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Trade: DOT/USDT/720/MIDPRICE/HWMA/8210

Strategy
DOT/USDT/720/MIDPRICE/HWMA/8210
Pair
DOT_USDT
Interval
12h
Score
349204
Daily Profit
0.314420
Profit Factor
4.145077
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1871.000000
Evaluation Time
2025-10-02 08:28
Expiration Time
2025-11-27 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 740143.8876 588278.8992 151864.9884 2669280.8874 1016130.7089 1653150.1784
Total P&L (%) 740.1439 588.2789 151.865 2669.2809 1016.1307 1653.1502
Avg Daily Profit (%) 0.3956 0.3144 0.0812 0.1777 0.129 0.1532
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63503 -50106 -59639 -916249 -911759 -463778
Profit Factor 3 4.1451 1.8298 1.6873 1.4744 1.9491
Total Trades 71 36 35 71 36 35
Winning Trades 27 12 15 27 12 15
Losing Trades 44 24 20 44 24 20
Profitability (%) 38.0282 33.3333 42.8571 38.0282 33.3333 42.8571
Ratio Avg Win / Avg Loss 4.8889 8.2902 2.4397 2.7496 2.9487 2.5987
Largest Winning Trade 415912 415912 60127 1213131 1213131 1149410
Largest Losing Trade -21820 -20640 -21820 -370959 -370959 -356640
Avg Bars in Trades 50 40 61 50 40 61
Avg Bars in Winners 99 83 112 99 83 112
Avg Bars in Losers 20 18 22 20 18 22
Bars Traded 3583 1444 2139 3583 1444 2139
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 -80493 349204 -83898 -84889 -24583 307877
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3742,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1600948800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759382899285,
    "expiration_time": 1764212832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.27271,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            740143.8875661461,
            588278.8991844471,
            151864.9883816989,
            2669280.887390811,
            1016130.7089465552,
            1653150.1784442556
        ],
        [
            740.143888,
            588.278899,
            151.864988,
            2669.280887,
            1016.130709,
            1653.150178
        ],
        [
            0.395587,
            0.31442,
            0.081168,
            0.177666,
            0.129022,
            0.15319
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63503,
            -50106,
            -59639,
            -916249,
            -911759,
            -463778
        ],
        [
            3.000021,
            4.145077,
            1.829771,
            1.687263,
            1.474373,
            1.949061
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            38.028169,
            33.333333,
            42.857143,
            38.028169,
            33.333333,
            42.857143
        ],
        [
            4.888924,
            8.290153,
            2.439694,
            2.749614,
            2.948747,
            2.598748
        ],
        [
            415912,
            415912,
            60127,
            1213131,
            1213131,
            1149410
        ],
        [
            -21820,
            -20640,
            -21820,
            -370959,
            -370959,
            -356640
        ],
        [
            50,
            40,
            61,
            50,
            40,
            61
        ],
        [
            99,
            83,
            112,
            99,
            83,
            112
        ],
        [
            20,
            18,
            22,
            20,
            18,
            22
        ],
        [
            3583,
            1444,
            2139,
            3583,
            1444,
            2139
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -80493,
            349204,
            -83898,
            -84889,
            -24583,
            307877
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3742,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1600948800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759382899285,
    "expiration_time": 1764212832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.27271,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)