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Trade: DOT/USDT/720/SINWMA/HWMA/6568

Strategy
DOT/USDT/720/SINWMA/HWMA/6568
Pair
DOT_USDT
Interval
12h
Score
367802
Daily Profit
0.214856
Profit Factor
1.639836
Profitability
46.666667
Streak
15.953497
Best Strategy
Training Data Length
1874.500000
Evaluation Time
2025-10-06 01:53
Expiration Time
2025-11-30 19:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 274082.2511 402748.194 -128665.9429 -92886.741 87824.3934 -180711.1344
Total P&L (%) 274.0823 402.7482 -128.6659 -92.8867 87.8244 -180.7111
Avg Daily Profit (%) 0.1462 0.2149 -0.0686 -0.1409 0.0336 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -396299 -231426 -188777 -1236137 -719167 -671038
Profit Factor 1.2209 1.6398 0.7895 0.9657 1.0606 0.8568
Total Trades 269 135 134 269 135 134
Winning Trades 127 63 64 127 63 64
Losing Trades 142 72 70 142 72 70
Profitability (%) 47.2119 46.6667 47.7612 47.2119 46.6667 47.7612
Ratio Avg Win / Avg Loss 1.3651 1.8741 0.8635 1.0798 1.2121 0.9372
Largest Winning Trade 556985 556985 47560 603670 603670 400106
Largest Losing Trade -40151 -34227 -40151 -324463 -324463 -225534
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 14 15 13 14 15 13
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 3638 1886 1752 3638 1886 1752
Profit Streak 15.9535 15.9535 22.4535 15.9535 15.9535 22.4535
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 123106 367802 -581021 -577440 -302452 -581021
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3749,
    "evaluation_days": 1874.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1601294400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759704782180,
    "expiration_time": 1764524304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.365,
            "nb": 0.1,
            "nc": 0.64479
        }
    }
}
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": [
        [
            274082.2510526803,
            402748.1939547617,
            -128665.9429020817,
            -92886.7409994312,
            87824.3933622919,
            -180711.1343617232
        ],
        [
            274.082251,
            402.748194,
            -128.665943,
            -92.886741,
            87.824393,
            -180.711134
        ],
        [
            0.146216,
            0.214856,
            -0.06864,
            -0.140909,
            0.033633,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -396299,
            -231426,
            -188777,
            -1236137,
            -719167,
            -671038
        ],
        [
            1.220918,
            1.639836,
            0.789485,
            0.96574,
            1.060612,
            0.856841
        ],
        [
            269,
            135,
            134,
            269,
            135,
            134
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            142,
            72,
            70,
            142,
            72,
            70
        ],
        [
            47.211896,
            46.666667,
            47.761194,
            47.211896,
            46.666667,
            47.761194
        ],
        [
            1.365121,
            1.874099,
            0.8635,
            1.079804,
            1.212129,
            0.93717
        ],
        [
            556985,
            556985,
            47560,
            603670,
            603670,
            400106
        ],
        [
            -40151,
            -34227,
            -40151,
            -324463,
            -324463,
            -225534
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            14,
            15,
            13,
            14,
            15,
            13
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            3638,
            1886,
            1752,
            3638,
            1886,
            1752
        ],
        [
            15.953497,
            15.953497,
            22.453497,
            15.953497,
            15.953497,
            22.453497
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            123106,
            367802,
            -581021,
            -577440,
            -302452,
            -581021
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3749,
    "evaluation_days": 1874.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1601294400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759704782180,
    "expiration_time": 1764524304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.365,
            "nb": 0.1,
            "nc": 0.64479
        }
    }
}

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)