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Trade: XTZ/USDT/360/WMA/HILO/7455

Strategy
XTZ/USDT/360/WMA/HILO/7455
Pair
XTZ_USDT
Interval
6h
Score
307737
Daily Profit
0.165799
Profit Factor
1.641554
Profitability
44.202899
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 363514.7479 261598.6682 101916.0798 376436.4638 187512.3164 188924.1473
Total P&L (%) 363.5147 261.5987 101.9161 376.4365 187.5123 188.9241
Avg Daily Profit (%) 0.1658 0.1193 0.0465 0.0712 0.0482 0.0484
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118654 -107908 -115616 -292896 -317428 -264481
Profit Factor 1.6416 1.9811 1.3397 1.2558 1.2507 1.2612
Total Trades 138 69 69 138 69 69
Winning Trades 61 27 34 61 27 34
Losing Trades 77 42 35 77 42 35
Profitability (%) 44.2029 39.1304 49.2754 44.2029 39.1304 49.2754
Ratio Avg Win / Avg Loss 2.0721 3.0817 1.3791 1.5852 1.9455 1.2982
Largest Winning Trade 141974 141974 47526 186691 186691 135973
Largest Losing Trade -35419 -19628 -35419 -86639 -79988 -86639
Avg Bars in Trades 60 47 73 60 47 73
Avg Bars in Winners 97 86 105 97 86 105
Avg Bars in Losers 31 22 42 31 22 42
Bars Traded 8381 3298 5083 8381 3298 5083
Profit Streak 0 0 76.0419 0 0 76.0419
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307737 -136141 -231369 -98796 -233857 -229289

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": 1574056800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758870020175,
    "expiration_time": 1764398160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            363514.7479421094,
            261598.6681611632,
            101916.0797809463,
            376436.4637652402,
            187512.3164352854,
            188924.1473299549
        ],
        [
            363.514748,
            261.598668,
            101.91608,
            376.436464,
            187.512316,
            188.924147
        ],
        [
            0.165799,
            0.119315,
            0.046484,
            0.07123,
            0.04818,
            0.048404
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118654,
            -107908,
            -115616,
            -292896,
            -317428,
            -264481
        ],
        [
            1.641554,
            1.981107,
            1.339743,
            1.255829,
            1.25068,
            1.261153
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            61,
            27,
            34,
            61,
            27,
            34
        ],
        [
            77,
            42,
            35,
            77,
            42,
            35
        ],
        [
            44.202899,
            39.130435,
            49.275362,
            44.202899,
            39.130435,
            49.275362
        ],
        [
            2.072125,
            3.081722,
            1.379147,
            1.585227,
            1.945502,
            1.298246
        ],
        [
            141974,
            141974,
            47526,
            186691,
            186691,
            135973
        ],
        [
            -35419,
            -19628,
            -35419,
            -86639,
            -79988,
            -86639
        ],
        [
            60,
            47,
            73,
            60,
            47,
            73
        ],
        [
            97,
            86,
            105,
            97,
            86,
            105
        ],
        [
            31,
            22,
            42,
            31,
            22,
            42
        ],
        [
            8381,
            3298,
            5083,
            8381,
            3298,
            5083
        ],
        [
            0,
            0,
            76.0419,
            0,
            0,
            76.0419
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307737,
            -136141,
            -231369,
            -98796,
            -233857,
            -229289
        ]
    ]
}
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": 1574056800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758870020175,
    "expiration_time": 1764398160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)