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Trade: DOT/USDT/240/SINWMA/HILO/2164

Strategy
DOT/USDT/240/SINWMA/HILO/2164
Pair
DOT_USDT
Interval
4h
Score
349332
Daily Profit
0.349636
Profit Factor
2.128112
Profitability
39.694656
Streak
0.000000
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-29 00:54
Expiration Time
2025-11-23 22:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 652829.5257 580755.1778 72074.3479 393527.5384 189019.258 204508.2804
Total P&L (%) 652.8295 580.7552 72.0743 393.5275 189.0193 204.5083
Avg Daily Profit (%) 0.3496 0.311 0.0386 0.0855 0.0569 0.0597
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115618 -92431 -92759 -346110 -299481 -208364
Profit Factor 2.1281 2.9394 1.2581 1.2095 1.1819 1.2437
Total Trades 131 66 65 131 66 65
Winning Trades 52 21 31 52 21 31
Losing Trades 79 45 34 79 45 34
Profitability (%) 39.6947 31.8182 47.6923 39.6947 31.8182 47.6923
Ratio Avg Win / Avg Loss 3.2331 6.2987 1.3799 1.8375 2.5327 1.364
Largest Winning Trade 529808 529808 60437 335088 335088 161933
Largest Losing Trade -33066 -29519 -33066 -114177 -114177 -104860
Avg Bars in Trades 82 65 98 82 65 98
Avg Bars in Winners 151 143 156 151 143 156
Avg Bars in Losers 36 29 46 36 29 46
Bars Traded 10781 4348 6433 10781 4348 6433
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 349332 -116929 -274088 -81778 -267847 -246104
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1600790400000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759096496547,
    "expiration_time": 1763929296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            652829.5256540104,
            580755.1778028384,
            72074.3478511718,
            393527.5383873956,
            189019.2579775958,
            204508.2804097999
        ],
        [
            652.829526,
            580.755178,
            72.074348,
            393.527538,
            189.019258,
            204.50828
        ],
        [
            0.349636,
            0.311035,
            0.038601,
            0.085535,
            0.056857,
            0.059655
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115618,
            -92431,
            -92759,
            -346110,
            -299481,
            -208364
        ],
        [
            2.128112,
            2.939388,
            1.258109,
            1.209505,
            1.181904,
            1.243677
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            52,
            21,
            31,
            52,
            21,
            31
        ],
        [
            79,
            45,
            34,
            79,
            45,
            34
        ],
        [
            39.694656,
            31.818182,
            47.692308,
            39.694656,
            31.818182,
            47.692308
        ],
        [
            3.233093,
            6.298689,
            1.379862,
            1.837516,
            2.532652,
            1.364033
        ],
        [
            529808,
            529808,
            60437,
            335088,
            335088,
            161933
        ],
        [
            -33066,
            -29519,
            -33066,
            -114177,
            -114177,
            -104860
        ],
        [
            82,
            65,
            98,
            82,
            65,
            98
        ],
        [
            151,
            143,
            156,
            151,
            143,
            156
        ],
        [
            36,
            29,
            46,
            36,
            29,
            46
        ],
        [
            10781,
            4348,
            6433,
            10781,
            4348,
            6433
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349332,
            -116929,
            -274088,
            -81778,
            -267847,
            -246104
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1600790400000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759096496547,
    "expiration_time": 1763929296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)