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Trade: XTZ/USDT/720/HL2/HWMA/3656

Strategy
XTZ/USDT/720/HL2/HWMA/3656
Pair
XTZ_USDT
Interval
12h
Score
454449
Daily Profit
0.233938
Profit Factor
1.395231
Profitability
55.782313
Streak
19.773717
Best Strategy
Training Data Length
2197.500000
Evaluation Time
2025-09-29 09:34
Expiration Time
2025-12-04 00:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 514078.1715 407399.0686 106679.1029 629773.914 481729.9016 148044.0124
Total P&L (%) 514.0782 407.3991 106.6791 629.7739 481.7299 148.044
Avg Daily Profit (%) 0.2339 0.1854 0.0485 0.0905 0.0802 0.0413
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160001 -92671 -111271 -2194947 -1291999 -1503666
Profit Factor 1.3952 1.7354 1.1429 1.077 1.1295 1.0332
Total Trades 294 147 147 294 147 147
Winning Trades 164 76 88 164 76 88
Losing Trades 130 71 59 130 71 59
Profitability (%) 55.7823 51.7007 59.8639 55.7823 51.7007 59.8639
Ratio Avg Win / Avg Loss 1.106 1.6212 0.7662 0.8537 1.0552 0.6927
Largest Winning Trade 57490 57490 55058 619113 619113 438008
Largest Losing Trade -55239 -34520 -55239 -511115 -472966 -511115
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 4384 2188 2196 4384 2188 2196
Profit Streak 19.7737 27.2737 19.7737 19.7737 27.2737 19.7737
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454449 419762 -191169 -205644 -163141 -321430
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4395,
    "evaluation_days": 2197.5,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1569283200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759127649146,
    "expiration_time": 1764799920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.14499,
            "nb": 0.1,
            "nc": 0.80815
        }
    }
}
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": [
        [
            514078.1714966934,
            407399.0685792167,
            106679.1029174769,
            629773.9140027085,
            481729.9016067345,
            148044.0123959747
        ],
        [
            514.078171,
            407.399069,
            106.679103,
            629.773914,
            481.729902,
            148.044012
        ],
        [
            0.233938,
            0.185392,
            0.048546,
            0.090488,
            0.080161,
            0.041348
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160001,
            -92671,
            -111271,
            -2194947,
            -1291999,
            -1503666
        ],
        [
            1.395231,
            1.735368,
            1.142868,
            1.076962,
            1.129488,
            1.033174
        ],
        [
            294,
            147,
            147,
            294,
            147,
            147
        ],
        [
            164,
            76,
            88,
            164,
            76,
            88
        ],
        [
            130,
            71,
            59,
            130,
            71,
            59
        ],
        [
            55.782313,
            51.70068,
            59.863946,
            55.782313,
            51.70068,
            59.863946
        ],
        [
            1.105976,
            1.621199,
            0.766241,
            0.853689,
            1.05518,
            0.692696
        ],
        [
            57490,
            57490,
            55058,
            619113,
            619113,
            438008
        ],
        [
            -55239,
            -34520,
            -55239,
            -511115,
            -472966,
            -511115
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            4384,
            2188,
            2196,
            4384,
            2188,
            2196
        ],
        [
            19.773717,
            27.273717,
            19.773717,
            19.773717,
            27.273717,
            19.773717
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454449,
            419762,
            -191169,
            -205644,
            -163141,
            -321430
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4395,
    "evaluation_days": 2197.5,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1569283200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759127649146,
    "expiration_time": 1764799920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.14499,
            "nb": 0.1,
            "nc": 0.80815
        }
    }
}

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)