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Trade: DOT/USDT/720/HWMA/JMA/5685

Strategy
DOT/USDT/720/HWMA/JMA/5685
Pair
DOT_USDT
Interval
12h
Score
369821
Daily Profit
0.158394
Profit Factor
2.016824
Profitability
46.341463
Streak
55.824265
Best Strategy
Training Data Length
1873.500000
Evaluation Time
2025-10-04 22:46
Expiration Time
2025-11-29 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 342785.4676 296751.3004 46034.1672 -32015.6833 74284.141 -106299.8242
Total P&L (%) 342.7855 296.7513 46.0342 -32.0157 74.2841 -106.2998
Avg Daily Profit (%) 0.183 0.1584 0.0246 -0.0206 0.0297 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158689 -68113 -121109 -104607 -61998 -97140
Profit Factor 1.5421 2.0168 1.1352 0.9145 1.5637 0.562
Total Trades 82 41 41 82 41 41
Winning Trades 45 19 26 45 19 26
Losing Trades 37 22 15 37 22 15
Profitability (%) 54.878 46.3415 63.4146 54.878 46.3415 63.4146
Ratio Avg Win / Avg Loss 1.2679 2.3353 0.6549 0.7519 1.8106 0.3242
Largest Winning Trade 142849 142849 27358 64350 64350 20147
Largest Losing Trade -82674 -36768 -82674 -90444 -24982 -90444
Avg Bars in Trades 42 42 41 42 42 41
Avg Bars in Winners 42 43 42 42 43 42
Avg Bars in Losers 41 42 40 41 42 40
Bars Traded 3462 1749 1712 3462 1749 1712
Profit Streak 55.8243 55.8243 76.8243 55.8243 55.8243 76.8243
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 67507 369821 -232890 -587941 -151283 -578445
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3747,
    "evaluation_days": 1873.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1607558400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759607216544,
    "expiration_time": 1764435312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 227,
            "na": 0.01092,
            "nb": 0.09063,
            "nc": 0.5693
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 158,
            "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": [
        [
            342785.467562272,
            296751.3003972793,
            46034.1671649925,
            -32015.6832571587,
            74284.1409630722,
            -106299.8242202309
        ],
        [
            342.785468,
            296.7513,
            46.034167,
            -32.015683,
            74.284141,
            -106.299824
        ],
        [
            0.182965,
            0.158394,
            0.024571,
            -0.020595,
            0.029656,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158689,
            -68113,
            -121109,
            -104607,
            -61998,
            -97140
        ],
        [
            1.542061,
            2.016824,
            1.135183,
            0.914507,
            1.563691,
            0.56201
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            37,
            22,
            15,
            37,
            22,
            15
        ],
        [
            54.878049,
            46.341463,
            63.414634,
            54.878049,
            46.341463,
            63.414634
        ],
        [
            1.267917,
            2.335269,
            0.654913,
            0.751928,
            1.810589,
            0.324237
        ],
        [
            142849,
            142849,
            27358,
            64350,
            64350,
            20147
        ],
        [
            -82674,
            -36768,
            -82674,
            -90444,
            -24982,
            -90444
        ],
        [
            42,
            42,
            41,
            42,
            42,
            41
        ],
        [
            42,
            43,
            42,
            42,
            43,
            42
        ],
        [
            41,
            42,
            40,
            41,
            42,
            40
        ],
        [
            3462,
            1749,
            1712,
            3462,
            1749,
            1712
        ],
        [
            55.824265,
            55.824265,
            76.824265,
            55.824266,
            55.824266,
            76.824266
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            67507,
            369821,
            -232890,
            -587941,
            -151283,
            -578445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3747,
    "evaluation_days": 1873.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1607558400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759607216544,
    "expiration_time": 1764435312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 227,
            "na": 0.01092,
            "nb": 0.09063,
            "nc": 0.5693
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 158,
            "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)