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Trade: XTZ/USDT/360/MIDPOINT/SSF/6386

Strategy
XTZ/USDT/360/MIDPOINT/SSF/6386
Pair
XTZ_USDT
Interval
6h
Score
350453
Daily Profit
0.154453
Profit Factor
1.490412
Profitability
49.572650
Streak
0.000000
Best Strategy
Training Data Length
2192.500000
Evaluation Time
2025-09-26 10:00
Expiration Time
2025-11-29 08:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 338637.9604 292316.7353 46321.2251 195500.9245 215486.9064 -19985.9819
Total P&L (%) 338.638 292.3167 46.3212 195.5009 215.4869 -19.986
Avg Daily Profit (%) 0.1545 0.1333 0.0211 0.0494 0.0524 -0.0102
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114295 -131707 -96910 -416431 -423263 -204769
Profit Factor 1.4904 1.9418 1.1219 1.1145 1.2505 0.9764
Total Trades 117 59 58 117 59 58
Winning Trades 58 30 28 58 30 28
Losing Trades 59 29 30 59 29 30
Profitability (%) 49.5727 50.8475 48.2759 49.5727 50.8475 48.2759
Ratio Avg Win / Avg Loss 1.5161 1.8771 1.202 1.1337 1.2089 1.0462
Largest Winning Trade 113369 113369 49911 215525 215525 123464
Largest Losing Trade -45587 -30036 -45587 -124883 -124883 -86623
Avg Bars in Trades 72 56 88 72 56 88
Avg Bars in Winners 94 72 118 94 72 118
Avg Bars in Losers 50 39 60 50 39 60
Bars Traded 8459 3326 5133 8459 3326 5133
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350453 -187920 -433515 -221338 -299705 -759837

Evaluation Data

{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8770,
    "evaluation_days": 2192.5,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1572717600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758870018118,
    "expiration_time": 1764398160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 44,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            338637.9604485884,
            292316.7353106466,
            46321.2251379417,
            195500.9245093212,
            215486.9063816448,
            -19985.9818723234
        ],
        [
            338.63796,
            292.316735,
            46.321225,
            195.500925,
            215.486906,
            -19.985982
        ],
        [
            0.154453,
            0.133326,
            0.021127,
            0.049431,
            0.052417,
            -0.010169
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114295,
            -131707,
            -96910,
            -416431,
            -423263,
            -204769
        ],
        [
            1.490412,
            1.941841,
            1.12185,
            1.114493,
            1.250538,
            0.976416
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            49.57265,
            50.847458,
            48.275862,
            49.57265,
            50.847458,
            48.275862
        ],
        [
            1.516109,
            1.877113,
            1.201982,
            1.133708,
            1.208853,
            1.04616
        ],
        [
            113369,
            113369,
            49911,
            215525,
            215525,
            123464
        ],
        [
            -45587,
            -30036,
            -45587,
            -124883,
            -124883,
            -86623
        ],
        [
            72,
            56,
            88,
            72,
            56,
            88
        ],
        [
            94,
            72,
            118,
            94,
            72,
            118
        ],
        [
            50,
            39,
            60,
            50,
            39,
            60
        ],
        [
            8459,
            3326,
            5133,
            8459,
            3326,
            5133
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350453,
            -187920,
            -433515,
            -221338,
            -299705,
            -759837
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8770,
    "evaluation_days": 2192.5,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1572717600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758870018118,
    "expiration_time": 1764398160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 44,
            "offset": 0,
            "poles": 3
        }
    }
}

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)