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Trade: XTZ/USDT/720/KCL/WMA/2557

Strategy
XTZ/USDT/720/KCL/WMA/2557
Pair
XTZ_USDT
Interval
12h
Score
472745
Daily Profit
0.173100
Profit Factor
1.595751
Profitability
73.026316
Streak
58.101953
Best Strategy
Training Data Length
2208.000000
Evaluation Time
2025-10-09 17:26
Expiration Time
2025-12-14 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 382203.8738 279228.5187 102975.3551 264166.7399 -30176.9517 294343.6915
Total P&L (%) 382.2039 279.2285 102.9754 264.1667 -30.177 294.3437
Avg Daily Profit (%) 0.1731 0.1265 0.0466 0.0586 -0.0163 0.0622
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108012 -125485 -66492 -695112 -757330 -231320
Profit Factor 1.5958 1.7586 1.3765 1.0981 0.9834 1.3384
Total Trades 152 76 76 152 76 76
Winning Trades 111 58 53 111 58 53
Losing Trades 41 18 23 41 18 23
Profitability (%) 73.0263 76.3158 69.7368 73.0263 76.3158 69.7368
Ratio Avg Win / Avg Loss 0.5894 0.5458 0.5974 0.4056 0.3052 0.5808
Largest Winning Trade 52036 52036 28820 169790 169790 102800
Largest Losing Trade -63981 -49366 -63981 -397518 -397518 -212186
Avg Bars in Trades 27 43 10 27 43 10
Avg Bars in Winners 12 16 8 12 16 8
Avg Bars in Losers 66 131 16 66 131 16
Bars Traded 4136 3325 811 4136 3325 811
Profit Streak 58.102 64.602 58.102 58.102 64.602 58.102
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 472745 -68430 -177103 -223506 -625574 -156641
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4416,
    "evaluation_days": 2208,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1576065600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760020008757,
    "expiration_time": 1765734336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 5,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 158,
            "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": [
        [
            382203.8737627103,
            279228.5187117433,
            102975.3550509674,
            264166.7398587629,
            -30176.9516832026,
            294343.6915419655
        ],
        [
            382.203874,
            279.228519,
            102.975355,
            264.16674,
            -30.176952,
            294.343692
        ],
        [
            0.1731,
            0.126462,
            0.046637,
            0.058552,
            -0.016267,
            0.062159
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108012,
            -125485,
            -66492,
            -695112,
            -757330,
            -231320
        ],
        [
            1.595751,
            1.758632,
            1.376535,
            1.098098,
            0.983447,
            1.338373
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            111,
            58,
            53,
            111,
            58,
            53
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            73.026316,
            76.315789,
            69.736842,
            73.026316,
            76.315789,
            69.736842
        ],
        [
            0.589421,
            0.545782,
            0.597364,
            0.405604,
            0.305208,
            0.580803
        ],
        [
            52036,
            52036,
            28820,
            169790,
            169790,
            102800
        ],
        [
            -63981,
            -49366,
            -63981,
            -397518,
            -397518,
            -212186
        ],
        [
            27,
            43,
            10,
            27,
            43,
            10
        ],
        [
            12,
            16,
            8,
            12,
            16,
            8
        ],
        [
            66,
            131,
            16,
            66,
            131,
            16
        ],
        [
            4136,
            3325,
            811,
            4136,
            3325,
            811
        ],
        [
            58.101953,
            64.601953,
            58.101953,
            58.101953,
            64.601953,
            58.101953
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            472745,
            -68430,
            -177103,
            -223506,
            -625574,
            -156641
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4416,
    "evaluation_days": 2208,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1576065600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760020008757,
    "expiration_time": 1765734336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 5,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 158,
            "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)