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Trade: XTZ/USDT/720/OHLC4/KCL/2913

Strategy
XTZ/USDT/720/OHLC4/KCL/2913
Pair
XTZ_USDT
Interval
12h
Score
546327
Daily Profit
0.175070
Profit Factor
2.493126
Profitability
84.210526
Streak
156.329192
Best Strategy
Training Data Length
2193.000000
Evaluation Time
2025-09-28 10:54
Expiration Time
2025-11-29 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383927.6724 182254.5471 201673.1253 1269370.9321 456042.4054 813328.5267
Total P&L (%) 383.9277 182.2545 201.6731 1269.3709 456.0424 813.3285
Avg Daily Profit (%) 0.1751 0.0831 0.092 0.1194 0.0783 0.1009
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71668 -22351 -91946 -151732 -90735 -165941
Profit Factor 2.4931 5.5244 1.93 2.8002 3.2336 2.6236
Total Trades 95 48 47 95 48 47
Winning Trades 80 39 41 80 39 41
Losing Trades 15 9 6 15 9 6
Profitability (%) 84.2105 81.25 87.234 84.2105 81.25 87.234
Ratio Avg Win / Avg Loss 0.4675 1.2749 0.2824 0.525 0.7462 0.3839
Largest Winning Trade 33889 19543 33889 131480 93316 131480
Largest Losing Trade -61839 -13465 -61839 -150614 -55995 -150614
Avg Bars in Trades 40 7 74 40 7 74
Avg Bars in Winners 18 4 31 18 4 31
Avg Bars in Losers 160 22 366 160 22 366
Bars Traded 3857 372 3485 3857 372 3485
Profit Streak 156.3292 156.3292 237.3292 156.3292 156.3292 237.3292
Trades During Streak 2 1 9 2 1 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 546327 -69975 -63133 -24825 -80096 -49442
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4386,
    "evaluation_days": 2193,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1574769600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759046042240,
    "expiration_time": 1764399456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            383927.6724167081,
            182254.5470685016,
            201673.1253482063,
            1269370.9320586803,
            456042.4053944418,
            813328.5266642385
        ],
        [
            383.927672,
            182.254547,
            201.673125,
            1269.370932,
            456.042405,
            813.328527
        ],
        [
            0.17507,
            0.083107,
            0.091962,
            0.119403,
            0.078265,
            0.100914
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71668,
            -22351,
            -91946,
            -151732,
            -90735,
            -165941
        ],
        [
            2.493126,
            5.524445,
            1.930021,
            2.800212,
            3.233647,
            2.623561
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            80,
            39,
            41,
            80,
            39,
            41
        ],
        [
            15,
            9,
            6,
            15,
            9,
            6
        ],
        [
            84.210526,
            81.25,
            87.234043,
            84.210526,
            81.25,
            87.234043
        ],
        [
            0.467461,
            1.274872,
            0.282442,
            0.52504,
            0.746226,
            0.383936
        ],
        [
            33889,
            19543,
            33889,
            131480,
            93316,
            131480
        ],
        [
            -61839,
            -13465,
            -61839,
            -150614,
            -55995,
            -150614
        ],
        [
            40,
            7,
            74,
            40,
            7,
            74
        ],
        [
            18,
            4,
            31,
            18,
            4,
            31
        ],
        [
            160,
            22,
            366,
            160,
            22,
            366
        ],
        [
            3857,
            372,
            3485,
            3857,
            372,
            3485
        ],
        [
            156.329192,
            156.329192,
            237.329192,
            156.329193,
            156.329193,
            237.329193
        ],
        [
            2,
            1,
            9,
            2,
            1,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            546327,
            -69975,
            -63133,
            -24825,
            -80096,
            -49442
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4386,
    "evaluation_days": 2193,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1574769600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759046042240,
    "expiration_time": 1764399456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)