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Trade: DOT/USDT/720/KCB/PWMA/4397

Strategy
DOT/USDT/720/KCB/PWMA/4397
Pair
DOT_USDT
Interval
12h
Score
465286
Daily Profit
0.158856
Profit Factor
2.245898
Profitability
50.000000
Streak
116.817486
Best Strategy
Training Data Length
1874.000000
Evaluation Time
2025-10-05 10:37
Expiration Time
2025-11-30 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367492.167 297696.3557 69795.8113 341844.592 256112.1626 85732.4294
Total P&L (%) 367.4922 297.6964 69.7958 341.8446 256.1122 85.7324
Avg Daily Profit (%) 0.1961 0.1589 0.0372 0.0793 0.0678 0.033
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79562 -86505 -59238 -581690 -520919 -308799
Profit Factor 1.8443 2.2459 1.3555 1.1697 1.2213 1.1
Total Trades 80 40 40 80 40 40
Winning Trades 44 20 24 44 20 24
Losing Trades 36 20 16 36 20 16
Profitability (%) 55 50 60 55 50 60
Ratio Avg Win / Avg Loss 1.509 2.2459 0.9037 0.957 1.2213 0.7333
Largest Winning Trade 152278 152278 53990 431709 431709 158209
Largest Losing Trade -52865 -40397 -52865 -254878 -254878 -215725
Avg Bars in Trades 44 33 55 44 33 55
Avg Bars in Winners 48 36 58 48 36 58
Avg Bars in Losers 39 31 50 39 31 50
Bars Traded 3559 1350 2209 3559 1350 2209
Profit Streak 0 116.8175 0 0 116.8175 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12041 465286 -143080 -145715 -101428 -259602
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3748,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1602504000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759649830780,
    "expiration_time": 1764479808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 111,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "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": [
        [
            367492.1669939704,
            297696.3557077154,
            69795.8112862552,
            341844.5920407919,
            256112.1626190292,
            85732.4294217628
        ],
        [
            367.492167,
            297.696356,
            69.795811,
            341.844592,
            256.112163,
            85.732429
        ],
        [
            0.1961,
            0.158856,
            0.037244,
            0.079316,
            0.067796,
            0.033044
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79562,
            -86505,
            -59238,
            -581690,
            -520919,
            -308799
        ],
        [
            1.844288,
            2.245898,
            1.355507,
            1.16969,
            1.2213,
            1.100013
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            55,
            50,
            60,
            55,
            50,
            60
        ],
        [
            1.508963,
            2.245898,
            0.903671,
            0.957019,
            1.2213,
            0.733342
        ],
        [
            152278,
            152278,
            53990,
            431709,
            431709,
            158209
        ],
        [
            -52865,
            -40397,
            -52865,
            -254878,
            -254878,
            -215725
        ],
        [
            44,
            33,
            55,
            44,
            33,
            55
        ],
        [
            48,
            36,
            58,
            48,
            36,
            58
        ],
        [
            39,
            31,
            50,
            39,
            31,
            50
        ],
        [
            3559,
            1350,
            2209,
            3559,
            1350,
            2209
        ],
        [
            0,
            116.817486,
            0,
            0,
            116.817486,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12041,
            465286,
            -143080,
            -145715,
            -101428,
            -259602
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3748,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1602504000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759649830780,
    "expiration_time": 1764479808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 111,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "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)