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Trade: DOT/USDT/720/T3/HWMA/2379

Strategy
DOT/USDT/720/T3/HWMA/2379
Pair
DOT_USDT
Interval
12h
Score
419642
Daily Profit
0.438405
Profit Factor
3.669772
Profitability
34.523810
Streak
19.907635
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-27 12:47
Expiration Time
2025-11-19 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 816967.0702 688356.696 128610.3742 1683188.1655 227407.7118 1455780.4536
Total P&L (%) 816.9671 688.3567 128.6104 1683.1882 227.4077 1455.7805
Avg Daily Profit (%) 0.4384 0.3694 0.069 0.1547 0.0637 0.1474
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74016 -56148 -44239 -2079334 -1743467 -792045
Profit Factor 3.6698 5.3512 1.8701 1.3721 1.0847 1.7919
Total Trades 84 42 42 84 42 42
Winning Trades 29 14 15 29 14 15
Losing Trades 55 28 27 55 28 27
Profitability (%) 34.5238 33.3333 35.7143 34.5238 33.3333 35.7143
Ratio Avg Win / Avg Loss 6.9599 10.7023 3.3662 2.6022 2.1694 3.2253
Largest Winning Trade 630854 630854 59163 1373719 1373719 766165
Largest Losing Trade -17216 -15235 -17216 -587406 -587406 -265444
Avg Bars in Trades 43 33 53 43 33 53
Avg Bars in Winners 101 72 128 101 72 128
Avg Bars in Losers 12 14 11 12 14 11
Bars Traded 3644 1408 2236 3644 1408 2236
Profit Streak 19.9076 31.9076 0 19.9076 31.9076 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419642 419050 -102748 145732 -240072 72504
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1601121600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758966419701,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 79,
            "offset": 0,
            "a": 0.17658
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.77663,
            "nc": 0.1
        }
    }
}
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": [
        [
            816967.0701603709,
            688356.6959793423,
            128610.3741810288,
            1683188.1654652013,
            227407.7118374821,
            1455780.453627719
        ],
        [
            816.96707,
            688.356696,
            128.610374,
            1683.188165,
            227.407712,
            1455.780454
        ],
        [
            0.438405,
            0.369389,
            0.069015,
            0.15472,
            0.063666,
            0.147388
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74016,
            -56148,
            -44239,
            -2079334,
            -1743467,
            -792045
        ],
        [
            3.669772,
            5.35116,
            1.870132,
            1.372092,
            1.084691,
            1.791855
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            34.52381,
            33.333333,
            35.714286,
            34.52381,
            33.333333,
            35.714286
        ],
        [
            6.959912,
            10.702321,
            3.366237,
            2.602244,
            2.169383,
            3.22534
        ],
        [
            630854,
            630854,
            59163,
            1373719,
            1373719,
            766165
        ],
        [
            -17216,
            -15235,
            -17216,
            -587406,
            -587406,
            -265444
        ],
        [
            43,
            33,
            53,
            43,
            33,
            53
        ],
        [
            101,
            72,
            128,
            101,
            72,
            128
        ],
        [
            12,
            14,
            11,
            12,
            14,
            11
        ],
        [
            3644,
            1408,
            2236,
            3644,
            1408,
            2236
        ],
        [
            19.907635,
            31.907635,
            0,
            19.907635,
            31.907635,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419642,
            419050,
            -102748,
            145732,
            -240072,
            72504
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1601121600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758966419701,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 79,
            "offset": 0,
            "a": 0.17658
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.77663,
            "nc": 0.1
        }
    }
}

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)