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Trade: DOT/USDT/120/MIDPRICE/WMA/1298

Strategy
DOT/USDT/120/MIDPRICE/WMA/1298
Pair
DOT_USDT
Interval
2h
Score
358653
Daily Profit
0.349170
Profit Factor
2.244737
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1873.580000
Evaluation Time
2025-10-06 02:50
Expiration Time
2025-12-12 10:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 654198.602 531781.1869 122417.4151 1073761.6897 235122.0093 838639.6804
Total P&L (%) 654.1986 531.7812 122.4174 1073.7617 235.122 838.6397
Avg Daily Profit (%) 0.3492 0.2838 0.0653 0.1315 0.0646 0.1196
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78582 -59618 -100981 -942270 -667979 -425949
Profit Factor 2.2447 2.9605 1.4813 1.3217 1.1312 1.5425
Total Trades 100 50 50 100 50 50
Winning Trades 40 15 25 40 15 25
Losing Trades 60 35 25 60 35 25
Profitability (%) 40 30 50 40 30 50
Ratio Avg Win / Avg Loss 3.3671 6.9078 1.4813 1.9826 2.6396 1.5425
Largest Winning Trade 433141 433141 47205 562017 562017 409644
Largest Losing Trade -28242 -21192 -28242 -343627 -311569 -343627
Avg Bars in Trades 220 196 244 220 196 244
Avg Bars in Winners 386 412 370 386 412 370
Avg Bars in Losers 109 104 117 109 104 117
Bars Traded 22050 9844 12206 22050 9844 12206
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 358653 -173702 -284550 -19304 -369876 -210315
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22483,
    "evaluation_days": 1873.58,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1599652800000,
    "last_datapoint_time": 1759701600000,
    "evaluation_time": 1759708243731,
    "expiration_time": 1765529193600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "offset": 43
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 139,
            "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": [
        [
            654198.6020073668,
            531781.1868804374,
            122417.415126929,
            1073761.6897277746,
            235122.0093272979,
            838639.680400477
        ],
        [
            654.198602,
            531.781187,
            122.417415,
            1073.76169,
            235.122009,
            838.63968
        ],
        [
            0.34917,
            0.283832,
            0.065339,
            0.131535,
            0.064567,
            0.119589
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78582,
            -59618,
            -100981,
            -942270,
            -667979,
            -425949
        ],
        [
            2.244737,
            2.960498,
            1.481345,
            1.321741,
            1.131243,
            1.542512
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            40,
            15,
            25,
            40,
            15,
            25
        ],
        [
            60,
            35,
            25,
            60,
            35,
            25
        ],
        [
            40,
            30,
            50,
            40,
            30,
            50
        ],
        [
            3.367105,
            6.907828,
            1.481345,
            1.982611,
            2.639566,
            1.542512
        ],
        [
            433141,
            433141,
            47205,
            562017,
            562017,
            409644
        ],
        [
            -28242,
            -21192,
            -28242,
            -343627,
            -311569,
            -343627
        ],
        [
            220,
            196,
            244,
            220,
            196,
            244
        ],
        [
            386,
            412,
            370,
            386,
            412,
            370
        ],
        [
            109,
            104,
            117,
            109,
            104,
            117
        ],
        [
            22050,
            9844,
            12206,
            22050,
            9844,
            12206
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358653,
            -173702,
            -284550,
            -19304,
            -369876,
            -210315
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22483,
    "evaluation_days": 1873.58,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1599652800000,
    "last_datapoint_time": 1759701600000,
    "evaluation_time": 1759708243731,
    "expiration_time": 1765529193600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "offset": 43
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 139,
            "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)