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Trade: XTZ/USDT/360/PWMA/MIDPRICE/7029

Strategy
XTZ/USDT/360/PWMA/MIDPRICE/7029
Pair
XTZ_USDT
Interval
6h
Score
346013
Daily Profit
0.163424
Profit Factor
1.450228
Profitability
53.174603
Streak
44.961247
Best Strategy
Training Data Length
2203.000000
Evaluation Time
2025-10-05 08:04
Expiration Time
2025-12-10 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 360022.4681 310296.0159 49726.4522 3169.1074 513380.9138 -510211.8065
Total P&L (%) 360.0225 310.296 49.7265 3.1691 513.3809 -510.2118
Avg Daily Profit (%) 0.1634 0.1409 0.0226 0.0014 0.0824 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -240094 -139838 -121614 -1413060 -467328 -1044369
Profit Factor 1.4502 1.718 1.1353 1.001 1.4541 0.735
Total Trades 126 63 63 126 63 63
Winning Trades 67 28 39 67 28 39
Losing Trades 59 35 24 59 35 24
Profitability (%) 53.1746 44.4444 61.9048 53.1746 44.4444 61.9048
Ratio Avg Win / Avg Loss 1.2771 2.1475 0.6987 0.8815 1.8176 0.4523
Largest Winning Trade 172093 172093 52302 418810 247168 418810
Largest Losing Trade -61946 -57717 -61946 -800299 -182190 -800299
Avg Bars in Trades 66 87 44 66 87 44
Avg Bars in Winners 59 75 48 59 75 48
Avg Bars in Losers 72 96 38 72 96 38
Bars Traded 8317 5489 2828 8317 5489 2828
Profit Streak 44.9612 0 55.9612 44.9612 0 55.9612
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346013 -150866 -381980 -576448 -229547 -725353
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8812,
    "evaluation_days": 2203,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1574143200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759640651739,
    "expiration_time": 1765332576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 225,
            "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": [
        [
            360022.4681386405,
            310296.0159280371,
            49726.4522106033,
            3169.107374399,
            513380.9138277568,
            -510211.806453358
        ],
        [
            360.022468,
            310.296016,
            49.726452,
            3.169107,
            513.380914,
            -510.211806
        ],
        [
            0.163424,
            0.140852,
            0.022572,
            0.001416,
            0.082368,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -240094,
            -139838,
            -121614,
            -1413060,
            -467328,
            -1044369
        ],
        [
            1.450228,
            1.717975,
            1.135324,
            1.001037,
            1.454068,
            0.734993
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            67,
            28,
            39,
            67,
            28,
            39
        ],
        [
            59,
            35,
            24,
            59,
            35,
            24
        ],
        [
            53.174603,
            44.444444,
            61.904762,
            53.174603,
            44.444444,
            61.904762
        ],
        [
            1.277067,
            2.147469,
            0.698661,
            0.88151,
            1.817586,
            0.452303
        ],
        [
            172093,
            172093,
            52302,
            418810,
            247168,
            418810
        ],
        [
            -61946,
            -57717,
            -61946,
            -800299,
            -182190,
            -800299
        ],
        [
            66,
            87,
            44,
            66,
            87,
            44
        ],
        [
            59,
            75,
            48,
            59,
            75,
            48
        ],
        [
            72,
            96,
            38,
            72,
            96,
            38
        ],
        [
            8317,
            5489,
            2828,
            8317,
            5489,
            2828
        ],
        [
            44.961247,
            0,
            55.961247,
            44.961247,
            0,
            55.961247
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346013,
            -150866,
            -381980,
            -576448,
            -229547,
            -725353
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8812,
    "evaluation_days": 2203,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1574143200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759640651739,
    "expiration_time": 1765332576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 225,
            "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)