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Trade: XTZ/USDT/480/SINWMA/T3/3770

Strategy
XTZ/USDT/480/SINWMA/T3/3770
Pair
XTZ_USDT
Interval
8h
Score
384464
Daily Profit
0.151093
Profit Factor
2.259955
Profitability
47.727273
Streak
0.000000
Best Strategy
Training Data Length
2194.670000
Evaluation Time
2025-09-27 04:46
Expiration Time
2025-12-01 14:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 427132.6889 331598.8247 95533.8642 521043.9679 446763.5299 74280.438
Total P&L (%) 427.1327 331.5988 95.5339 521.044 446.7635 74.2804
Avg Daily Profit (%) 0.1946 0.1511 0.0435 0.0832 0.0774 0.0253
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92119 -91564 -94278 -545478 -552053 -525254
Profit Factor 1.8089 2.26 1.3607 1.2022 1.3498 1.0571
Total Trades 88 44 44 88 44 44
Winning Trades 39 21 18 39 21 18
Losing Trades 49 23 26 49 23 26
Profitability (%) 44.3182 47.7273 40.9091 44.3182 47.7273 40.9091
Ratio Avg Win / Avg Loss 2.2728 2.4752 1.9655 1.5105 1.4784 1.527
Largest Winning Trade 137973 137973 55887 351093 351093 257280
Largest Losing Trade -49217 -42901 -49217 -279417 -228453 -279417
Avg Bars in Trades 73 64 83 73 64 83
Avg Bars in Winners 115 98 136 115 98 136
Avg Bars in Losers 40 33 47 40 33 47
Bars Traded 6508 2826 3682 6508 2826 3682
Profit Streak 0 0 45.0743 0 0 45.0743
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325152 384464 -136121 -82770 -89992 -318528
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6584,
    "evaluation_days": 2194.67,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571097600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758937618184,
    "expiration_time": 1764590976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 30,
            "offset": 0,
            "a": 0.6477
        }
    }
}
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": [
        [
            427132.6889015555,
            331598.8247314637,
            95533.8641700916,
            521043.9678971168,
            446763.5298798615,
            74280.4380172549
        ],
        [
            427.132689,
            331.598825,
            95.533864,
            521.043968,
            446.76353,
            74.280438
        ],
        [
            0.194623,
            0.151093,
            0.04353,
            0.083247,
            0.077438,
            0.025314
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92119,
            -91564,
            -94278,
            -545478,
            -552053,
            -525254
        ],
        [
            1.808936,
            2.259955,
            1.36073,
            1.202195,
            1.34981,
            1.057148
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            44.318182,
            47.727273,
            40.909091,
            44.318182,
            47.727273,
            40.909091
        ],
        [
            2.272766,
            2.475189,
            1.965499,
            1.51045,
            1.478363,
            1.526992
        ],
        [
            137973,
            137973,
            55887,
            351093,
            351093,
            257280
        ],
        [
            -49217,
            -42901,
            -49217,
            -279417,
            -228453,
            -279417
        ],
        [
            73,
            64,
            83,
            73,
            64,
            83
        ],
        [
            115,
            98,
            136,
            115,
            98,
            136
        ],
        [
            40,
            33,
            47,
            40,
            33,
            47
        ],
        [
            6508,
            2826,
            3682,
            6508,
            2826,
            3682
        ],
        [
            0,
            0,
            45.074284,
            0,
            0,
            45.074285
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325152,
            384464,
            -136121,
            -82770,
            -89992,
            -318528
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6584,
    "evaluation_days": 2194.67,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571097600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758937618184,
    "expiration_time": 1764590976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 30,
            "offset": 0,
            "a": 0.6477
        }
    }
}

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)