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Trade: XTZ/USDT/720/MIDPOINT/HMA/5075

Strategy
XTZ/USDT/720/MIDPOINT/HMA/5075
Pair
XTZ_USDT
Interval
12h
Score
328363
Daily Profit
0.191630
Profit Factor
1.485575
Profitability
47.200000
Streak
0.000000
Best Strategy
Training Data Length
2199.500000
Evaluation Time
2025-10-01 06:42
Expiration Time
2025-12-06 01:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 421490.2761 399679.7446 21810.5315 65429.1668 255961.1223 -190531.9555
Total P&L (%) 421.4903 399.6797 21.8105 65.4292 255.9611 -190.532
Avg Daily Profit (%) 0.1916 0.1817 0.0099 0.0229 0.0577 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170919 -166722 -102854 -400789 -371124 -410215
Profit Factor 1.4856 1.8777 1.0529 1.0367 1.2669 0.7693
Total Trades 125 63 62 125 63 62
Winning Trades 59 26 33 59 26 33
Losing Trades 66 37 29 66 37 29
Profitability (%) 47.2 41.2698 53.2258 47.2 41.2698 53.2258
Ratio Avg Win / Avg Loss 1.6618 2.6722 0.9252 1.1597 1.803 0.676
Largest Winning Trade 197524 197524 59934 230176 230176 120905
Largest Losing Trade -48577 -48577 -36315 -124973 -124973 -120183
Avg Bars in Trades 34 28 40 34 28 40
Avg Bars in Winners 40 32 46 40 32 46
Avg Bars in Losers 29 26 33 29 26 33
Bars Traded 4306 1798 2508 4306 1798 2508
Profit Streak 0 0 79.1543 0 0 79.1543
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328363 -139046 -502122 -343550 -264900 -733576
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4399,
    "evaluation_days": 2199.5,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1572436800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759290135691,
    "expiration_time": 1764977904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 67,
            "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": [
        [
            421490.2760670342,
            399679.7446092628,
            21810.5314577714,
            65429.1668166896,
            255961.1223157091,
            -190531.9554990196
        ],
        [
            421.490276,
            399.679745,
            21.810531,
            65.429167,
            255.961122,
            -190.531955
        ],
        [
            0.19163,
            0.181714,
            0.009916,
            0.022888,
            0.057741,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170919,
            -166722,
            -102854,
            -400789,
            -371124,
            -410215
        ],
        [
            1.485575,
            1.877746,
            1.052852,
            1.036662,
            1.266941,
            0.769272
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            59,
            26,
            33,
            59,
            26,
            33
        ],
        [
            66,
            37,
            29,
            66,
            37,
            29
        ],
        [
            47.2,
            41.269841,
            53.225806,
            47.2,
            41.269841,
            53.225806
        ],
        [
            1.66183,
            2.672177,
            0.925233,
            1.159656,
            1.802954,
            0.676027
        ],
        [
            197524,
            197524,
            59934,
            230176,
            230176,
            120905
        ],
        [
            -48577,
            -48577,
            -36315,
            -124973,
            -124973,
            -120183
        ],
        [
            34,
            28,
            40,
            34,
            28,
            40
        ],
        [
            40,
            32,
            46,
            40,
            32,
            46
        ],
        [
            29,
            26,
            33,
            29,
            26,
            33
        ],
        [
            4306,
            1798,
            2508,
            4306,
            1798,
            2508
        ],
        [
            0,
            0,
            79.154348,
            0,
            0,
            79.154348
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328363,
            -139046,
            -502122,
            -343550,
            -264900,
            -733576
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4399,
    "evaluation_days": 2199.5,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1572436800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759290135691,
    "expiration_time": 1764977904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 67,
            "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)