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Trade: XTZ/USDT/360/ZLMA/PWMA/7074

Strategy
XTZ/USDT/360/ZLMA/PWMA/7074
Pair
XTZ_USDT
Interval
6h
Score
399263
Daily Profit
0.201773
Profit Factor
1.929664
Profitability
47.272727
Streak
85.211252
Best Strategy
Training Data Length
2203.000000
Evaluation Time
2025-10-05 08:04
Expiration Time
2025-12-10 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 444505.1312 336608.3988 107896.7324 968292.8755 442203.3141 526089.5613
Total P&L (%) 444.5051 336.6084 107.8967 968.2929 442.2033 526.0896
Avg Daily Profit (%) 0.2018 0.1528 0.049 0.1076 0.0768 0.0833
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102233 -71841 -95836 -272923 -196096 -91633
Profit Factor 1.9297 2.5968 1.4036 1.8636 1.7155 2.0456
Total Trades 110 55 55 110 55 55
Winning Trades 52 22 30 52 22 30
Losing Trades 58 33 25 58 33 25
Profitability (%) 47.2727 40 54.5455 47.2727 40 54.5455
Ratio Avg Win / Avg Loss 2.1523 3.8951 1.1697 2.0786 2.5732 1.7046
Largest Winning Trade 130387 130387 55261 307488 298545 307488
Largest Losing Trade -31365 -18048 -31365 -164124 -164124 -73935
Avg Bars in Trades 77 69 84 77 69 84
Avg Bars in Winners 119 117 120 119 117 120
Avg Bars in Losers 39 38 40 39 38 40
Bars Traded 8478 3849 4629 8478 3849 4629
Profit Streak 85.2113 113.2113 0 85.2113 113.2113 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 399263 -171211 -306252 -45626 -270584 -256902
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8812,
    "evaluation_days": 2203,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1572717600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759640652191,
    "expiration_time": 1765332576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 19,
            "offset": 140
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 19,
            "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": [
        [
            444505.1311644086,
            336608.3987941792,
            107896.7323702293,
            968292.8754627649,
            442203.3141454713,
            526089.5613172936
        ],
        [
            444.505131,
            336.608399,
            107.896732,
            968.292875,
            442.203314,
            526.089561
        ],
        [
            0.201773,
            0.152795,
            0.048977,
            0.107577,
            0.076764,
            0.083299
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102233,
            -71841,
            -95836,
            -272923,
            -196096,
            -91633
        ],
        [
            1.929664,
            2.596763,
            1.403611,
            1.863596,
            1.715452,
            2.045575
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            52,
            22,
            30,
            52,
            22,
            30
        ],
        [
            58,
            33,
            25,
            58,
            33,
            25
        ],
        [
            47.272727,
            40,
            54.545455,
            47.272727,
            40,
            54.545455
        ],
        [
            2.152317,
            3.895144,
            1.169676,
            2.078626,
            2.573178,
            1.704646
        ],
        [
            130387,
            130387,
            55261,
            307488,
            298545,
            307488
        ],
        [
            -31365,
            -18048,
            -31365,
            -164124,
            -164124,
            -73935
        ],
        [
            77,
            69,
            84,
            77,
            69,
            84
        ],
        [
            119,
            117,
            120,
            119,
            117,
            120
        ],
        [
            39,
            38,
            40,
            39,
            38,
            40
        ],
        [
            8478,
            3849,
            4629,
            8478,
            3849,
            4629
        ],
        [
            85.211252,
            113.211252,
            0,
            85.211252,
            113.211252,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399263,
            -171211,
            -306252,
            -45626,
            -270584,
            -256902
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8812,
    "evaluation_days": 2203,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1572717600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759640652191,
    "expiration_time": 1765332576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 19,
            "offset": 140
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 19,
            "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)