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Trade: DOT/USDT/720/DCL/HWMA/9687

Strategy
DOT/USDT/720/DCL/HWMA/9687
Pair
DOT_USDT
Interval
12h
Score
379411
Daily Profit
0.344407
Profit Factor
1.985748
Profitability
39.393939
Streak
103.133465
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-28 06:12
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 641801.678 684457.798 -42656.1201 -66913.6663 14024.7417 -80938.408
Total P&L (%) 641.8017 684.4578 -42.6561 -66.9137 14.0247 -80.9384
Avg Daily Profit (%) 0.3444 0.3673 -0.0229 -0.0593 0.007 -0.0889
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142381 -152801 -65818 -312520 -269366 -83035
Profit Factor 1.9857 2.4117 0.7434 0.9145 1.0233 0.5526
Total Trades 99 49 50 99 49 50
Winning Trades 39 18 21 39 18 21
Losing Trades 60 31 29 60 31 29
Profitability (%) 39.3939 36.7347 42 39.3939 36.7347 42
Ratio Avg Win / Avg Loss 3.055 4.1535 1.0266 1.4069 1.7624 0.7632
Largest Winning Trade 575330 575330 15464 273340 273340 20238
Largest Losing Trade -59947 -59947 -29172 -172587 -172587 -50140
Avg Bars in Trades 35 65 5 35 65 5
Avg Bars in Winners 46 93 5 46 93 5
Avg Bars in Losers 28 49 5 28 49 5
Bars Traded 3497 3215 282 3497 3215 282
Profit Streak 103.1335 103.1335 241.1335 103.1335 103.1335 241.1335
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379411 344186 -760622 -581616 -422243 -762289
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": 1599091200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759029131369,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.24927,
            "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": [
        [
            641801.6779609035,
            684457.798021792,
            -42656.1200608883,
            -66913.6663175267,
            14024.7416742592,
            -80938.4079917859
        ],
        [
            641.801678,
            684.457798,
            -42.65612,
            -66.913666,
            14.024742,
            -80.938408
        ],
        [
            0.344407,
            0.367297,
            -0.02289,
            -0.059336,
            0.007043,
            -0.088906
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142381,
            -152801,
            -65818,
            -312520,
            -269366,
            -83035
        ],
        [
            1.985748,
            2.411708,
            0.743402,
            0.914467,
            1.023321,
            0.552645
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            60,
            31,
            29,
            60,
            31,
            29
        ],
        [
            39.393939,
            36.734694,
            42,
            39.393939,
            36.734694,
            42
        ],
        [
            3.054997,
            4.153497,
            1.026602,
            1.406872,
            1.762386,
            0.763177
        ],
        [
            575330,
            575330,
            15464,
            273340,
            273340,
            20238
        ],
        [
            -59947,
            -59947,
            -29172,
            -172587,
            -172587,
            -50140
        ],
        [
            35,
            65,
            5,
            35,
            65,
            5
        ],
        [
            46,
            93,
            5,
            46,
            93,
            5
        ],
        [
            28,
            49,
            5,
            28,
            49,
            5
        ],
        [
            3497,
            3215,
            282,
            3497,
            3215,
            282
        ],
        [
            103.133465,
            103.133465,
            241.133465,
            103.133465,
            103.133465,
            241.133465
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379411,
            344186,
            -760622,
            -581616,
            -422243,
            -762289
        ]
    ]
}
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": 1599091200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759029131369,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.24927,
            "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)