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Trade: XTZ/USDT/360/ZLMA/SMA/7670

Strategy
XTZ/USDT/360/ZLMA/SMA/7670
Pair
XTZ_USDT
Interval
6h
Score
368790
Daily Profit
0.278129
Profit Factor
1.773441
Profitability
44.295302
Streak
0.000000
Best Strategy
Training Data Length
2201.500000
Evaluation Time
2025-10-03 16:49
Expiration Time
2025-12-08 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 612302.0017 465918.3566 146383.6451 1744488.6505 1041101.3108 703387.3397
Total P&L (%) 612.302 465.9184 146.3836 1744.4887 1041.1013 703.3873
Avg Daily Profit (%) 0.2781 0.2116 0.0665 0.1325 0.1106 0.0947
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110968 -108814 -91298 -1343912 -978660 -1222881
Profit Factor 1.7734 2.0433 1.4242 1.2586 1.2588 1.2583
Total Trades 149 75 74 149 75 74
Winning Trades 66 29 37 66 29 37
Losing Trades 83 46 37 83 46 37
Profitability (%) 44.2953 38.6667 50 44.2953 38.6667 50
Ratio Avg Win / Avg Loss 2.2302 3.2411 1.4242 1.5828 1.9967 1.2583
Largest Winning Trade 159688 159688 54501 874179 874179 519525
Largest Losing Trade -40462 -37897 -40462 -691787 -425039 -691787
Avg Bars in Trades 57 65 50 57 65 50
Avg Bars in Winners 69 74 65 69 74 65
Avg Bars in Losers 48 59 35 48 59 35
Bars Traded 8625 4909 3716 8625 4909 3716
Profit Streak 0 0 181.8258 0 0 181.8258
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368790 -49761 -166353 -16621 -105281 -129351
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8806,
    "evaluation_days": 2201.5,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1572242400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759499351403,
    "expiration_time": 1765199088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 22,
            "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": [
        [
            612302.0016659322,
            465918.3566096582,
            146383.6450562741,
            1744488.6504805118,
            1041101.3108172223,
            703387.3396632888
        ],
        [
            612.302002,
            465.918357,
            146.383645,
            1744.48865,
            1041.101311,
            703.38734
        ],
        [
            0.278129,
            0.211637,
            0.066493,
            0.132488,
            0.110648,
            0.094692
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110968,
            -108814,
            -91298,
            -1343912,
            -978660,
            -1222881
        ],
        [
            1.773441,
            2.043326,
            1.424191,
            1.25859,
            1.258804,
            1.258274
        ],
        [
            149,
            75,
            74,
            149,
            75,
            74
        ],
        [
            66,
            29,
            37,
            66,
            29,
            37
        ],
        [
            83,
            46,
            37,
            83,
            46,
            37
        ],
        [
            44.295302,
            38.666667,
            50,
            44.295302,
            38.666667,
            50
        ],
        [
            2.230237,
            3.241137,
            1.424191,
            1.582772,
            1.996724,
            1.258274
        ],
        [
            159688,
            159688,
            54501,
            874179,
            874179,
            519525
        ],
        [
            -40462,
            -37897,
            -40462,
            -691787,
            -425039,
            -691787
        ],
        [
            57,
            65,
            50,
            57,
            65,
            50
        ],
        [
            69,
            74,
            65,
            69,
            74,
            65
        ],
        [
            48,
            59,
            35,
            48,
            59,
            35
        ],
        [
            8625,
            4909,
            3716,
            8625,
            4909,
            3716
        ],
        [
            0,
            0,
            181.825826,
            0,
            0,
            181.825826
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368790,
            -49761,
            -166353,
            -16621,
            -105281,
            -129351
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8806,
    "evaluation_days": 2201.5,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1572242400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759499351403,
    "expiration_time": 1765199088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 22,
            "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)