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Trade: DOT/USDT/360/SWMA/SSF/5261

Strategy
DOT/USDT/360/SWMA/SSF/5261
Pair
DOT_USDT
Interval
6h
Score
444837
Daily Profit
0.274417
Profit Factor
2.703535
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-29 06:36
Expiration Time
2025-11-24 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 538935.3027 512473.3988 26461.9038 80944.0907 158458.641 -77514.5503
Total P&L (%) 538.9353 512.4734 26.4619 80.9441 158.4586 -77.5146
Avg Daily Profit (%) 0.2886 0.2744 0.0142 0.0318 0.0509 -0.0799
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157619 -85176 -105294 -497254 -390197 -281966
Profit Factor 1.9965 2.7035 1.1103 1.0473 1.165 0.8966
Total Trades 77 39 38 77 39 38
Winning Trades 34 18 16 34 18 16
Losing Trades 43 21 22 43 21 22
Profitability (%) 44.1558 46.1538 42.1053 44.1558 46.1538 42.1053
Ratio Avg Win / Avg Loss 2.525 3.1541 1.5266 1.3246 1.3592 1.2328
Largest Winning Trade 502767 502767 58109 428428 428428 136168
Largest Losing Trade -54463 -54463 -41524 -213285 -163585 -213285
Avg Bars in Trades 94 83 106 94 83 106
Avg Bars in Winners 143 125 162 143 125 162
Avg Bars in Losers 56 46 65 56 46 65
Bars Traded 7290 3242 4048 7290 3242 4048
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 -35961 444837 -278521 -367467 -165486 -582168
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7470,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1600603200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759117016774,
    "expiration_time": 1763944560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 250,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            538935.3026875216,
            512473.3988400642,
            26461.9038474575,
            80944.0906551646,
            158458.6409766684,
            -77514.550321504
        ],
        [
            538.935303,
            512.473399,
            26.461904,
            80.944091,
            158.458641,
            -77.51455
        ],
        [
            0.288587,
            0.274417,
            0.01417,
            0.03176,
            0.05086,
            -0.079877
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157619,
            -85176,
            -105294,
            -497254,
            -390197,
            -281966
        ],
        [
            1.996523,
            2.703535,
            1.110264,
            1.047336,
            1.165008,
            0.896602
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            44.155844,
            46.153846,
            42.105263,
            44.155844,
            46.153846,
            42.105263
        ],
        [
            2.525015,
            3.154125,
            1.526613,
            1.324572,
            1.359176,
            1.232828
        ],
        [
            502767,
            502767,
            58109,
            428428,
            428428,
            136168
        ],
        [
            -54463,
            -54463,
            -41524,
            -213285,
            -163585,
            -213285
        ],
        [
            94,
            83,
            106,
            94,
            83,
            106
        ],
        [
            143,
            125,
            162,
            143,
            125,
            162
        ],
        [
            56,
            46,
            65,
            56,
            46,
            65
        ],
        [
            7290,
            3242,
            4048,
            7290,
            3242,
            4048
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -35961,
            444837,
            -278521,
            -367467,
            -165486,
            -582168
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7470,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1600603200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759117016774,
    "expiration_time": 1763944560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 250,
            "offset": 0,
            "poles": 2
        }
    }
}

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)