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Trade: DOT/USDT/720/PWMA/VWMA/9262

Strategy
DOT/USDT/720/PWMA/VWMA/9262
Pair
DOT_USDT
Interval
12h
Score
378414
Daily Profit
0.222177
Profit Factor
2.550978
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-25 20:50
Expiration Time
2025-11-19 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 441561.3082 414027.0041 27534.3041 65399.6165 72859.4846 -7459.8681
Total P&L (%) 441.5613 414.027 27.5343 65.3996 72.8595 -7.4599
Avg Daily Profit (%) 0.237 0.2222 0.0148 0.027 0.0294 -0.0042
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94717 -89244 -49695 -540624 -479972 -265564
Profit Factor 1.8311 2.551 1.1042 1.0305 1.0651 0.9927
Total Trades 73 36 37 73 36 37
Winning Trades 33 16 17 33 16 17
Losing Trades 40 20 20 40 20 20
Profitability (%) 45.2055 44.4444 45.9459 45.2055 44.4444 45.9459
Ratio Avg Win / Avg Loss 2.2195 3.1887 1.299 1.2491 1.3314 1.1679
Largest Winning Trade 380145 380145 58215 382460 382460 191471
Largest Losing Trade -39391 -38672 -39391 -238471 -174622 -238471
Avg Bars in Trades 46 48 45 46 48 45
Avg Bars in Winners 62 62 62 62 62 62
Avg Bars in Losers 34 37 30 34 37 30
Bars Traded 3426 1748 1678 3426 1748 1678
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 -66730 378414 -283963 -422186 -304720 -580682

Evaluation Data

{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1604275200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758822607206,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 124,
            "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": [
        [
            441561.3081667759,
            414027.0040823016,
            27534.3040844743,
            65399.6164820834,
            72859.484612447,
            -7459.8681303631
        ],
        [
            441.561308,
            414.027004,
            27.534304,
            65.399616,
            72.859485,
            -7.459868
        ],
        [
            0.236953,
            0.222177,
            0.014776,
            0.027006,
            0.029374,
            -0.00416
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94717,
            -89244,
            -49695,
            -540624,
            -479972,
            -265564
        ],
        [
            1.831089,
            2.550978,
            1.104155,
            1.030534,
            1.0651,
            0.992705
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            45.205479,
            44.444444,
            45.945946,
            45.205479,
            44.444444,
            45.945946
        ],
        [
            2.219502,
            3.188723,
            1.299006,
            1.249132,
            1.331375,
            1.167889
        ],
        [
            380145,
            380145,
            58215,
            382460,
            382460,
            191471
        ],
        [
            -39391,
            -38672,
            -39391,
            -238471,
            -174622,
            -238471
        ],
        [
            46,
            48,
            45,
            46,
            48,
            45
        ],
        [
            62,
            62,
            62,
            62,
            62,
            62
        ],
        [
            34,
            37,
            30,
            34,
            37,
            30
        ],
        [
            3426,
            1748,
            1678,
            3426,
            1748,
            1678
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -66730,
            378414,
            -283963,
            -422186,
            -304720,
            -580682
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1604275200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758822607206,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 124,
            "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)