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Trade: XTZ/USDT/720/SUPERTREND/ZLMA/3008

Strategy
XTZ/USDT/720/SUPERTREND/ZLMA/3008
Pair
XTZ_USDT
Interval
12h
Score
361143
Daily Profit
0.199951
Profit Factor
1.562763
Profitability
63.380282
Streak
0.000000
Best Strategy
Training Data Length
2193.000000
Evaluation Time
2025-09-26 20:51
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 438492.8722 308706.3074 129786.5648 124783.2763 1254621.4046 -1129838.1283
Total P&L (%) 438.4929 308.7063 129.7866 124.7833 1254.6214 -1129.8381
Avg Daily Profit (%) 0.2 0.1408 0.0592 0.0369 0.1189 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126947 -37716 -99689 -3346899 -475709 -3146870
Profit Factor 1.5628 2.1268 1.2569 1.0161 1.5574 0.7955
Total Trades 142 71 71 142 71 71
Winning Trades 90 44 46 90 44 46
Losing Trades 52 27 25 52 27 25
Profitability (%) 63.3803 61.9718 64.7887 63.3803 61.9718 64.7887
Ratio Avg Win / Avg Loss 0.9029 1.3051 0.6831 0.5871 0.9557 0.4323
Largest Winning Trade 62997 62997 44970 682746 552833 682746
Largest Losing Trade -85980 -32056 -85980 -2793120 -475709 -2793120
Avg Bars in Trades 29 17 40 29 17 40
Avg Bars in Winners 27 14 39 27 14 39
Avg Bars in Losers 32 23 42 32 23 42
Bars Traded 4182 1276 2906 4182 1276 2906
Profit Streak 0 0 48.744 0 0 48.744
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361143 -87031 -199516 -345702 -118706 -664551

Evaluation Data

{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4386,
    "evaluation_days": 2193,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1575936000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758909077261,
    "expiration_time": 1764399456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 104,
            "offset": 0,
            "multiplier": 2.71326
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 155,
            "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": [
        [
            438492.8722057492,
            308706.3074186111,
            129786.564787138,
            124783.2763285935,
            1254621.4045830034,
            -1129838.1282544099
        ],
        [
            438.492872,
            308.706307,
            129.786565,
            124.783276,
            1254.621405,
            -1129.838128
        ],
        [
            0.199951,
            0.140769,
            0.059182,
            0.036941,
            0.118908,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126947,
            -37716,
            -99689,
            -3346899,
            -475709,
            -3146870
        ],
        [
            1.562763,
            2.126835,
            1.256891,
            1.01605,
            1.557362,
            0.795455
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            90,
            44,
            46,
            90,
            44,
            46
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            63.380282,
            61.971831,
            64.788732,
            63.380282,
            61.971831,
            64.788732
        ],
        [
            0.90293,
            1.305104,
            0.683093,
            0.587051,
            0.955654,
            0.432312
        ],
        [
            62997,
            62997,
            44970,
            682746,
            552833,
            682746
        ],
        [
            -85980,
            -32056,
            -85980,
            -2793120,
            -475709,
            -2793120
        ],
        [
            29,
            17,
            40,
            29,
            17,
            40
        ],
        [
            27,
            14,
            39,
            27,
            14,
            39
        ],
        [
            32,
            23,
            42,
            32,
            23,
            42
        ],
        [
            4182,
            1276,
            2906,
            4182,
            1276,
            2906
        ],
        [
            0,
            0,
            48.74395,
            0,
            0,
            48.74395
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361143,
            -87031,
            -199516,
            -345702,
            -118706,
            -664551
        ]
    ]
}
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": 1575936000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758909077261,
    "expiration_time": 1764399456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 104,
            "offset": 0,
            "multiplier": 2.71326
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 155,
            "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)