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Trade: XTZ/USDT/240/SWMA/MIDPOINT/5438

Strategy
XTZ/USDT/240/SWMA/MIDPOINT/5438
Pair
XTZ_USDT
Interval
4h
Score
353409
Daily Profit
0.188698
Profit Factor
1.301384
Profitability
44.320713
Streak
8.204206
Best Strategy
Training Data Length
2197.830000
Evaluation Time
2025-09-30 11:54
Expiration Time
2025-12-05 04:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 414726.4684 349296.5863 65429.8821 205666.8074 532949.4974 -327282.6899
Total P&L (%) 414.7265 349.2966 65.4299 205.6668 532.9495 -327.2827
Avg Daily Profit (%) 0.1887 0.1589 0.0298 0.0509 0.084 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175554 -102306 -133617 -785075 -387150 -638397
Profit Factor 1.3014 1.4715 1.103 1.0435 1.2144 0.854
Total Trades 449 224 225 449 224 225
Winning Trades 199 91 108 199 91 108
Losing Trades 250 133 117 250 133 117
Profitability (%) 44.3207 40.625 48 44.3207 40.625 48
Ratio Avg Win / Avg Loss 1.6349 2.1507 1.1949 1.3109 1.775 0.9251
Largest Winning Trade 121625 121625 43950 264374 264374 159452
Largest Losing Trade -29062 -28615 -29062 -200390 -200390 -139698
Avg Bars in Trades 29 30 27 29 30 27
Avg Bars in Winners 39 44 35 39 44 35
Avg Bars in Losers 20 21 19 20 21 19
Bars Traded 13088 6912 6176 13088 6912 6176
Profit Streak 8.2042 0 19.3709 8.2042 0 19.3709
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353409 233433 -259472 -296578 -82757 -579590
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13187,
    "evaluation_days": 2197.83,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1570622400000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759222443452,
    "expiration_time": 1764901584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 73,
            "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": [
        [
            414726.4684164851,
            349296.5863110584,
            65429.8821054267,
            205666.8074244051,
            532949.4973568966,
            -327282.6899324915
        ],
        [
            414.726468,
            349.296586,
            65.429882,
            205.666807,
            532.949497,
            -327.28269
        ],
        [
            0.188698,
            0.158928,
            0.02977,
            0.050851,
            0.083992,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175554,
            -102306,
            -133617,
            -785075,
            -387150,
            -638397
        ],
        [
            1.301384,
            1.471545,
            1.102987,
            1.043513,
            1.21444,
            0.853975
        ],
        [
            449,
            224,
            225,
            449,
            224,
            225
        ],
        [
            199,
            91,
            108,
            199,
            91,
            108
        ],
        [
            250,
            133,
            117,
            250,
            133,
            117
        ],
        [
            44.320713,
            40.625,
            48,
            44.320713,
            40.625,
            48
        ],
        [
            1.634904,
            2.15072,
            1.194902,
            1.310946,
            1.774951,
            0.925139
        ],
        [
            121625,
            121625,
            43950,
            264374,
            264374,
            159452
        ],
        [
            -29062,
            -28615,
            -29062,
            -200390,
            -200390,
            -139698
        ],
        [
            29,
            30,
            27,
            29,
            30,
            27
        ],
        [
            39,
            44,
            35,
            39,
            44,
            35
        ],
        [
            20,
            21,
            19,
            20,
            21,
            19
        ],
        [
            13088,
            6912,
            6176,
            13088,
            6912,
            6176
        ],
        [
            8.204206,
            0,
            19.370873,
            8.204207,
            0,
            19.370873
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353409,
            233433,
            -259472,
            -296578,
            -82757,
            -579590
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13187,
    "evaluation_days": 2197.83,
    "actual_first_datapoint_time": 1569312000000,
    "first_datapoint_time": 1570622400000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759222443452,
    "expiration_time": 1764901584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 73,
            "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)