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Trade: DOT/USDT/720/ZLMA/HWMA/9597

Strategy
DOT/USDT/720/ZLMA/HWMA/9597
Pair
DOT_USDT
Interval
12h
Score
305636
Daily Profit
0.385490
Profit Factor
2.136297
Profitability
32.394366
Streak
32.524633
Best Strategy
Training Data Length
1868.000000
Evaluation Time
2025-09-29 03:35
Expiration Time
2025-11-24 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 720096.2286 635161.5099 84934.7188 484409.3746 252394.4245 232014.9501
Total P&L (%) 720.0962 635.1615 84.9347 484.4094 252.3944 232.015
Avg Daily Profit (%) 0.3855 0.34 0.0455 0.0946 0.0675 0.0643
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139407 -130264 -85990 -396989 -508087 -259153
Profit Factor 2.1363 2.6275 1.3489 1.1879 1.152 1.2529
Total Trades 142 71 71 142 71 71
Winning Trades 46 18 28 46 18 28
Losing Trades 96 53 43 96 53 43
Profitability (%) 32.3944 25.3521 39.4366 32.3944 25.3521 39.4366
Ratio Avg Win / Avg Loss 4.4584 7.7365 2.0715 2.4791 3.3919 1.9241
Largest Winning Trade 504238 504238 56418 422726 422726 225497
Largest Losing Trade -25883 -21853 -25883 -159773 -159773 -72227
Avg Bars in Trades 24 26 23 24 26 23
Avg Bars in Winners 49 62 41 49 62 41
Avg Bars in Losers 12 13 12 12 13 12
Bars Traded 3520 1849 1671 3520 1849 1671
Profit Streak 32.5246 32.5246 37.0246 32.5246 32.5246 37.0246
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305636 -100156 -220932 -84662 -269507 -196461
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3736,
    "evaluation_days": 1868,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1606435200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759106128280,
    "expiration_time": 1763945856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.3918,
            "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": [
        [
            720096.2286446767,
            635161.5098585445,
            84934.7187861321,
            484409.3745507215,
            252394.4244605958,
            232014.9500901257
        ],
        [
            720.096229,
            635.16151,
            84.934719,
            484.409375,
            252.394424,
            232.01495
        ],
        [
            0.38549,
            0.340022,
            0.045468,
            0.094554,
            0.067452,
            0.064261
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139407,
            -130264,
            -85990,
            -396989,
            -508087,
            -259153
        ],
        [
            2.136297,
            2.627492,
            1.348877,
            1.187895,
            1.151983,
            1.252901
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            46,
            18,
            28,
            46,
            18,
            28
        ],
        [
            96,
            53,
            43,
            96,
            53,
            43
        ],
        [
            32.394366,
            25.352113,
            39.43662,
            32.394366,
            25.352113,
            39.43662
        ],
        [
            4.458358,
            7.736503,
            2.071489,
            2.479084,
            3.391949,
            1.924098
        ],
        [
            504238,
            504238,
            56418,
            422726,
            422726,
            225497
        ],
        [
            -25883,
            -21853,
            -25883,
            -159773,
            -159773,
            -72227
        ],
        [
            24,
            26,
            23,
            24,
            26,
            23
        ],
        [
            49,
            62,
            41,
            49,
            62,
            41
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            3520,
            1849,
            1671,
            3520,
            1849,
            1671
        ],
        [
            32.524633,
            32.524633,
            37.024633,
            32.524633,
            32.524633,
            37.024633
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305636,
            -100156,
            -220932,
            -84662,
            -269507,
            -196461
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3736,
    "evaluation_days": 1868,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1606435200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759106128280,
    "expiration_time": 1763945856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.3918,
            "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)