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Trade: XTZ/USDT/360/SINWMA/MIDPOINT/5948

Strategy
XTZ/USDT/360/SINWMA/MIDPOINT/5948
Pair
XTZ_USDT
Interval
6h
Score
490531
Daily Profit
0.240038
Profit Factor
1.475382
Profitability
48.257373
Streak
39.269398
Best Strategy
Training Data Length
2205.000000
Evaluation Time
2025-10-07 09:27
Expiration Time
2025-12-12 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 529283.0701 388589.9082 140693.1618 1380023.9084 624351.2468 755672.6616
Total P&L (%) 529.2831 388.5899 140.6932 1380.0239 624.3512 755.6727
Avg Daily Profit (%) 0.24 0.1762 0.0638 0.1223 0.0898 0.0974
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114670 -78296 -106167 -1346934 -953439 -679712
Profit Factor 1.4754 1.6706 1.2635 1.1766 1.1431 1.2189
Total Trades 373 186 187 373 186 187
Winning Trades 180 89 91 180 89 91
Losing Trades 193 97 96 193 97 96
Profitability (%) 48.2574 47.8495 48.6631 48.2574 47.8495 48.6631
Ratio Avg Win / Avg Loss 1.5819 1.8208 1.3329 1.2615 1.2458 1.2859
Largest Winning Trade 108448 108448 33576 853411 853411 213932
Largest Losing Trade -25239 -25239 -24096 -382988 -382988 -296630
Avg Bars in Trades 23 24 22 23 24 22
Avg Bars in Winners 30 33 28 30 33 28
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 8707 4583 4124 8707 4583 4124
Profit Streak 39.2694 39.2694 59.5194 39.2694 39.2694 59.5194
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 490531 395612 -106294 -52671 -135358 -61353
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8820,
    "evaluation_days": 2205,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1570838400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759818476023,
    "expiration_time": 1765510560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "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": [
        [
            529283.0700780469,
            388589.9082473504,
            140693.1618306965,
            1380023.908364373,
            624351.2468073841,
            755672.6615569888
        ],
        [
            529.28307,
            388.589908,
            140.693162,
            1380.023908,
            624.351247,
            755.672662
        ],
        [
            0.240038,
            0.176231,
            0.063806,
            0.122281,
            0.089841,
            0.097404
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114670,
            -78296,
            -106167,
            -1346934,
            -953439,
            -679712
        ],
        [
            1.475382,
            1.670597,
            1.263511,
            1.176568,
            1.143058,
            1.218942
        ],
        [
            373,
            186,
            187,
            373,
            186,
            187
        ],
        [
            180,
            89,
            91,
            180,
            89,
            91
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            48.257373,
            47.849462,
            48.663102,
            48.257373,
            47.849462,
            48.663102
        ],
        [
            1.581937,
            1.820764,
            1.332935,
            1.261543,
            1.245804,
            1.285917
        ],
        [
            108448,
            108448,
            33576,
            853411,
            853411,
            213932
        ],
        [
            -25239,
            -25239,
            -24096,
            -382988,
            -382988,
            -296630
        ],
        [
            23,
            24,
            22,
            23,
            24,
            22
        ],
        [
            30,
            33,
            28,
            30,
            33,
            28
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            8707,
            4583,
            4124,
            8707,
            4583,
            4124
        ],
        [
            39.269398,
            39.269398,
            59.519398,
            39.269398,
            39.269398,
            59.519398
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490531,
            395612,
            -106294,
            -52671,
            -135358,
            -61353
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8820,
    "evaluation_days": 2205,
    "actual_first_datapoint_time": 1569304800000,
    "first_datapoint_time": 1570838400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759818476023,
    "expiration_time": 1765510560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "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)