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Trade: XTZ/USDT/240/SINWMA/MIDPRICE/1912

Strategy
XTZ/USDT/240/SINWMA/MIDPRICE/1912
Pair
XTZ_USDT
Interval
4h
Score
403401
Daily Profit
0.237910
Profit Factor
1.298456
Profitability
45.234249
Streak
0.000000
Best Strategy
Training Data Length
2206.000000
Evaluation Time
2025-10-08 13:58
Expiration Time
2025-12-13 14:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 524830.4191 399498.0929 125332.3262 899328.2336 398835.6413 500492.5923
Total P&L (%) 524.8304 399.4981 125.3323 899.3282 398.8356 500.4926
Avg Daily Profit (%) 0.2379 0.1811 0.0568 0.1044 0.0729 0.0813
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89291 -78982 -80514 -670211 -853340 -370711
Profit Factor 1.2985 1.4512 1.1435 1.1239 1.0988 1.1554
Total Trades 619 309 310 619 309 310
Winning Trades 280 143 137 280 143 137
Losing Trades 339 166 173 339 166 173
Profitability (%) 45.2342 46.2783 44.1935 45.2342 46.2783 44.1935
Ratio Avg Win / Avg Loss 1.5721 1.6846 1.444 1.3607 1.2755 1.459
Largest Winning Trade 121470 121470 34636 456552 456552 207575
Largest Losing Trade -39168 -20001 -39168 -234212 -234212 -171762
Avg Bars in Trades 21 21 20 21 21 20
Avg Bars in Winners 26 26 26 26 26 26
Avg Bars in Losers 16 17 15 16 17 15
Bars Traded 13099 6651 6448 13099 6651 6448
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403401 340902 -180598 -135765 -207632 -134476
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13236,
    "evaluation_days": 2206,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1569988800000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759921087969,
    "expiration_time": 1765628352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "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": [
        [
            524830.4190946041,
            399498.0928606457,
            125332.3262339582,
            899328.233582546,
            398835.6412675832,
            500492.5923149638
        ],
        [
            524.830419,
            399.498093,
            125.332326,
            899.328234,
            398.835641,
            500.492592
        ],
        [
            0.23791,
            0.181096,
            0.056814,
            0.104402,
            0.072878,
            0.081292
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89291,
            -78982,
            -80514,
            -670211,
            -853340,
            -370711
        ],
        [
            1.298456,
            1.451231,
            1.143543,
            1.1239,
            1.098763,
            1.155423
        ],
        [
            619,
            309,
            310,
            619,
            309,
            310
        ],
        [
            280,
            143,
            137,
            280,
            143,
            137
        ],
        [
            339,
            166,
            173,
            339,
            166,
            173
        ],
        [
            45.234249,
            46.278317,
            44.193548,
            45.234249,
            46.278317,
            44.193548
        ],
        [
            1.572059,
            1.684646,
            1.444036,
            1.360722,
            1.275487,
            1.459037
        ],
        [
            121470,
            121470,
            34636,
            456552,
            456552,
            207575
        ],
        [
            -39168,
            -20001,
            -39168,
            -234212,
            -234212,
            -171762
        ],
        [
            21,
            21,
            20,
            21,
            21,
            20
        ],
        [
            26,
            26,
            26,
            26,
            26,
            26
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            13099,
            6651,
            6448,
            13099,
            6651,
            6448
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403401,
            340902,
            -180598,
            -135765,
            -207632,
            -134476
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13236,
    "evaluation_days": 2206,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1569988800000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759921087969,
    "expiration_time": 1765628352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "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)