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Trade: DOT/USDT/720/PWMA/ZLMA/1563

Strategy
DOT/USDT/720/PWMA/ZLMA/1563
Pair
DOT_USDT
Interval
12h
Score
338107
Daily Profit
0.282235
Profit Factor
1.626506
Profitability
37.894737
Streak
28.893997
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-26 12:27
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 525944.3021 552184.3413 -26240.0392 -28502.706 200427.389 -228930.095
Total P&L (%) 525.9443 552.1843 -26.24 -28.5027 200.4274 -228.9301
Avg Daily Profit (%) 0.2822 0.2963 -0.0141 -0.018 0.059 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95707 -103515 -89131 -532350 -308348 -307745
Profit Factor 1.6265 2.2914 0.9363 0.9835 1.2253 0.726
Total Trades 190 95 95 190 95 95
Winning Trades 72 33 39 72 33 39
Losing Trades 118 62 56 118 62 56
Profitability (%) 37.8947 34.7368 41.0526 37.8947 34.7368 41.0526
Ratio Avg Win / Avg Loss 2.6657 4.305 1.3444 1.6118 2.302 1.0425
Largest Winning Trade 588832 588832 59807 461585 461585 116916
Largest Losing Trade -39364 -39364 -23889 -122820 -122820 -87314
Avg Bars in Trades 19 15 22 19 15 22
Avg Bars in Winners 34 29 38 34 29 38
Avg Bars in Losers 9 8 11 9 8 11
Bars Traded 3658 1501 2157 3658 1501 2157
Profit Streak 28.894 28.894 34.394 28.894 28.894 34.394
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338107 280988 -582071 -580428 -118755 -582071

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": 1600128000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878841339,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 56,
            "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": [
        [
            525944.3020824075,
            552184.3412701276,
            -26240.0391877196,
            -28502.7059795404,
            200427.3890034113,
            -228930.0949829513
        ],
        [
            525.944302,
            552.184341,
            -26.240039,
            -28.502706,
            200.427389,
            -228.930095
        ],
        [
            0.282235,
            0.296316,
            -0.014081,
            -0.018003,
            0.059048,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95707,
            -103515,
            -89131,
            -532350,
            -308348,
            -307745
        ],
        [
            1.626506,
            2.291389,
            0.936295,
            0.983479,
            1.225267,
            0.725998
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            118,
            62,
            56,
            118,
            62,
            56
        ],
        [
            37.894737,
            34.736842,
            41.052632,
            37.894737,
            34.736842,
            41.052632
        ],
        [
            2.665663,
            4.305034,
            1.344423,
            1.611813,
            2.302017,
            1.042459
        ],
        [
            588832,
            588832,
            59807,
            461585,
            461585,
            116916
        ],
        [
            -39364,
            -39364,
            -23889,
            -122820,
            -122820,
            -87314
        ],
        [
            19,
            15,
            22,
            19,
            15,
            22
        ],
        [
            34,
            29,
            38,
            34,
            29,
            38
        ],
        [
            9,
            8,
            11,
            9,
            8,
            11
        ],
        [
            3658,
            1501,
            2157,
            3658,
            1501,
            2157
        ],
        [
            28.893997,
            28.893997,
            34.393997,
            28.893997,
            28.893997,
            34.393997
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338107,
            280988,
            -582071,
            -580428,
            -118755,
            -582071
        ]
    ]
}
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": 1600128000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878841339,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 56,
            "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)