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Trade: DOT/USDT/720/HILO/HMA/5845

Strategy
DOT/USDT/720/HILO/HMA/5845
Pair
DOT_USDT
Interval
12h
Score
469760
Daily Profit
0.235084
Profit Factor
1.637483
Profitability
51.648352
Streak
15.408123
Best Strategy
Training Data Length
1876.000000
Evaluation Time
2025-10-07 12:47
Expiration Time
2025-12-02 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 441018.5196 319374.1061 121644.4135 1139580.5164 528235.7406 611344.7758
Total P&L (%) 441.0185 319.3741 121.6444 1139.5805 528.2357 611.3448
Avg Daily Profit (%) 0.2351 0.1702 0.0648 0.1343 0.098 0.1046
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67870 -49607 -62513 -1022545 -633766 -623063
Profit Factor 1.6375 1.9976 1.3273 1.2051 1.1919 1.218
Total Trades 182 91 91 182 91 91
Winning Trades 94 47 47 94 47 47
Losing Trades 88 44 44 88 44 44
Profitability (%) 51.6484 51.6484 51.6484 51.6484 51.6484 51.6484
Ratio Avg Win / Avg Loss 1.533 1.8701 1.2426 1.1282 1.1158 1.1403
Largest Winning Trade 94347 94347 47900 443231 443231 241544
Largest Losing Trade -35969 -22667 -35969 -298712 -290702 -298712
Avg Bars in Trades 19 21 18 19 21 18
Avg Bars in Winners 21 22 20 21 22 20
Avg Bars in Losers 17 19 15 17 19 15
Bars Traded 3584 1912 1671 3584 1912 1671
Profit Streak 15.4081 0 30.4081 15.4081 0 30.4081
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 469760 408334 -104455 -11821 -71008 -51645
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3752,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1602460800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759830461865,
    "expiration_time": 1764657792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 101,
            "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": [
        [
            441018.5195750344,
            319374.1060593197,
            121644.4135157147,
            1139580.5163648662,
            528235.7406137147,
            611344.7757511509
        ],
        [
            441.01852,
            319.374106,
            121.644414,
            1139.580516,
            528.235741,
            611.344776
        ],
        [
            0.235084,
            0.170242,
            0.064842,
            0.134278,
            0.098009,
            0.104638
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67870,
            -49607,
            -62513,
            -1022545,
            -633766,
            -623063
        ],
        [
            1.637483,
            1.997565,
            1.327301,
            1.205072,
            1.191863,
            1.218043
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            51.648352,
            51.648352,
            51.648352,
            51.648352,
            51.648352,
            51.648352
        ],
        [
            1.532963,
            1.87006,
            1.24258,
            1.128152,
            1.115786,
            1.140296
        ],
        [
            94347,
            94347,
            47900,
            443231,
            443231,
            241544
        ],
        [
            -35969,
            -22667,
            -35969,
            -298712,
            -290702,
            -298712
        ],
        [
            19,
            21,
            18,
            19,
            21,
            18
        ],
        [
            21,
            22,
            20,
            21,
            22,
            20
        ],
        [
            17,
            19,
            15,
            17,
            19,
            15
        ],
        [
            3584,
            1912,
            1671,
            3584,
            1912,
            1671
        ],
        [
            15.408123,
            0,
            30.408123,
            15.408123,
            0,
            30.408123
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            469760,
            408334,
            -104455,
            -11821,
            -71008,
            -51645
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3752,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1602460800000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759830461865,
    "expiration_time": 1764657792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 101,
            "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)