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Trade: XTZ/USDT/480/PWMA/SSF/2653

Strategy
XTZ/USDT/480/PWMA/SSF/2653
Pair
XTZ_USDT
Interval
8h
Score
394189
Daily Profit
0.183235
Profit Factor
1.496414
Profitability
48.101266
Streak
42.235406
Best Strategy
Training Data Length
2194.000000
Evaluation Time
2025-09-26 08:38
Expiration Time
2025-11-30 21:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 402017.1705 334742.4084 67274.7621 230218.9965 431396.4272 -201177.4307
Total P&L (%) 402.0172 334.7424 67.2748 230.219 431.3964 -201.1774
Avg Daily Profit (%) 0.1832 0.1526 0.0307 0.0545 0.0762 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112995 -118950 -134186 -360113 -130956 -457149
Profit Factor 1.4964 1.7933 1.1734 1.1466 1.6063 0.7658
Total Trades 158 79 79 158 79 79
Winning Trades 76 38 38 76 38 38
Losing Trades 82 41 41 82 41 41
Profitability (%) 48.1013 48.1013 48.1013 48.1013 48.1013 48.1013
Ratio Avg Win / Avg Loss 1.6146 1.9349 1.2661 1.2371 1.7331 0.8263
Largest Winning Trade 126014 126014 40595 150419 150419 80082
Largest Losing Trade -49217 -44553 -49217 -157778 -98130 -157778
Avg Bars in Trades 40 36 44 40 36 44
Avg Bars in Winners 52 44 60 52 44 60
Avg Bars in Losers 29 29 29 29 29 29
Bars Traded 6425 2903 3522 6425 2903 3522
Profit Streak 42.2354 95.9021 42.2354 42.2354 95.9021 42.2354
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394189 -15721 -209002 -178399 -114556 -607923
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6582,
    "evaluation_days": 2194,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571961600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865139096,
    "expiration_time": 1764531648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "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": [
        [
            402017.1704881513,
            334742.4084329017,
            67274.7620552495,
            230218.9965008082,
            431396.4271645756,
            -201177.4306637671
        ],
        [
            402.01717,
            334.742408,
            67.274762,
            230.218997,
            431.396427,
            -201.177431
        ],
        [
            0.183235,
            0.152572,
            0.030663,
            0.054463,
            0.076161,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112995,
            -118950,
            -134186,
            -360113,
            -130956,
            -457149
        ],
        [
            1.496414,
            1.793345,
            1.173431,
            1.146582,
            1.606272,
            0.765807
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            48.101266,
            48.101266,
            48.101266,
            48.101266,
            48.101266,
            48.101266
        ],
        [
            1.614552,
            1.934924,
            1.266071,
            1.237102,
            1.733083,
            0.826266
        ],
        [
            126014,
            126014,
            40595,
            150419,
            150419,
            80082
        ],
        [
            -49217,
            -44553,
            -49217,
            -157778,
            -98130,
            -157778
        ],
        [
            40,
            36,
            44,
            40,
            36,
            44
        ],
        [
            52,
            44,
            60,
            52,
            44,
            60
        ],
        [
            29,
            29,
            29,
            29,
            29,
            29
        ],
        [
            6425,
            2903,
            3522,
            6425,
            2903,
            3522
        ],
        [
            42.235406,
            95.902073,
            42.235406,
            42.235406,
            95.902073,
            42.235406
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394189,
            -15721,
            -209002,
            -178399,
            -114556,
            -607923
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6582,
    "evaluation_days": 2194,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571961600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865139096,
    "expiration_time": 1764531648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "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)