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Trade: DOT/USDT/720/OHLC4/SINWMA/1878

Strategy
DOT/USDT/720/OHLC4/SINWMA/1878
Pair
DOT_USDT
Interval
12h
Score
490288
Daily Profit
0.205261
Profit Factor
2.039637
Profitability
54.639175
Streak
88.043098
Best Strategy
Training Data Length
1870.500000
Evaluation Time
2025-10-01 16:02
Expiration Time
2025-11-26 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 429616.4138 383940.6039 45675.8099 68532.4199 -5457.4899 73989.9097
Total P&L (%) 429.6164 383.9406 45.6758 68.5324 -5.4575 73.9899
Avg Daily Profit (%) 0.2297 0.2053 0.0244 0.0279 -0.003 0.0296
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -258822 -180042 -122831 -5559619 -4553620 -1368137
Profit Factor 1.5724 2.0396 1.1198 1.0075 0.999 1.0195
Total Trades 194 97 97 194 97 97
Winning Trades 106 53 53 106 53 53
Losing Trades 88 44 44 88 44 44
Profitability (%) 54.6392 54.6392 54.6392 54.6392 54.6392 54.6392
Ratio Avg Win / Avg Loss 1.3054 1.6933 0.9296 0.8364 0.8293 0.8464
Largest Winning Trade 261200 261200 40811 2508473 2508473 718310
Largest Losing Trade -49778 -43381 -49778 -1899666 -1899666 -755974
Avg Bars in Trades 18 17 18 18 17 18
Avg Bars in Winners 19 17 20 19 17 20
Avg Bars in Losers 16 17 15 16 17 15
Bars Traded 3493 1691 1801 3493 1691 1801
Profit Streak 50.0431 88.0431 50.0431 50.0431 88.0431 50.0431
Trades During Streak 5 6 2 5 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 470495 490288 -250813 -366161 -578701 -352490
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3741,
    "evaluation_days": 1870.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1606867200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759323723646,
    "expiration_time": 1764168336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 136
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 212,
            "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": [
        [
            429616.413816691,
            383940.6039065036,
            45675.8099101881,
            68532.4198546553,
            -5457.489885296,
            73989.9097399512
        ],
        [
            429.616414,
            383.940604,
            45.67581,
            68.53242,
            -5.45749,
            73.98991
        ],
        [
            0.22968,
            0.205261,
            0.024419,
            0.027909,
            -0.003,
            0.029613
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -258822,
            -180042,
            -122831,
            -5559619,
            -4553620,
            -1368137
        ],
        [
            1.572368,
            2.039637,
            1.119792,
            1.007526,
            0.998972,
            1.019501
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            54.639175,
            54.639175,
            54.639175,
            54.639175,
            54.639175,
            54.639175
        ],
        [
            1.305362,
            1.693284,
            0.929639,
            0.836437,
            0.829336,
            0.846378
        ],
        [
            261200,
            261200,
            40811,
            2508473,
            2508473,
            718310
        ],
        [
            -49778,
            -43381,
            -49778,
            -1899666,
            -1899666,
            -755974
        ],
        [
            18,
            17,
            18,
            18,
            17,
            18
        ],
        [
            19,
            17,
            20,
            19,
            17,
            20
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            3493,
            1691,
            1801,
            3493,
            1691,
            1801
        ],
        [
            50.043098,
            88.043098,
            50.043098,
            50.043098,
            88.043098,
            50.043098
        ],
        [
            5,
            6,
            2,
            5,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470495,
            490288,
            -250813,
            -366161,
            -578701,
            -352490
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3741,
    "evaluation_days": 1870.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1606867200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759323723646,
    "expiration_time": 1764168336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 136
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 212,
            "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)