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Trade: XTZ/USDT/480/SSF/MIDPRICE/3080

Strategy
XTZ/USDT/480/SSF/MIDPRICE/3080
Pair
XTZ_USDT
Interval
8h
Score
396998
Daily Profit
0.163995
Profit Factor
1.651316
Profitability
52.293578
Streak
0.000000
Best Strategy
Training Data Length
2206.670000
Evaluation Time
2025-10-08 23:53
Expiration Time
2025-12-13 22:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 361883.6267 260685.2606 101198.3661 372553.819 153202.7763 219351.0427
Total P&L (%) 361.8836 260.6853 101.1984 372.5538 153.2028 219.351
Avg Daily Profit (%) 0.164 0.1181 0.0459 0.0704 0.0421 0.0526
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150092 -78832 -97578 -444211 -373235 -274374
Profit Factor 1.6513 1.9567 1.3574 1.2623 1.1951 1.3453
Total Trades 109 54 55 109 54 55
Winning Trades 57 28 29 57 28 29
Losing Trades 52 26 26 52 26 26
Profitability (%) 52.2936 51.8519 52.7273 52.2936 51.8519 52.7273
Ratio Avg Win / Avg Loss 1.5065 1.8169 1.217 1.1515 1.1098 1.2061
Largest Winning Trade 93031 93031 48502 384494 384494 181637
Largest Losing Trade -36923 -27237 -36923 -209694 -209694 -172281
Avg Bars in Trades 57 59 55 57 59 55
Avg Bars in Winners 71 73 70 71 73 70
Avg Bars in Losers 41 43 39 41 43 39
Bars Traded 6267 3192 3075 6267 3192 3075
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 396998 -211391 -310926 -98497 -322375 -301970
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6620,
    "evaluation_days": 2206.67,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1573171200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759956788604,
    "expiration_time": 1765658880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 67,
            "offset": 83,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 135,
            "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": [
        [
            361883.6266876094,
            260685.2606277443,
            101198.3660598652,
            372553.8190049514,
            153202.7763108233,
            219351.0426941281
        ],
        [
            361.883627,
            260.685261,
            101.198366,
            372.553819,
            153.202776,
            219.351043
        ],
        [
            0.163995,
            0.118135,
            0.04586,
            0.070401,
            0.042109,
            0.052633
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150092,
            -78832,
            -97578,
            -444211,
            -373235,
            -274374
        ],
        [
            1.651316,
            1.956682,
            1.357427,
            1.262274,
            1.195116,
            1.345279
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            52.293578,
            51.851852,
            52.727273,
            52.293578,
            51.851852,
            52.727273
        ],
        [
            1.506464,
            1.816919,
            1.217003,
            1.151548,
            1.10975,
            1.206113
        ],
        [
            93031,
            93031,
            48502,
            384494,
            384494,
            181637
        ],
        [
            -36923,
            -27237,
            -36923,
            -209694,
            -209694,
            -172281
        ],
        [
            57,
            59,
            55,
            57,
            59,
            55
        ],
        [
            71,
            73,
            70,
            71,
            73,
            70
        ],
        [
            41,
            43,
            39,
            41,
            43,
            39
        ],
        [
            6267,
            3192,
            3075,
            6267,
            3192,
            3075
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396998,
            -211391,
            -310926,
            -98497,
            -322375,
            -301970
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6620,
    "evaluation_days": 2206.67,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1573171200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759956788604,
    "expiration_time": 1765658880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 67,
            "offset": 83,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 135,
            "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)