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Trade: DOT/USDT/720/SINWMA/HILO/3134

Strategy
DOT/USDT/720/SINWMA/HILO/3134
Pair
DOT_USDT
Interval
12h
Score
305236
Daily Profit
0.214717
Profit Factor
3.005989
Profitability
37.142857
Streak
0.000000
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-10-02 18:44
Expiration Time
2025-11-27 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 468112.0658 401842.4239 66269.6418 336129.6221 177587.6491 158541.9729
Total P&L (%) 468.1121 401.8424 66.2696 336.1296 177.5876 158.542
Avg Daily Profit (%) 0.2501 0.2147 0.0354 0.0787 0.0546 0.0508
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119180 -61073 -92382 -465262 -384254 -239369
Profit Factor 2.1424 3.006 1.3164 1.2131 1.2169 1.209
Total Trades 69 35 34 69 35 34
Winning Trades 31 13 18 31 13 18
Losing Trades 38 22 16 38 22 16
Profitability (%) 44.9275 37.1429 52.9412 44.9275 37.1429 52.9412
Ratio Avg Win / Avg Loss 2.6262 5.0871 1.1702 1.487 2.0594 1.0747
Largest Winning Trade 330911 330911 61820 296616 296616 254796
Largest Losing Trade -48086 -48086 -33396 -225542 -125654 -225542
Avg Bars in Trades 52 39 64 52 39 64
Avg Bars in Winners 79 60 93 79 60 93
Avg Bars in Losers 29 27 33 29 27 33
Bars Traded 3589 1383 2206 3589 1383 2206
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 -96125 305236 -145293 -196535 -124371 -125223
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1601553600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759419892354,
    "expiration_time": 1764257328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 89,
            "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": [
        [
            468112.0657511415,
            401842.4239476416,
            66269.6418034997,
            336129.6220521543,
            177587.6491177214,
            158541.9729344331
        ],
        [
            468.112066,
            401.842424,
            66.269642,
            336.129622,
            177.587649,
            158.541973
        ],
        [
            0.250127,
            0.214717,
            0.03541,
            0.078726,
            0.054568,
            0.050768
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119180,
            -61073,
            -92382,
            -465262,
            -384254,
            -239369
        ],
        [
            2.142412,
            3.005989,
            1.316419,
            1.213095,
            1.216893,
            1.208997
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            38,
            22,
            16,
            38,
            22,
            16
        ],
        [
            44.927536,
            37.142857,
            52.941176,
            44.927536,
            37.142857,
            52.941176
        ],
        [
            2.626183,
            5.087058,
            1.17015,
            1.48702,
            2.059357,
            1.074664
        ],
        [
            330911,
            330911,
            61820,
            296616,
            296616,
            254796
        ],
        [
            -48086,
            -48086,
            -33396,
            -225542,
            -125654,
            -225542
        ],
        [
            52,
            39,
            64,
            52,
            39,
            64
        ],
        [
            79,
            60,
            93,
            79,
            60,
            93
        ],
        [
            29,
            27,
            33,
            29,
            27,
            33
        ],
        [
            3589,
            1383,
            2206,
            3589,
            1383,
            2206
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96125,
            305236,
            -145293,
            -196535,
            -124371,
            -125223
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1601553600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759419892354,
    "expiration_time": 1764257328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 89,
            "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)