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Trade: DOT/USDT/720/SINWMA/ALMA/9532

Strategy
DOT/USDT/720/SINWMA/ALMA/9532
Pair
DOT_USDT
Interval
12h
Score
375850
Daily Profit
0.189982
Profit Factor
2.530811
Profitability
43.750000
Streak
35.960460
Best Strategy
Training Data Length
1870.000000
Evaluation Time
2025-10-01 14:03
Expiration Time
2025-11-26 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 386097.4266 355265.6727 30831.7539 117639.0316 254184.5184 -136545.4868
Total P&L (%) 386.0974 355.2657 30.8318 117.639 254.1845 -136.5455
Avg Daily Profit (%) 0.2065 0.19 0.0165 0.0416 0.0677 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124507 -75521 -64559 -764674 -604356 -413777
Profit Factor 1.8938 2.5308 1.1543 1.0569 1.2277 0.8564
Total Trades 64 32 32 64 32 32
Winning Trades 29 14 15 29 14 15
Losing Trades 35 18 17 35 18 17
Profitability (%) 45.3125 43.75 46.875 45.3125 43.75 46.875
Ratio Avg Win / Avg Loss 2.2857 3.2539 1.3082 1.2756 1.5784 0.9705
Largest Winning Trade 291440 291440 57566 706611 706611 231308
Largest Losing Trade -55584 -55584 -40273 -280289 -231045 -280289
Avg Bars in Trades 55 44 66 55 44 66
Avg Bars in Winners 73 58 88 73 58 88
Avg Bars in Losers 40 34 47 40 34 47
Bars Traded 3560 1439 2121 3560 1439 2121
Profit Streak 0 35.9605 0 0 35.9605 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -134328 375850 -225953 -440870 -103771 -582025
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3740,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1602158400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759316583728,
    "expiration_time": 1764123840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 26,
            "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": [
        [
            386097.4265774623,
            355265.6727250388,
            30831.7538524238,
            117639.0315535842,
            254184.5183984317,
            -136545.4868448477
        ],
        [
            386.097427,
            355.265673,
            30.831754,
            117.639032,
            254.184518,
            -136.545487
        ],
        [
            0.206469,
            0.189982,
            0.016488,
            0.041595,
            0.067651,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124507,
            -75521,
            -64559,
            -764674,
            -604356,
            -413777
        ],
        [
            1.893844,
            2.530811,
            1.154255,
            1.056912,
            1.227666,
            0.856351
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            45.3125,
            43.75,
            46.875,
            45.3125,
            43.75,
            46.875
        ],
        [
            2.285674,
            3.2539,
            1.308156,
            1.275584,
            1.578427,
            0.970531
        ],
        [
            291440,
            291440,
            57566,
            706611,
            706611,
            231308
        ],
        [
            -55584,
            -55584,
            -40273,
            -280289,
            -231045,
            -280289
        ],
        [
            55,
            44,
            66,
            55,
            44,
            66
        ],
        [
            73,
            58,
            88,
            73,
            58,
            88
        ],
        [
            40,
            34,
            47,
            40,
            34,
            47
        ],
        [
            3560,
            1439,
            2121,
            3560,
            1439,
            2121
        ],
        [
            0,
            35.96046,
            0,
            0,
            35.96046,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134328,
            375850,
            -225953,
            -440870,
            -103771,
            -582025
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3740,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1602158400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759316583728,
    "expiration_time": 1764123840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 26,
            "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)