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Trade: DOT/USDT/720/KCL/SWMA/3390

Strategy
DOT/USDT/720/KCL/SWMA/3390
Pair
DOT_USDT
Interval
12h
Score
407615
Daily Profit
0.423242
Profit Factor
4.552009
Profitability
34.482759
Streak
0.000000
Best Strategy
Training Data Length
1874.500000
Evaluation Time
2025-10-05 23:53
Expiration Time
2025-11-30 19:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 878619.7899 793366.4898 85253.3001 481825.2296 -257727.1558 739552.3854
Total P&L (%) 878.6198 793.3665 85.2533 481.8252 -257.7272 739.5524
Avg Daily Profit (%) 0.4687 0.4232 0.0455 0.094 0 0.1136
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104109 -83764 -49330 -1385863 -1259121 -542573
Profit Factor 3.4851 4.552 1.6548 1.1194 0.9033 1.5398
Total Trades 59 29 30 59 29 30
Winning Trades 25 10 15 25 10 15
Losing Trades 34 19 15 34 19 15
Profitability (%) 42.3729 34.4828 50 42.3729 34.4828 50
Ratio Avg Win / Avg Loss 4.7397 8.6488 1.6548 1.5224 1.7162 1.5398
Largest Winning Trade 819060 819060 54572 883585 883585 621577
Largest Losing Trade -42539 -42539 -23477 -414058 -414058 -191011
Avg Bars in Trades 59 71 48 59 71 48
Avg Bars in Winners 86 132 56 86 132 56
Avg Bars in Losers 39 39 40 39 39 40
Bars Traded 3528 2079 1449 3528 2079 1449
Profit Streak 56.3708 0 81.8708 56.3708 0 81.8708
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164903 407615 -128520 -337436 -584089 -37789
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3749,
    "evaluation_days": 1874.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1601294400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759697639204,
    "expiration_time": 1764524304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 83,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 30,
            "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": [
        [
            878619.7898829507,
            793366.4898280527,
            85253.300054898,
            481825.2295854124,
            -257727.1558351614,
            739552.3854205739
        ],
        [
            878.61979,
            793.36649,
            85.2533,
            481.82523,
            -257.727156,
            739.552385
        ],
        [
            0.468722,
            0.423242,
            0.045481,
            0.093989,
            0,
            0.113572
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104109,
            -83764,
            -49330,
            -1385863,
            -1259121,
            -542573
        ],
        [
            3.485106,
            4.552009,
            1.654802,
            1.119429,
            0.903269,
            1.539812
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            25,
            10,
            15,
            25,
            10,
            15
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            42.372881,
            34.482759,
            50,
            42.372881,
            34.482759,
            50
        ],
        [
            4.739744,
            8.648817,
            1.654802,
            1.522424,
            1.716211,
            1.539812
        ],
        [
            819060,
            819060,
            54572,
            883585,
            883585,
            621577
        ],
        [
            -42539,
            -42539,
            -23477,
            -414058,
            -414058,
            -191011
        ],
        [
            59,
            71,
            48,
            59,
            71,
            48
        ],
        [
            86,
            132,
            56,
            86,
            132,
            56
        ],
        [
            39,
            39,
            40,
            39,
            39,
            40
        ],
        [
            3528,
            2079,
            1449,
            3528,
            2079,
            1449
        ],
        [
            56.370824,
            0,
            81.870824,
            56.370824,
            0,
            81.870824
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164903,
            407615,
            -128520,
            -337436,
            -584089,
            -37789
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3749,
    "evaluation_days": 1874.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1601294400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759697639204,
    "expiration_time": 1764524304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 83,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 30,
            "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)