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Trade: DOT/USDT/720/SWMA/HILO/8090

Strategy
DOT/USDT/720/SWMA/HILO/8090
Pair
DOT_USDT
Interval
12h
Score
364422
Daily Profit
0.269957
Profit Factor
3.533994
Profitability
36.666667
Streak
0.000000
Best Strategy
Training Data Length
1873.500000
Evaluation Time
2025-10-04 22:47
Expiration Time
2025-11-29 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 590656.7912 505764.9887 84891.8025 644701.3315 301025.8077 343675.5239
Total P&L (%) 590.6568 505.765 84.8918 644.7013 301.0258 343.6755
Avg Daily Profit (%) 0.3153 0.27 0.0453 0.1072 0.0742 0.0796
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119910 -64094 -67014 -503553 -467527 -241049
Profit Factor 2.6039 3.534 1.5033 1.3074 1.2456 1.3942
Total Trades 59 30 29 59 30 29
Winning Trades 25 11 14 25 11 14
Losing Trades 34 19 15 34 19 15
Profitability (%) 42.3729 36.6667 48.2759 42.3729 36.6667 48.2759
Ratio Avg Win / Avg Loss 3.5413 6.1042 1.6107 1.778 2.1515 1.4938
Largest Winning Trade 426123 426123 62390 421410 421410 363311
Largest Losing Trade -45454 -45454 -27120 -213649 -149198 -213649
Avg Bars in Trades 60 46 75 60 46 75
Avg Bars in Winners 100 79 116 100 79 116
Avg Bars in Losers 31 27 37 31 27 37
Bars Traded 3593 1403 2190 3593 1403 2190
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 -168477 364422 -130678 -230646 -98297 -86795
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3747,
    "evaluation_days": 1873.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1602460800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759607223382,
    "expiration_time": 1764435312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            590656.7911904178,
            505764.9886760541,
            84891.8025143636,
            644701.3315464677,
            301025.8076872161,
            343675.5238592522
        ],
        [
            590.656791,
            505.764989,
            84.891803,
            644.701332,
            301.025808,
            343.675524
        ],
        [
            0.315269,
            0.269957,
            0.045312,
            0.107227,
            0.074159,
            0.079558
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119910,
            -64094,
            -67014,
            -503553,
            -467527,
            -241049
        ],
        [
            2.603918,
            3.533994,
            1.503311,
            1.307375,
            1.245613,
            1.3942
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            42.372881,
            36.666667,
            48.275862,
            42.372881,
            36.666667,
            48.275862
        ],
        [
            3.541328,
            6.104172,
            1.61069,
            1.77803,
            2.151513,
            1.493786
        ],
        [
            426123,
            426123,
            62390,
            421410,
            421410,
            363311
        ],
        [
            -45454,
            -45454,
            -27120,
            -213649,
            -149198,
            -213649
        ],
        [
            60,
            46,
            75,
            60,
            46,
            75
        ],
        [
            100,
            79,
            116,
            100,
            79,
            116
        ],
        [
            31,
            27,
            37,
            31,
            27,
            37
        ],
        [
            3593,
            1403,
            2190,
            3593,
            1403,
            2190
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -168477,
            364422,
            -130678,
            -230646,
            -98297,
            -86795
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3747,
    "evaluation_days": 1873.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1602460800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759607223382,
    "expiration_time": 1764435312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)