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Trade: XTZ/USDT/360/LINREG/SINWMA/9267

Strategy
XTZ/USDT/360/LINREG/SINWMA/9267
Pair
XTZ_USDT
Interval
6h
Score
318868
Daily Profit
0.179901
Profit Factor
1.448912
Profitability
46.012270
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 395828.1667 335525.3541 60302.8126 167028.5927 440778.0369 -273749.4442
Total P&L (%) 395.8282 335.5254 60.3028 167.0286 440.778 -273.7494
Avg Daily Profit (%) 0.1799 0.1525 0.0274 0.0447 0.0767 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -216344 -148895 -126161 -1162344 -579774 -717985
Profit Factor 1.4489 1.7595 1.1371 1.0561 1.3419 0.8377
Total Trades 163 82 81 163 82 81
Winning Trades 75 34 41 75 34 41
Losing Trades 88 48 40 88 48 40
Profitability (%) 46.0123 41.4634 50.6173 46.0123 41.4634 50.6173
Ratio Avg Win / Avg Loss 1.7001 2.484 1.1093 1.2392 1.8945 0.8173
Largest Winning Trade 132319 132319 55755 313084 225516 313084
Largest Losing Trade -40354 -38059 -40354 -304927 -304927 -217287
Avg Bars in Trades 52 57 47 52 57 47
Avg Bars in Winners 58 60 56 58 60 56
Avg Bars in Losers 48 55 39 48 55 39
Bars Traded 8628 4750 3878 8628 4750 3878
Profit Streak 0 0 97.3437 0 0 97.3437
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318868 99837 -237594 -292762 -96811 -591697
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": 1572285600000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759392894176,
    "expiration_time": 1765087848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 25,
            "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": [
        [
            395828.1667241695,
            335525.3541138858,
            60302.8126102836,
            167028.5927026489,
            440778.0369489496,
            -273749.4442463004
        ],
        [
            395.828167,
            335.525354,
            60.302813,
            167.028593,
            440.778037,
            -273.749444
        ],
        [
            0.179901,
            0.152494,
            0.027407,
            0.04465,
            0.076741,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -216344,
            -148895,
            -126161,
            -1162344,
            -579774,
            -717985
        ],
        [
            1.448912,
            1.759508,
            1.137057,
            1.056122,
            1.34191,
            0.837732
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            75,
            34,
            41,
            75,
            34,
            41
        ],
        [
            88,
            48,
            40,
            88,
            48,
            40
        ],
        [
            46.01227,
            41.463415,
            50.617284,
            46.01227,
            41.463415,
            50.617284
        ],
        [
            1.700057,
            2.484012,
            1.109324,
            1.239183,
            1.894462,
            0.817299
        ],
        [
            132319,
            132319,
            55755,
            313084,
            225516,
            313084
        ],
        [
            -40354,
            -38059,
            -40354,
            -304927,
            -304927,
            -217287
        ],
        [
            52,
            57,
            47,
            52,
            57,
            47
        ],
        [
            58,
            60,
            56,
            58,
            60,
            56
        ],
        [
            48,
            55,
            39,
            48,
            55,
            39
        ],
        [
            8628,
            4750,
            3878,
            8628,
            4750,
            3878
        ],
        [
            0,
            0,
            97.343683,
            0,
            0,
            97.343683
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318868,
            99837,
            -237594,
            -292762,
            -96811,
            -591697
        ]
    ]
}
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": 1572285600000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759392894176,
    "expiration_time": 1765087848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 25,
            "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)