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

Trade: XTZ/USDT/720/WMA/SSF/6763

Strategy
XTZ/USDT/720/WMA/SSF/6763
Pair
XTZ_USDT
Interval
12h
Score
309104
Daily Profit
0.188752
Profit Factor
1.592145
Profitability
44.186047
Streak
0.000000
Best Strategy
Training Data Length
2201.500000
Evaluation Time
2025-10-03 09:55
Expiration Time
2025-12-08 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 415537.7705 328784.8608 86752.9097 454231.7969 372814.3144 81417.4824
Total P&L (%) 415.5378 328.7849 86.7529 454.2318 372.8143 81.4175
Avg Daily Profit (%) 0.1888 0.1493 0.0394 0.0778 0.0706 0.0271
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139540 -126737 -90418 -1690097 -1414359 -754933
Profit Factor 1.5921 1.9521 1.2434 1.0755 1.1237 1.0272
Total Trades 129 65 64 129 65 64
Winning Trades 57 25 32 57 25 32
Losing Trades 72 40 32 72 40 32
Profitability (%) 44.186 38.4615 50 44.186 38.4615 50
Ratio Avg Win / Avg Loss 2.0111 3.1234 1.2434 1.3586 1.7979 1.0272
Largest Winning Trade 117422 117422 47696 788385 788385 435588
Largest Losing Trade -28282 -25793 -28282 -444273 -273503 -444273
Avg Bars in Trades 33 29 36 33 29 36
Avg Bars in Winners 50 45 53 50 45 53
Avg Bars in Losers 20 19 20 20 19 20
Bars Traded 4307 1942 2365 4307 1942 2365
Profit Streak 0 0 51.7882 0 0 51.7882
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309104 -126137 -279143 -228403 -318229 -486002
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4403,
    "evaluation_days": 2201.5,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1571572800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759474503387,
    "expiration_time": 1765155888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 26,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            415537.7705360441,
            328784.8608040249,
            86752.9097320196,
            454231.7968714421,
            372814.3144499602,
            81417.4824214823
        ],
        [
            415.537771,
            328.784861,
            86.75291,
            454.231797,
            372.814314,
            81.417482
        ],
        [
            0.188752,
            0.149346,
            0.039406,
            0.077814,
            0.070592,
            0.027059
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139540,
            -126737,
            -90418,
            -1690097,
            -1414359,
            -754933
        ],
        [
            1.592145,
            1.952118,
            1.243393,
            1.075543,
            1.123671,
            1.027154
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            57,
            25,
            32,
            57,
            25,
            32
        ],
        [
            72,
            40,
            32,
            72,
            40,
            32
        ],
        [
            44.186047,
            38.461538,
            50,
            44.186047,
            38.461538,
            50
        ],
        [
            2.01113,
            3.123389,
            1.243393,
            1.358581,
            1.797873,
            1.027154
        ],
        [
            117422,
            117422,
            47696,
            788385,
            788385,
            435588
        ],
        [
            -28282,
            -25793,
            -28282,
            -444273,
            -273503,
            -444273
        ],
        [
            33,
            29,
            36,
            33,
            29,
            36
        ],
        [
            50,
            45,
            53,
            50,
            45,
            53
        ],
        [
            20,
            19,
            20,
            20,
            19,
            20
        ],
        [
            4307,
            1942,
            2365,
            4307,
            1942,
            2365
        ],
        [
            0,
            0,
            51.788234,
            0,
            0,
            51.788234
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309104,
            -126137,
            -279143,
            -228403,
            -318229,
            -486002
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4403,
    "evaluation_days": 2201.5,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1571572800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759474503387,
    "expiration_time": 1765155888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 26,
            "offset": 0,
            "poles": 3
        }
    }
}

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)