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Trade: XTZ/USDT/720/SUPERTREND/ZLMA/5206

Strategy
XTZ/USDT/720/SUPERTREND/ZLMA/5206
Pair
XTZ_USDT
Interval
12h
Score
409474
Daily Profit
0.178882
Profit Factor
1.457655
Profitability
59.259259
Streak
61.956794
Best Strategy
Training Data Length
2200.000000
Evaluation Time
2025-10-02 01:57
Expiration Time
2025-12-06 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393540.6793 307969.1209 85571.5584 -337101.3662 307164.0432 -644265.4094
Total P&L (%) 393.5407 307.9691 85.5716 -337.1014 307.164 -644.2654
Avg Daily Profit (%) 0.1789 0.14 0.0389 0 0.0638 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176936 -72094 -150665 -1362672 -467497 -1294371
Profit Factor 1.4577 1.7789 1.1842 0.9114 1.2033 0.7191
Total Trades 162 81 81 162 81 81
Winning Trades 96 47 49 91 44 47
Losing Trades 66 34 32 71 37 34
Profitability (%) 59.2593 58.0247 60.4938 56.1728 54.321 58.0247
Ratio Avg Win / Avg Loss 1.0021 1.2869 0.7734 0.7111 1.0119 0.5202
Largest Winning Trade 68392 68392 52134 173984 173984 140513
Largest Losing Trade -122474 -45892 -122474 -927563 -162049 -927563
Avg Bars in Trades 25 16 34 25 16 34
Avg Bars in Winners 27 13 41 28 15 40
Avg Bars in Losers 22 21 24 21 17 26
Bars Traded 4145 1338 2807 4145 1338 2807
Profit Streak 61.9568 124.4568 0 0 0 81.4568
Trades During Streak 1 4 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409474 -12872 -170820 -578851 -119312 -590455
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4400,
    "evaluation_days": 2200,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1574510400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759359467035,
    "expiration_time": 1765022400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 121,
            "offset": 0,
            "multiplier": 3.02062
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 81,
            "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": [
        [
            393540.6793361746,
            307969.1209028432,
            85571.5584333312,
            -337101.3661641713,
            307164.0432479816,
            -644265.4094121527
        ],
        [
            393.540679,
            307.969121,
            85.571558,
            -337.101366,
            307.164043,
            -644.265409
        ],
        [
            0.178882,
            0.139986,
            0.038896,
            0,
            0.063841,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176936,
            -72094,
            -150665,
            -1362672,
            -467497,
            -1294371
        ],
        [
            1.457655,
            1.778895,
            1.184217,
            0.911388,
            1.203287,
            0.719059
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            96,
            47,
            49,
            91,
            44,
            47
        ],
        [
            66,
            34,
            32,
            71,
            37,
            34
        ],
        [
            59.259259,
            58.024691,
            60.493827,
            56.17284,
            54.320988,
            58.024691
        ],
        [
            1.002138,
            1.28686,
            0.773366,
            0.711083,
            1.011855,
            0.52017
        ],
        [
            68392,
            68392,
            52134,
            173984,
            173984,
            140513
        ],
        [
            -122474,
            -45892,
            -122474,
            -927563,
            -162049,
            -927563
        ],
        [
            25,
            16,
            34,
            25,
            16,
            34
        ],
        [
            27,
            13,
            41,
            28,
            15,
            40
        ],
        [
            22,
            21,
            24,
            21,
            17,
            26
        ],
        [
            4145,
            1338,
            2807,
            4145,
            1338,
            2807
        ],
        [
            61.956794,
            124.456794,
            0,
            0,
            0,
            81.456794
        ],
        [
            1,
            4,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409474,
            -12872,
            -170820,
            -578851,
            -119312,
            -590455
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4400,
    "evaluation_days": 2200,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1574510400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759359467035,
    "expiration_time": 1765022400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 121,
            "offset": 0,
            "multiplier": 3.02062
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 81,
            "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)