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Trade: MATIC/USDT/720/FWMA/MIDPRICE/7997

Strategy
MATIC/USDT/720/FWMA/MIDPRICE/7997
Pair
MATIC_USDT
Interval
12h
Score
423570
Daily Profit
0.319823
Profit Factor
1.456862
Profitability
58.333333
Streak
592.308107
Best Strategy
Training Data Length
1964.000000
Evaluation Time
2025-09-30 10:23
Expiration Time
2024-11-08 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -7560070.5106 120470.681 -7680541.1916 -13155303.8186 52816864.7124 -65972168.531
Total P&L (%) -7560.0705 120.4707 -7680.5412 -13155.3038 52816.8647 -65972.1685
Avg Daily Profit (%) -3.8493 0.0613 -3.9107 0 0.3198 0
Buy And Hold Return (%) 3254.5535 3254.5535 3254.5535 3254.5535 3254.5535 3254.5535
Max Trade Drawdown -7842205 -115309 -7804907 -195312156 -82545404 -112766752
Profit Factor 0.065 1.6541 0.028 0.9497 1.4569 0.5478
Total Trades 73 36 37 73 36 37
Winning Trades 53 26 27 39 21 18
Losing Trades 20 10 10 34 15 19
Profitability (%) 72.6027 72.2222 72.973 53.4247 58.3333 48.6486
Ratio Avg Win / Avg Loss 0.0245 0.6362 0.0104 0.8279 1.0406 0.5782
Largest Winning Trade 63790 63790 49828 109176637 109176637 32940134
Largest Losing Trade -7760881 -65612 -7760881 -73544357 -37971587 -73544357
Avg Bars in Trades 48 53 44 48 53 44
Avg Bars in Winners 19 20 19 62 72 51
Avg Bars in Losers 125 137 113 32 26 37
Bars Traded 3569 1916 1653 3569 1916 1653
Profit Streak 403.8081 0 547.3081 0 592.3081 0
Trades During Streak 1 0 1 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -653262 -273565 -577210 -656333 423570 -581298
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1564574400000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759217020404,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 75,
            "offset": 44
        }
    }
}
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": [
        [
            -7560070.510569663,
            120470.6809886325,
            -7680541.191558295,
            -13155303.818564525,
            52816864.71242379,
            -65972168.53098831
        ],
        [
            -7560.070511,
            120.470681,
            -7680.541192,
            -13155.303819,
            52816.864712,
            -65972.168531
        ],
        [
            -3.849323,
            0.061339,
            -3.910663,
            0,
            0.319823,
            0
        ],
        [
            3254.553492,
            3254.553492,
            3254.553492,
            3254.553492,
            3254.553492,
            3254.553492
        ],
        [
            -7842205,
            -115309,
            -7804907,
            -195312156,
            -82545404,
            -112766752
        ],
        [
            0.065027,
            1.654064,
            0.027987,
            0.949691,
            1.456862,
            0.54777
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            53,
            26,
            27,
            39,
            21,
            18
        ],
        [
            20,
            10,
            10,
            34,
            15,
            19
        ],
        [
            72.60274,
            72.222222,
            72.972973,
            53.424658,
            58.333333,
            48.648649
        ],
        [
            0.024539,
            0.636179,
            0.010365,
            0.827936,
            1.040616,
            0.578202
        ],
        [
            63790,
            63790,
            49828,
            109176637,
            109176637,
            32940134
        ],
        [
            -7760881,
            -65612,
            -7760881,
            -73544357,
            -37971587,
            -73544357
        ],
        [
            48,
            53,
            44,
            48,
            53,
            44
        ],
        [
            19,
            20,
            19,
            62,
            72,
            51
        ],
        [
            125,
            137,
            113,
            32,
            26,
            37
        ],
        [
            3569,
            1916,
            1653,
            3569,
            1916,
            1653
        ],
        [
            403.808106,
            0,
            547.308106,
            0,
            592.308107,
            0
        ],
        [
            1,
            0,
            1,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -653262,
            -273565,
            -577210,
            -656333,
            423570,
            -581298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1564574400000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759217020404,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 75,
            "offset": 44
        }
    }
}

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)