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Trade: XTZ/USDT/240/SINWMA/MIDPRICE/2287

Strategy
XTZ/USDT/240/SINWMA/MIDPRICE/2287
Pair
XTZ_USDT
Interval
4h
Score
385390
Daily Profit
0.271488
Profit Factor
2.147988
Profitability
44.036697
Streak
0.000000
Best Strategy
Training Data Length
2198.000000
Evaluation Time
2025-09-30 15:18
Expiration Time
2025-12-05 08:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 596729.7546 429175.6873 167554.0674 2375669.0608 1368263.998 1007405.0628
Total P&L (%) 596.7298 429.1757 167.5541 2375.6691 1368.264 1007.4051
Avg Daily Profit (%) 0.2715 0.1953 0.0762 0.1461 0.1223 0.1095
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76002 -94801 -68726 -1517570 -1288855 -913282
Profit Factor 2.148 2.5141 1.7089 1.3126 1.3251 1.2971
Total Trades 109 55 54 109 55 54
Winning Trades 48 22 26 48 22 26
Losing Trades 61 33 28 61 33 28
Profitability (%) 44.0367 40 48.1481 44.0367 40 48.1481
Ratio Avg Win / Avg Loss 2.7297 3.7712 1.8404 1.6681 1.9876 1.3969
Largest Winning Trade 160829 160829 43603 1213760 1213760 803586
Largest Losing Trade -49565 -25825 -49565 -832670 -446967 -832670
Avg Bars in Trades 118 113 123 118 113 123
Avg Bars in Winners 180 187 174 180 187 174
Avg Bars in Losers 69 63 76 69 63 76
Bars Traded 12909 6223 6686 12909 6223 6686
Profit Streak 0 0 52.0128 0 0 52.0128
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385390 -171571 -268139 59845 -211909 -226588
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13188,
    "evaluation_days": 2198,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571515200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759234705231,
    "expiration_time": 1764916416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 60,
            "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": [
        [
            596729.7546076503,
            429175.6872534137,
            167554.0673542367,
            2375669.060849251,
            1368263.998013978,
            1007405.0628352738
        ],
        [
            596.729755,
            429.175687,
            167.554067,
            2375.669061,
            1368.263998,
            1007.405063
        ],
        [
            0.271488,
            0.195257,
            0.07623,
            0.146107,
            0.122307,
            0.10946
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76002,
            -94801,
            -68726,
            -1517570,
            -1288855,
            -913282
        ],
        [
            2.147988,
            2.514102,
            1.708916,
            1.312594,
            1.325063,
            1.297116
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            61,
            33,
            28,
            61,
            33,
            28
        ],
        [
            44.036697,
            40,
            48.148148,
            44.036697,
            40,
            48.148148
        ],
        [
            2.729735,
            3.771153,
            1.840371,
            1.668089,
            1.987594,
            1.396894
        ],
        [
            160829,
            160829,
            43603,
            1213760,
            1213760,
            803586
        ],
        [
            -49565,
            -25825,
            -49565,
            -832670,
            -446967,
            -832670
        ],
        [
            118,
            113,
            123,
            118,
            113,
            123
        ],
        [
            180,
            187,
            174,
            180,
            187,
            174
        ],
        [
            69,
            63,
            76,
            69,
            63,
            76
        ],
        [
            12909,
            6223,
            6686,
            12909,
            6223,
            6686
        ],
        [
            0,
            0,
            52.012792,
            0,
            0,
            52.012792
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385390,
            -171571,
            -268139,
            59845,
            -211909,
            -226588
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13188,
    "evaluation_days": 2198,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1571515200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759234705231,
    "expiration_time": 1764916416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 60,
            "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)