← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: XTZ/USDT/720/SSF/PWMA/9314

Strategy
XTZ/USDT/720/SSF/PWMA/9314
Pair
XTZ_USDT
Interval
12h
Score
497036
Daily Profit
0.228247
Profit Factor
2.082906
Profitability
58.333333
Streak
74.182633
Best Strategy
Training Data Length
2208.500000
Evaluation Time
2025-10-10 07:22
Expiration Time
2025-12-15 08:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 504083.0303 329861.8891 174221.1411 1385376.7095 351285.856 1034090.8535
Total P&L (%) 504.083 329.8619 174.2211 1385.3767 351.2859 1034.0909
Avg Daily Profit (%) 0.2282 0.1494 0.0789 0.1223 0.0683 0.11
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138941 -137255 -30074 -1436675 -1497391 -171498
Profit Factor 2.0829 2.0479 2.1559 1.4373 1.1498 2.2578
Total Trades 84 42 42 84 42 42
Winning Trades 49 22 27 49 22 27
Losing Trades 35 20 15 35 20 15
Profitability (%) 58.3333 52.381 64.2857 58.3333 52.381 64.2857
Ratio Avg Win / Avg Loss 1.4878 1.8618 1.1977 1.0267 1.0452 1.2543
Largest Winning Trade 117727 117727 43734 683001 683001 229625
Largest Losing Trade -46250 -46250 -30074 -731653 -731653 -150718
Avg Bars in Trades 47 51 43 47 51 43
Avg Bars in Winners 38 33 43 38 33 43
Avg Bars in Losers 60 72 44 60 72 44
Bars Traded 4013 2182 1831 4013 2182 1831
Profit Streak 74.1826 74.1826 196.6826 74.1826 74.1826 196.6826
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 497036 401146 -81352 -25786 -156672 -39230
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4417,
    "evaluation_days": 2208.5,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1577275200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760070179496,
    "expiration_time": 1765778832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 232,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 186,
            "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": [
        [
            504083.0302561712,
            329861.889120898,
            174221.1411352731,
            1385376.7094882294,
            351285.8559711493,
            1034090.8535170802
        ],
        [
            504.08303,
            329.861889,
            174.221141,
            1385.376709,
            351.285856,
            1034.090854
        ],
        [
            0.228247,
            0.14936,
            0.078887,
            0.122251,
            0.068257,
            0.110018
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138941,
            -137255,
            -30074,
            -1436675,
            -1497391,
            -171498
        ],
        [
            2.082906,
            2.047942,
            2.155928,
            1.437338,
            1.149765,
            2.257777
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            58.333333,
            52.380952,
            64.285714,
            58.333333,
            52.380952,
            64.285714
        ],
        [
            1.48779,
            1.861765,
            1.197738,
            1.02667,
            1.04524,
            1.254321
        ],
        [
            117727,
            117727,
            43734,
            683001,
            683001,
            229625
        ],
        [
            -46250,
            -46250,
            -30074,
            -731653,
            -731653,
            -150718
        ],
        [
            47,
            51,
            43,
            47,
            51,
            43
        ],
        [
            38,
            33,
            43,
            38,
            33,
            43
        ],
        [
            60,
            72,
            44,
            60,
            72,
            44
        ],
        [
            4013,
            2182,
            1831,
            4013,
            2182,
            1831
        ],
        [
            74.182633,
            74.182633,
            196.682633,
            74.182633,
            74.182633,
            196.682633
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            497036,
            401146,
            -81352,
            -25786,
            -156672,
            -39230
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4417,
    "evaluation_days": 2208.5,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1577275200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760070179496,
    "expiration_time": 1765778832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 232,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 186,
            "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)