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Trade: C98/USDT/720/MIDPRICE/PWMA/6958

Strategy
C98/USDT/720/MIDPRICE/PWMA/6958
Pair
C98_USDT
Interval
12h
Score
503367
Daily Profit
0.169777
Profit Factor
2.794284
Profitability
68.571429
Streak
0.000000
Best Strategy
Training Data Length
1528.500000
Evaluation Time
2025-09-29 02:33
Expiration Time
2025-11-13 10:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 235683.294 -23820.7876 259504.0816 162106.743 11364.0672 150742.6758
Total P&L (%) 235.6833 -23.8208 259.5041 162.1067 11.3641 150.7427
Avg Daily Profit (%) 0.1542 -0.0156 0.1698 0.0631 0.007 0.0602
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97911 -87910 -66968 -282921 -104771 -235071
Profit Factor 1.6128 0.9007 2.7943 1.2083 1.0286 1.3965
Total Trades 71 36 35 71 36 35
Winning Trades 45 21 24 45 21 24
Losing Trades 26 15 11 26 15 11
Profitability (%) 63.3803 58.3333 68.5714 63.3803 58.3333 68.5714
Ratio Avg Win / Avg Loss 0.9319 0.6434 1.2807 0.6981 0.7347 0.6401
Largest Winning Trade 38530 37114 38530 90019 90019 61012
Largest Losing Trade -57864 -57864 -53631 -182899 -77031 -182899
Avg Bars in Trades 40 28 52 40 28 52
Avg Bars in Winners 36 20 50 36 20 50
Avg Bars in Losers 47 40 58 47 40 58
Bars Traded 2873 1029 1844 2873 1029 1844
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -81760 -579422 503367 -200133 -496186 -111189
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3057,
    "evaluation_days": 1528.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1632182400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759102401752,
    "expiration_time": 1763022672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 120,
            "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": [
        [
            235683.2940090625,
            -23820.7876356276,
            259504.0816446903,
            162106.7430087791,
            11364.0672026988,
            150742.6758060803
        ],
        [
            235.683294,
            -23.820788,
            259.504082,
            162.106743,
            11.364067,
            150.742676
        ],
        [
            0.154193,
            -0.015584,
            0.169777,
            0.063061,
            0.007042,
            0.060159
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97911,
            -87910,
            -66968,
            -282921,
            -104771,
            -235071
        ],
        [
            1.612834,
            0.900727,
            2.794284,
            1.208316,
            1.028553,
            1.396512
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            63.380282,
            58.333333,
            68.571429,
            63.380282,
            58.333333,
            68.571429
        ],
        [
            0.931859,
            0.643376,
            1.280714,
            0.698138,
            0.73468,
            0.640068
        ],
        [
            38530,
            37114,
            38530,
            90019,
            90019,
            61012
        ],
        [
            -57864,
            -57864,
            -53631,
            -182899,
            -77031,
            -182899
        ],
        [
            40,
            28,
            52,
            40,
            28,
            52
        ],
        [
            36,
            20,
            50,
            36,
            20,
            50
        ],
        [
            47,
            40,
            58,
            47,
            40,
            58
        ],
        [
            2873,
            1029,
            1844,
            2873,
            1029,
            1844
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -81760,
            -579422,
            503367,
            -200133,
            -496186,
            -111189
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3057,
    "evaluation_days": 1528.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1632182400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759102401752,
    "expiration_time": 1763022672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 120,
            "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)