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Trade: DOT/USDT/240/SINWMA/DCM/3750

Strategy
DOT/USDT/240/SINWMA/DCM/3750
Pair
DOT_USDT
Interval
4h
Score
343252
Daily Profit
0.296440
Profit Factor
3.235771
Profitability
35.714286
Streak
0.000000
Best Strategy
Training Data Length
1879.830000
Evaluation Time
2025-10-11 17:51
Expiration Time
2025-12-06 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 587609.0701 557256.2363 30352.8338 113098.2191 287280.921 -174182.7019
Total P&L (%) 587.6091 557.2562 30.3528 113.0982 287.2809 -174.1827
Avg Daily Profit (%) 0.3126 0.2964 0.0161 0.0403 0.0721 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186505 -115342 -109951 -610155 -352102 -330492
Profit Factor 2.1456 3.2358 1.1151 1.1054 1.5824 0.6995
Total Trades 83 42 41 83 42 41
Winning Trades 35 15 20 35 15 20
Losing Trades 48 27 21 48 27 21
Profitability (%) 42.1687 35.7143 48.7805 42.1687 35.7143 48.7805
Ratio Avg Win / Avg Loss 2.9425 5.8244 1.1709 1.516 2.8484 0.7344
Largest Winning Trade 552661 552661 60750 515099 515099 77974
Largest Losing Trade -44778 -39265 -44778 -231563 -109545 -231563
Avg Bars in Trades 132 119 145 132 119 145
Avg Bars in Winners 209 207 211 209 207 211
Avg Bars in Losers 75 70 82 75 70 82
Bars Traded 10988 5027 5960 10988 5027 5960
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315291 343252 -268700 -246905 -99327 -581216
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11279,
    "evaluation_days": 1879.83,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1600804800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760194302920,
    "expiration_time": 1765056528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 124,
            "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": [
        [
            587609.0700707478,
            557256.2362570121,
            30352.833813735,
            113098.219083106,
            287280.9210237811,
            -174182.7019406753
        ],
        [
            587.60907,
            557.256236,
            30.352834,
            113.098219,
            287.280921,
            -174.182702
        ],
        [
            0.312586,
            0.29644,
            0.016147,
            0.040256,
            0.072053,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186505,
            -115342,
            -109951,
            -610155,
            -352102,
            -330492
        ],
        [
            2.145594,
            3.235771,
            1.115111,
            1.105423,
            1.582418,
            0.699451
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            48,
            27,
            21,
            48,
            27,
            21
        ],
        [
            42.168675,
            35.714286,
            48.780488,
            42.168675,
            35.714286,
            48.780488
        ],
        [
            2.942529,
            5.824388,
            1.170866,
            1.516009,
            2.848352,
            0.734424
        ],
        [
            552661,
            552661,
            60750,
            515099,
            515099,
            77974
        ],
        [
            -44778,
            -39265,
            -44778,
            -231563,
            -109545,
            -231563
        ],
        [
            132,
            119,
            145,
            132,
            119,
            145
        ],
        [
            209,
            207,
            211,
            209,
            207,
            211
        ],
        [
            75,
            70,
            82,
            75,
            70,
            82
        ],
        [
            10988,
            5027,
            5960,
            10988,
            5027,
            5960
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315291,
            343252,
            -268700,
            -246905,
            -99327,
            -581216
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11279,
    "evaluation_days": 1879.83,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1600804800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760194302920,
    "expiration_time": 1765056528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 124,
            "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)