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Trade: DOT/USDT/120/WMA/ZLMA/5804

Strategy
DOT/USDT/120/WMA/ZLMA/5804
Pair
DOT_USDT
Interval
2h
Score
377901
Daily Profit
0.156831
Profit Factor
1.277028
Profitability
53.358209
Streak
25.999124
Best Strategy
Training Data Length
1873.330000
Evaluation Time
2025-10-05 20:58
Expiration Time
2025-12-12 04:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 293796.56 268078.7838 25717.7761 -66414.2609 160019.6251 -226433.886
Total P&L (%) 293.7966 268.0788 25.7178 -66.4143 160.0196 -226.4339
Avg Daily Profit (%) 0.1568 0.1431 0.0137 -0.0582 0.051 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171643 -105013 -193105 -259387 -35541 -277990
Profit Factor 1.277 1.6054 1.0416 0.9006 1.81 0.5189
Total Trades 268 134 134 268 134 134
Winning Trades 143 67 76 143 67 76
Losing Trades 125 67 58 125 67 58
Profitability (%) 53.3582 50 56.7164 53.3582 50 56.7164
Ratio Avg Win / Avg Loss 1.1163 1.6054 0.7949 0.7872 1.81 0.396
Largest Winning Trade 55764 55764 48614 53049 53049 12115
Largest Losing Trade -91599 -30988 -91599 -127922 -12578 -127922
Avg Bars in Trades 81 78 84 81 78 84
Avg Bars in Winners 86 86 87 86 86 87
Avg Bars in Losers 76 71 81 76 71 81
Bars Traded 21962 10579 11383 21962 10579 11383
Profit Streak 25.9991 28.9991 25.9991 25.9991 28.9991 25.9991
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377901 66384 -353177 -577476 -120534 -579564
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22480,
    "evaluation_days": 1873.33,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1600603200000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759687124304,
    "expiration_time": 1765506816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 38,
            "offset": 173
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 190,
            "offset": 202
        }
    }
}
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": [
        [
            293796.5599507621,
            268078.7838277807,
            25717.7761229811,
            -66414.2609291337,
            160019.6250885796,
            -226433.8860177132
        ],
        [
            293.79656,
            268.078784,
            25.717776,
            -66.414261,
            160.019625,
            -226.433886
        ],
        [
            0.156831,
            0.143103,
            0.013728,
            -0.058225,
            0.051023,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171643,
            -105013,
            -193105,
            -259387,
            -35541,
            -277990
        ],
        [
            1.277028,
            1.605401,
            1.041633,
            0.900608,
            1.809991,
            0.518891
        ],
        [
            268,
            134,
            134,
            268,
            134,
            134
        ],
        [
            143,
            67,
            76,
            143,
            67,
            76
        ],
        [
            125,
            67,
            58,
            125,
            67,
            58
        ],
        [
            53.358209,
            50,
            56.716418,
            53.358209,
            50,
            56.716418
        ],
        [
            1.116283,
            1.605401,
            0.794931,
            0.787245,
            1.809991,
            0.395995
        ],
        [
            55764,
            55764,
            48614,
            53049,
            53049,
            12115
        ],
        [
            -91599,
            -30988,
            -91599,
            -127922,
            -12578,
            -127922
        ],
        [
            81,
            78,
            84,
            81,
            78,
            84
        ],
        [
            86,
            86,
            87,
            86,
            86,
            87
        ],
        [
            76,
            71,
            81,
            76,
            71,
            81
        ],
        [
            21962,
            10579,
            11383,
            21962,
            10579,
            11383
        ],
        [
            25.999124,
            28.999124,
            25.999124,
            25.999124,
            28.999124,
            25.999124
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377901,
            66384,
            -353177,
            -577476,
            -120534,
            -579564
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22480,
    "evaluation_days": 1873.33,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1600603200000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759687124304,
    "expiration_time": 1765506816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 38,
            "offset": 173
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 190,
            "offset": 202
        }
    }
}

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)