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Trade: DOT/USDT/720/KCL/HWMA/2405

Strategy
DOT/USDT/720/KCL/HWMA/2405
Pair
DOT_USDT
Interval
12h
Score
411052
Daily Profit
0.201565
Profit Factor
1.552447
Profitability
48.387097
Streak
114.083296
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-28 04:59
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 375617.065 331984.2908 43632.7743 -8605.2767 846295.2291 -854900.5058
Total P&L (%) 375.6171 331.9843 43.6328 -8.6053 846.2952 -854.9005
Avg Daily Profit (%) 0.2016 0.1782 0.0234 -0.0048 0.1207 0
Buy And Hold Return (%) 42.0164 42.0164 42.0164 42.0164 42.0164 42.0164
Max Trade Drawdown -161616 -141871 -121303 -2436547 -653984 -2127537
Profit Factor 1.5524 2.0456 1.1204 0.998 1.7461 0.7223
Total Trades 93 46 47 93 46 47
Winning Trades 45 18 27 45 18 27
Losing Trades 48 28 20 48 28 20
Profitability (%) 48.3871 39.1304 57.4468 48.3871 39.1304 57.4468
Ratio Avg Win / Avg Loss 1.6559 3.1821 0.8299 1.0645 2.7162 0.535
Largest Winning Trade 175781 175781 46893 646046 538595 646046
Largest Losing Trade -81645 -29257 -81645 -1928692 -154221 -1928692
Avg Bars in Trades 39 39 38 39 39 38
Avg Bars in Winners 39 40 38 39 40 38
Avg Bars in Losers 38 39 38 38 39 38
Bars Traded 3639 1819 1819 3639 1819 1819
Profit Streak 114.0833 114.0833 133.5833 114.0833 114.0833 133.5833
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 411052 292576 -402758 -578065 -31377 -578380
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": 1597881600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759024796752,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 4,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.04684,
            "nb": 0.1,
            "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": [
        [
            375617.065034516,
            331984.2907631871,
            43632.7742713286,
            -8605.2766951566,
            846295.2291363896,
            -854900.5058315465
        ],
        [
            375.617065,
            331.984291,
            43.632774,
            -8.605277,
            846.295229,
            -854.900506
        ],
        [
            0.201565,
            0.178151,
            0.023414,
            -0.004829,
            0.120673,
            0
        ],
        [
            42.016368,
            42.016368,
            42.016368,
            42.016368,
            42.016368,
            42.016368
        ],
        [
            -161616,
            -141871,
            -121303,
            -2436547,
            -653984,
            -2127537
        ],
        [
            1.552447,
            2.045621,
            1.120395,
            0.997957,
            1.746148,
            0.722257
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            45,
            18,
            27,
            45,
            18,
            27
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            48.387097,
            39.130435,
            57.446809,
            48.387097,
            39.130435,
            57.446809
        ],
        [
            1.655944,
            3.182077,
            0.829922,
            1.064488,
            2.716231,
            0.535005
        ],
        [
            175781,
            175781,
            46893,
            646046,
            538595,
            646046
        ],
        [
            -81645,
            -29257,
            -81645,
            -1928692,
            -154221,
            -1928692
        ],
        [
            39,
            39,
            38,
            39,
            39,
            38
        ],
        [
            39,
            40,
            38,
            39,
            40,
            38
        ],
        [
            38,
            39,
            38,
            38,
            39,
            38
        ],
        [
            3639,
            1819,
            1819,
            3639,
            1819,
            1819
        ],
        [
            114.083296,
            114.083296,
            133.583296,
            114.083296,
            114.083296,
            133.583296
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            411052,
            292576,
            -402758,
            -578065,
            -31377,
            -578380
        ]
    ]
}
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": 1597881600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759024796752,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 4,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.04684,
            "nb": 0.1,
            "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)