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Trade: XTZ/USDT/240/SINWMA/RMA/3697

Strategy
XTZ/USDT/240/SINWMA/RMA/3697
Pair
XTZ_USDT
Interval
4h
Score
319590
Daily Profit
0.173631
Profit Factor
1.545975
Profitability
46.086957
Streak
0.000000
Best Strategy
Training Data Length
2192.170000
Evaluation Time
2025-09-26 18:55
Expiration Time
2025-11-29 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 380629.4159 310420.3794 70209.0365 274351.5231 995943.9441 -721592.421
Total P&L (%) 380.6294 310.4204 70.209 274.3515 995.9439 -721.5924
Avg Daily Profit (%) 0.1736 0.1416 0.032 0.0602 0.1093 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168820 -137680 -133522 -1826585 -513364 -1624641
Profit Factor 1.546 1.9101 1.1972 1.065 1.6061 0.7201
Total Trades 115 58 57 115 58 57
Winning Trades 53 24 29 53 24 29
Losing Trades 62 34 28 62 34 28
Profitability (%) 46.087 41.3793 50.8772 46.087 41.3793 50.8772
Ratio Avg Win / Avg Loss 1.8085 2.706 1.1559 1.2458 2.2753 0.6953
Largest Winning Trade 107310 107310 42901 480677 426050 480677
Largest Losing Trade -38567 -21576 -38567 -402686 -276866 -402686
Avg Bars in Trades 112 106 118 112 106 118
Avg Bars in Winners 170 171 169 170 171 169
Avg Bars in Losers 62 59 66 62 59 66
Bars Traded 12916 6148 6768 12916 6148 6768
Profit Streak 0 0 44.6635 0 0 44.6635
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319590 -183782 -333127 -262747 -227056 -760164
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13153,
    "evaluation_days": 2192.17,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571313600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758902125846,
    "expiration_time": 1764397296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 48,
            "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": [
        [
            380629.4158911408,
            310420.3793854382,
            70209.0365057028,
            274351.5231260685,
            995943.9441239999,
            -721592.4209979314
        ],
        [
            380.629416,
            310.420379,
            70.209037,
            274.351523,
            995.943944,
            -721.592421
        ],
        [
            0.173631,
            0.141604,
            0.032027,
            0.060234,
            0.109276,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168820,
            -137680,
            -133522,
            -1826585,
            -513364,
            -1624641
        ],
        [
            1.545975,
            1.910117,
            1.197173,
            1.064991,
            1.606125,
            0.720123
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            62,
            34,
            28,
            62,
            34,
            28
        ],
        [
            46.086957,
            41.37931,
            50.877193,
            46.086957,
            41.37931,
            50.877193
        ],
        [
            1.808499,
            2.705998,
            1.155891,
            1.245838,
            2.275343,
            0.695292
        ],
        [
            107310,
            107310,
            42901,
            480677,
            426050,
            480677
        ],
        [
            -38567,
            -21576,
            -38567,
            -402686,
            -276866,
            -402686
        ],
        [
            112,
            106,
            118,
            112,
            106,
            118
        ],
        [
            170,
            171,
            169,
            170,
            171,
            169
        ],
        [
            62,
            59,
            66,
            62,
            59,
            66
        ],
        [
            12916,
            6148,
            6768,
            12916,
            6148,
            6768
        ],
        [
            0,
            0,
            44.663494,
            0,
            0,
            44.663494
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319590,
            -183782,
            -333127,
            -262747,
            -227056,
            -760164
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13153,
    "evaluation_days": 2192.17,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571313600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758902125846,
    "expiration_time": 1764397296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 48,
            "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)