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Trade: EGLD/USDT/480/SINWMA/MIDPRICE/6303

Strategy
EGLD/USDT/480/SINWMA/MIDPRICE/6303
Pair
EGLD_USDT
Interval
8h
Score
678668
Daily Profit
1.135536
Profit Factor
11.007818
Profitability
40.625000
Streak
24.104481
Best Strategy
Training Data Length
1850.000000
Evaluation Time
2025-09-26 21:30
Expiration Time
2025-11-21 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2225620.357 2100741.0588 124879.2982 3871054.5735 815031.5106 3056023.063
Total P&L (%) 2225.6204 2100.7411 124.8793 3871.0546 815.0315 3056.0231
Avg Daily Profit (%) 1.203 1.1355 0.0675 0.1992 0.1197 0.1868
Buy And Hold Return (%) 65.7801 65.7801 65.7801 65.7801 65.7801 65.7801
Max Trade Drawdown -105054 -116842 -37681 -5584185 -5730172 -1860178
Profit Factor 7.0745 11.0078 1.7981 1.2325 1.0833 1.4451
Total Trades 63 32 31 63 32 31
Winning Trades 28 13 15 28 13 15
Losing Trades 35 19 16 35 19 16
Profitability (%) 44.4444 40.625 48.3871 44.4444 40.625 48.3871
Ratio Avg Win / Avg Loss 8.8431 16.0884 1.9179 1.5406 1.5833 1.5414
Largest Winning Trade 2011469 2011469 66833 3640942 3640942 2580978
Largest Losing Trade -26396 -26396 -24281 -2055222 -2055222 -1112952
Avg Bars in Trades 84 83 85 84 83 85
Avg Bars in Winners 113 106 118 113 106 118
Avg Bars in Losers 61 68 53 61 68 53
Bars Traded 5321 2682 2639 5321 2682 2639
Profit Streak 14.7711 24.1045 0 14.7711 24.1045 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -130805 678668 -107626 -144036 -163682 336202

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5550,
    "evaluation_days": 1850,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602633600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758911427139,
    "expiration_time": 1763697600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 59,
            "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": [
        [
            2225620.35700855,
            2100741.058810835,
            124879.298197715,
            3871054.5735379774,
            815031.5105871605,
            3056023.0629508165
        ],
        [
            2225.620357,
            2100.741059,
            124.879298,
            3871.054574,
            815.031511,
            3056.023063
        ],
        [
            1.203038,
            1.135536,
            0.067502,
            0.199204,
            0.119736,
            0.186763
        ],
        [
            65.780142,
            65.780142,
            65.780142,
            65.780142,
            65.780142,
            65.780142
        ],
        [
            -105054,
            -116842,
            -37681,
            -5584185,
            -5730172,
            -1860178
        ],
        [
            7.074482,
            11.007818,
            1.79806,
            1.232457,
            1.083281,
            1.445078
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            44.444444,
            40.625,
            48.387097,
            44.444444,
            40.625,
            48.387097
        ],
        [
            8.843102,
            16.08835,
            1.917931,
            1.540572,
            1.583257,
            1.541416
        ],
        [
            2011469,
            2011469,
            66833,
            3640942,
            3640942,
            2580978
        ],
        [
            -26396,
            -26396,
            -24281,
            -2055222,
            -2055222,
            -1112952
        ],
        [
            84,
            83,
            85,
            84,
            83,
            85
        ],
        [
            113,
            106,
            118,
            113,
            106,
            118
        ],
        [
            61,
            68,
            53,
            61,
            68,
            53
        ],
        [
            5321,
            2682,
            2639,
            5321,
            2682,
            2639
        ],
        [
            14.771147,
            24.104481,
            0,
            14.771147,
            24.104481,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -130805,
            678668,
            -107626,
            -144036,
            -163682,
            336202
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5550,
    "evaluation_days": 1850,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602633600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758911427139,
    "expiration_time": 1763697600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 59,
            "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)