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Trade: XTZ/USDT/360/SINWMA/LINREG/3685

Strategy
XTZ/USDT/360/SINWMA/LINREG/3685
Pair
XTZ_USDT
Interval
6h
Score
342464
Daily Profit
0.210808
Profit Factor
1.788676
Profitability
45.192308
Streak
0.000000
Best Strategy
Training Data Length
2198.750000
Evaluation Time
2025-09-30 23:58
Expiration Time
2025-12-05 19:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 463514.6166 346978.7123 116535.9043 884823.6991 947778.2738 -62954.5746
Total P&L (%) 463.5146 346.9787 116.5359 884.8237 947.7783 -62.9546
Avg Daily Profit (%) 0.2108 0.1578 0.053 0.1041 0.1069 -0.0452
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110003 -129811 -71383 -1187908 -991673 -924832
Profit Factor 1.7887 2.1817 1.3963 1.1838 1.4207 0.9754
Total Trades 104 52 52 104 52 52
Winning Trades 47 19 28 47 19 28
Losing Trades 57 33 24 57 33 24
Profitability (%) 45.1923 36.5385 53.8462 45.1923 36.5385 53.8462
Ratio Avg Win / Avg Loss 2.1692 3.7892 1.1968 1.4357 2.4675 0.8361
Largest Winning Trade 111089 111089 41491 742827 742827 260023
Largest Losing Trade -26950 -22248 -26950 -350911 -203067 -350911
Avg Bars in Trades 83 77 89 83 77 89
Avg Bars in Winners 129 133 127 129 133 127
Avg Bars in Losers 45 44 45 45 44 45
Bars Traded 8676 4014 4662 8676 4014 4662
Profit Streak 0 0 49.374 0 0 49.374
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342464 -173879 -300459 -73518 -233211 -759771
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8795,
    "evaluation_days": 2198.75,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1570989600000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759265909416,
    "expiration_time": 1764954360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 79,
            "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": [
        [
            463514.616623648,
            346978.7123046839,
            116535.904318964,
            884823.6991395241,
            947778.2737858038,
            -62954.5746462798
        ],
        [
            463.514617,
            346.978712,
            116.535904,
            884.823699,
            947.778274,
            -62.954575
        ],
        [
            0.210808,
            0.157807,
            0.053001,
            0.104081,
            0.106902,
            -0.045153
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110003,
            -129811,
            -71383,
            -1187908,
            -991673,
            -924832
        ],
        [
            1.788676,
            2.181663,
            1.396278,
            1.183833,
            1.420676,
            0.97541
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            47,
            19,
            28,
            47,
            19,
            28
        ],
        [
            57,
            33,
            24,
            57,
            33,
            24
        ],
        [
            45.192308,
            36.538462,
            53.846154,
            45.192308,
            36.538462,
            53.846154
        ],
        [
            2.169246,
            3.789204,
            1.19681,
            1.435712,
            2.46749,
            0.836066
        ],
        [
            111089,
            111089,
            41491,
            742827,
            742827,
            260023
        ],
        [
            -26950,
            -22248,
            -26950,
            -350911,
            -203067,
            -350911
        ],
        [
            83,
            77,
            89,
            83,
            77,
            89
        ],
        [
            129,
            133,
            127,
            129,
            133,
            127
        ],
        [
            45,
            44,
            45,
            45,
            44,
            45
        ],
        [
            8676,
            4014,
            4662,
            8676,
            4014,
            4662
        ],
        [
            0,
            0,
            49.373951,
            0,
            0,
            49.373952
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            342464,
            -173879,
            -300459,
            -73518,
            -233211,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8795,
    "evaluation_days": 2198.75,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1570989600000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759265909416,
    "expiration_time": 1764954360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 79,
            "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)