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Trade: DOT/USDT/120/WMA/SINWMA/2984

Strategy
DOT/USDT/120/WMA/SINWMA/2984
Pair
DOT_USDT
Interval
2h
Score
473622
Daily Profit
0.296413
Profit Factor
3.309931
Profitability
44.736842
Streak
0.000000
Best Strategy
Training Data Length
1866.750000
Evaluation Time
2025-09-29 06:03
Expiration Time
2025-12-05 08:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 619720.3837 553329.4821 66390.9017 272075.299 303509.9072 -31434.6082
Total P&L (%) 619.7204 553.3295 66.3909 272.0753 303.5099 -31.4346
Avg Daily Profit (%) 0.332 0.2964 0.0356 0.0704 0.0748 -0.0202
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167303 -83173 -91133 -489612 -235215 -307421
Profit Factor 2.3041 3.3099 1.2817 1.2117 1.5049 0.954
Total Trades 75 38 37 75 38 37
Winning Trades 32 17 15 32 17 15
Losing Trades 43 21 22 43 21 22
Profitability (%) 42.6667 44.7368 40.5405 42.6667 44.7368 40.5405
Ratio Avg Win / Avg Loss 3.0961 4.0887 1.8798 1.6283 1.859 1.3993
Largest Winning Trade 542012 542012 58725 471910 471910 109396
Largest Losing Trade -51150 -51150 -37590 -210120 -107312 -210120
Avg Bars in Trades 287 257 318 287 257 318
Avg Bars in Winners 448 386 518 448 386 518
Avg Bars in Losers 167 152 182 167 152 182
Bars Traded 21563 9773 11790 21563 9773 11790
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 -50576 473622 -148216 -162398 -92715 -582784
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22401,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1600322400000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759115037003,
    "expiration_time": 1764917539200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 184,
            "offset": 169
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 138,
            "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": [
        [
            619720.3837241482,
            553329.4820557529,
            66390.9016683952,
            272075.2989680393,
            303509.9071838961,
            -31434.6082158568
        ],
        [
            619.720384,
            553.329482,
            66.390902,
            272.075299,
            303.509907,
            -31.434608
        ],
        [
            0.331978,
            0.296413,
            0.035565,
            0.070411,
            0.074758,
            -0.020214
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167303,
            -83173,
            -91133,
            -489612,
            -235215,
            -307421
        ],
        [
            2.304071,
            3.309931,
            1.281704,
            1.211724,
            1.504907,
            0.954038
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            42.666667,
            44.736842,
            40.540541,
            42.666667,
            44.736842,
            40.540541
        ],
        [
            3.096095,
            4.088738,
            1.879833,
            1.628255,
            1.859002,
            1.399255
        ],
        [
            542012,
            542012,
            58725,
            471910,
            471910,
            109396
        ],
        [
            -51150,
            -51150,
            -37590,
            -210120,
            -107312,
            -210120
        ],
        [
            287,
            257,
            318,
            287,
            257,
            318
        ],
        [
            448,
            386,
            518,
            448,
            386,
            518
        ],
        [
            167,
            152,
            182,
            167,
            152,
            182
        ],
        [
            21563,
            9773,
            11790,
            21563,
            9773,
            11790
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50576,
            473622,
            -148216,
            -162398,
            -92715,
            -582784
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22401,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1600322400000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759115037003,
    "expiration_time": 1764917539200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 184,
            "offset": 169
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 138,
            "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)