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Trade: ETC/USDT/720/PWMA/MIDPRICE/1920

Strategy
ETC/USDT/720/PWMA/MIDPRICE/1920
Pair
ETC_USDT
Interval
12h
Score
394534
Daily Profit
0.337655
Profit Factor
2.221153
Profitability
50.909091
Streak
12.875894
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-28 00:01
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 844138.2796 800448.537 43689.7426 1210279.1903 -10200.2895 1220479.4799
Total P&L (%) 844.1383 800.4485 43.6897 1210.2792 -10.2003 1220.4795
Avg Daily Profit (%) 0.3377 0.3202 0.0175 0.103 -0.0043 0.1033
Buy And Hold Return (%) 329.7981 329.7981 329.7981 329.7981 329.7981 329.7981
Max Trade Drawdown -163300 -98194 -83572 -7718646 -5576744 -2778500
Profit Factor 2.2212 2.9396 1.1568 1.058 0.9993 1.1944
Total Trades 110 55 55 110 55 55
Winning Trades 56 27 29 56 27 29
Losing Trades 54 28 26 54 28 26
Profitability (%) 50.9091 49.0909 52.7273 50.9091 49.0909 52.7273
Ratio Avg Win / Avg Loss 2.1418 3.0485 1.0372 1.0202 1.0363 1.0709
Largest Winning Trade 420461 420461 57075 4530984 4530984 1270734
Largest Losing Trade -45905 -31224 -45905 -2023294 -2023294 -1760348
Avg Bars in Trades 43 56 31 43 56 31
Avg Bars in Winners 54 71 39 54 71 39
Avg Bars in Losers 32 42 22 32 42 22
Bars Traded 4835 3118 1717 4835 3118 1717
Profit Streak 12.8759 0 17.3759 12.8759 0 17.3759
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394534 -169772 -562433 -213366 -759520 -242960
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1547726400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759006877282,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 116,
            "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": [
        [
            844138.2796418308,
            800448.5369991524,
            43689.7426426786,
            1210279.190325903,
            -10200.2895373346,
            1220479.4798632376
        ],
        [
            844.13828,
            800.448537,
            43.689743,
            1210.27919,
            -10.20029,
            1220.47948
        ],
        [
            0.337655,
            0.320179,
            0.017476,
            0.102966,
            -0.004303,
            0.103276
        ],
        [
            329.798129,
            329.798129,
            329.798129,
            329.798129,
            329.798129,
            329.798129
        ],
        [
            -163300,
            -98194,
            -83572,
            -7718646,
            -5576744,
            -2778500
        ],
        [
            2.221153,
            2.939642,
            1.156827,
            1.057961,
            0.999302,
            1.194433
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            50.909091,
            49.090909,
            52.727273,
            50.909091,
            49.090909,
            52.727273
        ],
        [
            2.141826,
            3.048518,
            1.037156,
            1.020176,
            1.036313,
            1.070871
        ],
        [
            420461,
            420461,
            57075,
            4530984,
            4530984,
            1270734
        ],
        [
            -45905,
            -31224,
            -45905,
            -2023294,
            -2023294,
            -1760348
        ],
        [
            43,
            56,
            31,
            43,
            56,
            31
        ],
        [
            54,
            71,
            39,
            54,
            71,
            39
        ],
        [
            32,
            42,
            22,
            32,
            42,
            22
        ],
        [
            4835,
            3118,
            1717,
            4835,
            3118,
            1717
        ],
        [
            12.875894,
            0,
            17.375894,
            12.875894,
            0,
            17.375894
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394534,
            -169772,
            -562433,
            -213366,
            -759520,
            -242960
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1547726400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759006877282,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 116,
            "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)