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Trade: ETC/USDT/120/SWMA/MIDPRICE/5048

Strategy
ETC/USDT/120/SWMA/MIDPRICE/5048
Pair
ETC_USDT
Interval
2h
Score
360269
Daily Profit
0.191101
Profit Factor
1.547476
Profitability
46.186441
Streak
19.210658
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 14:03
Expiration Time
2025-12-25 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 407907.901 398126.8867 9781.0144 83618.9427 101847.8025 -18228.8599
Total P&L (%) 407.9079 398.1269 9.781 83.6189 101.8478 -18.2289
Avg Daily Profit (%) 0.1958 0.1911 0.0047 0.0292 0.0337 -0.0097
Buy And Hold Return (%) 32.6115 32.6115 32.6115 32.6115 32.6115 32.6115
Max Trade Drawdown -132741 -90863 -175459 -131506 -75993 -128290
Profit Factor 1.2743 1.5475 1.0129 1.0564 1.1369 0.9753
Total Trades 471 236 235 471 236 235
Winning Trades 224 109 115 224 109 115
Losing Trades 247 127 120 247 127 120
Profitability (%) 47.5584 46.1864 48.9362 47.5584 46.1864 48.9362
Ratio Avg Win / Avg Loss 1.4051 1.803 1.0569 1.1649 1.3247 1.0177
Largest Winning Trade 195177 195177 26344 54167 54167 34591
Largest Losing Trade -45035 -40556 -45035 -71100 -48296 -71100
Avg Bars in Trades 52 58 46 52 58 46
Avg Bars in Winners 62 65 58 62 65 58
Avg Bars in Losers 43 52 34 43 52 34
Bars Traded 24776 13893 10883 24776 13893 10883
Profit Streak 17.2107 19.2107 0 17.2107 19.2107 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345351 360269 -558436 -313825 -220985 -578850
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580112000000,
    "first_datapoint_time": 1581084000000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760180600866,
    "expiration_time": 1766656800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "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": [
        [
            407907.9010386618,
            398126.8866719991,
            9781.0143666626,
            83618.942652968,
            101847.8025182729,
            -18228.859865305
        ],
        [
            407.907901,
            398.126887,
            9.781014,
            83.618943,
            101.847803,
            -18.22886
        ],
        [
            0.195796,
            0.191101,
            0.004695,
            0.029174,
            0.033718,
            -0.009659
        ],
        [
            32.61152,
            32.61152,
            32.61152,
            32.61152,
            32.61152,
            32.61152
        ],
        [
            -132741,
            -90863,
            -175459,
            -131506,
            -75993,
            -128290
        ],
        [
            1.274262,
            1.547476,
            1.012868,
            1.056388,
            1.136943,
            0.97534
        ],
        [
            471,
            236,
            235,
            471,
            236,
            235
        ],
        [
            224,
            109,
            115,
            224,
            109,
            115
        ],
        [
            247,
            127,
            120,
            247,
            127,
            120
        ],
        [
            47.558386,
            46.186441,
            48.93617,
            47.558386,
            46.186441,
            48.93617
        ],
        [
            1.405102,
            1.803022,
            1.056906,
            1.164856,
            1.324695,
            1.017746
        ],
        [
            195177,
            195177,
            26344,
            54167,
            54167,
            34591
        ],
        [
            -45035,
            -40556,
            -45035,
            -71100,
            -48296,
            -71100
        ],
        [
            52,
            58,
            46,
            52,
            58,
            46
        ],
        [
            62,
            65,
            58,
            62,
            65,
            58
        ],
        [
            43,
            52,
            34,
            43,
            52,
            34
        ],
        [
            24776,
            13893,
            10883,
            24776,
            13893,
            10883
        ],
        [
            17.210658,
            19.210658,
            0,
            17.210658,
            19.210658,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345351,
            360269,
            -558436,
            -313825,
            -220985,
            -578850
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580112000000,
    "first_datapoint_time": 1581084000000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760180600866,
    "expiration_time": 1766656800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "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)