        ],
        [
            53,
            91,
            4,
            53,
            91,
            4
        ],
        [
            8649,
            8319,
            330,
            8649,
            8319,
            330
        ],
        [
            14.722933,
            0,
            65.222933,
            14.722933,
            0,
            65.222933
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316842,
            -112087,
            -263100,
            -311123,
            -587417,
            -252886
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8826,
    "evaluation_days": 2206.5,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1570212000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759944061419,
    "expiration_time": 1765644048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 209,
            "offset": 0,
            "std": 1.33736
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 13,
            "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)