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Trade: XTZ/USDT/360/SINWMA/WMA/2051

Strategy
XTZ/USDT/360/SINWMA/WMA/2051
Pair
XTZ_USDT
Interval
6h
Score
310550
Daily Profit
0.152637
Profit Factor
1.844858
Profitability
42.105263
Streak
164.746795
Best Strategy
Training Data Length
2192.500000
Evaluation Time
2025-09-26 20:55
Expiration Time
2025-11-29 08:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347722.1766 334656.8934 13065.2832 -67286.2259 650568.8288 -717855.0547
Total P&L (%) 347.7222 334.6569 13.0653 -67.2862 650.5688 -717.8551
Avg Daily Profit (%) 0.1586 0.1526 0.006 -0.051 0.092 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -247910 -189504 -150349 -997856 -218187 -992127
Profit Factor 1.4955 1.8449 1.0428 0.9606 2.5458 0.4419
Total Trades 76 38 38 76 38 38
Winning Trades 36 16 20 36 16 20
Losing Trades 40 22 18 40 22 18
Profitability (%) 47.3684 42.1053 52.6316 47.3684 42.1053 52.6316
Ratio Avg Win / Avg Loss 1.6617 2.5367 0.9385 1.0673 3.5004 0.3977
Largest Winning Trade 184298 184298 53100 287368 287368 150963
Largest Losing Trade -80129 -47588 -80129 -573759 -134629 -573759
Avg Bars in Trades 108 124 93 108 124 93
Avg Bars in Winners 110 127 96 110 127 96
Avg Bars in Losers 107 121 89 107 121 89
Bars Traded 8265 4722 3543 8265 4722 3543
Profit Streak 164.7468 164.7468 237.4968 164.7468 164.7468 237.4968
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -43732 310550 -428708 -632501 -66990 -579045
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8770,
    "evaluation_days": 2192.5,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1574402400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758909323064,
    "expiration_time": 1764398160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 237,
            "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": [
        [
            347722.1765886961,
            334656.8933730389,
            13065.2832156573,
            -67286.2258737993,
            650568.8287802658,
            -717855.0546540655
        ],
        [
            347.722177,
            334.656893,
            13.065283,
            -67.286226,
            650.568829,
            -717.855055
        ],
        [
            0.158596,
            0.152637,
            0.005959,
            -0.05095,
            0.091977,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -247910,
            -189504,
            -150349,
            -997856,
            -218187,
            -992127
        ],
        [
            1.495529,
            1.844858,
            1.042752,
            0.960585,
            2.545781,
            0.441896
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            47.368421,
            42.105263,
            52.631579,
            47.368421,
            42.105263,
            52.631579
        ],
        [
            1.661699,
            2.53668,
            0.938477,
            1.067316,
            3.500449,
            0.397707
        ],
        [
            184298,
            184298,
            53100,
            287368,
            287368,
            150963
        ],
        [
            -80129,
            -47588,
            -80129,
            -573759,
            -134629,
            -573759
        ],
        [
            108,
            124,
            93,
            108,
            124,
            93
        ],
        [
            110,
            127,
            96,
            110,
            127,
            96
        ],
        [
            107,
            121,
            89,
            107,
            121,
            89
        ],
        [
            8265,
            4722,
            3543,
            8265,
            4722,
            3543
        ],
        [
            164.746795,
            164.746795,
            237.496795,
            164.746795,
            164.746795,
            237.496795
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -43732,
            310550,
            -428708,
            -632501,
            -66990,
            -579045
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8770,
    "evaluation_days": 2192.5,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1574402400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758909323064,
    "expiration_time": 1764398160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 237,
            "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)