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Trade: XTZ/USDT/360/SINWMA/SSF/5340

Strategy
XTZ/USDT/360/SINWMA/SSF/5340
Pair
XTZ_USDT
Interval
6h
Score
341913
Daily Profit
0.185169
Profit Factor
1.736941
Profitability
46.000000
Streak
0.000000
Best Strategy
Training Data Length
2200.250000
Evaluation Time
2025-10-02 11:14
Expiration Time
2025-12-07 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 407417.4262 313949.4096 93468.0166 523743.5679 32013.0224 491730.5456
Total P&L (%) 407.4174 313.9494 93.468 523.7436 32.013 491.7305
Avg Daily Profit (%) 0.1852 0.1427 0.0425 0.0832 0.0126 0.0808
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175431 -141012 -92530 -1584752 -1368606 -663753
Profit Factor 1.7369 2.1457 1.3352 1.1258 1.0143 1.2563
Total Trades 100 50 50 100 50 50
Winning Trades 46 22 24 46 22 24
Losing Trades 54 28 26 54 28 26
Profitability (%) 46 44 48 46 44 48
Ratio Avg Win / Avg Loss 2.039 2.7309 1.4465 1.3216 1.2909 1.3609
Largest Winning Trade 116647 116647 45707 583835 583835 522488
Largest Losing Trade -38291 -23762 -38291 -425020 -425020 -244841
Avg Bars in Trades 86 78 95 86 78 95
Avg Bars in Winners 134 123 144 134 123 144
Avg Bars in Losers 46 42 49 46 42 49
Bars Traded 8669 3906 4763 8669 3906 4763
Profit Streak 0 0 51.0937 0 0 51.0937
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341913 -180862 -316134 -164834 -566131 -265477
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8801,
    "evaluation_days": 2200.25,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1570903200000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759392899324,
    "expiration_time": 1765087848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 100,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            407417.4262264072,
            313949.4096431356,
            93468.0165832716,
            523743.5679483996,
            32013.0223771054,
            491730.5455712938
        ],
        [
            407.417426,
            313.94941,
            93.468017,
            523.743568,
            32.013022,
            491.730546
        ],
        [
            0.185169,
            0.142688,
            0.042481,
            0.083233,
            0.012623,
            0.080836
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175431,
            -141012,
            -92530,
            -1584752,
            -1368606,
            -663753
        ],
        [
            1.736941,
            2.145679,
            1.335227,
            1.125813,
            1.014266,
            1.256261
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            46,
            44,
            48,
            46,
            44,
            48
        ],
        [
            2.039018,
            2.730864,
            1.446496,
            1.321606,
            1.290884,
            1.360949
        ],
        [
            116647,
            116647,
            45707,
            583835,
            583835,
            522488
        ],
        [
            -38291,
            -23762,
            -38291,
            -425020,
            -425020,
            -244841
        ],
        [
            86,
            78,
            95,
            86,
            78,
            95
        ],
        [
            134,
            123,
            144,
            134,
            123,
            144
        ],
        [
            46,
            42,
            49,
            46,
            42,
            49
        ],
        [
            8669,
            3906,
            4763,
            8669,
            3906,
            4763
        ],
        [
            0,
            0,
            51.093742,
            0,
            0,
            51.093742
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341913,
            -180862,
            -316134,
            -164834,
            -566131,
            -265477
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8801,
    "evaluation_days": 2200.25,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1570903200000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759392899324,
    "expiration_time": 1765087848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 100,
            "offset": 0,
            "poles": 2
        }
    }
}

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)