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Trade: EGLD/USDT/720/PWMA/DCM/7123

Strategy
EGLD/USDT/720/PWMA/DCM/7123
Pair
EGLD_USDT
Interval
12h
Score
753083
Daily Profit
0.676467
Profit Factor
5.378116
Profitability
51.351351
Streak
45.257624
Best Strategy
Training Data Length
1858.500000
Evaluation Time
2025-10-05 09:10
Expiration Time
2025-11-29 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1382361.6285 1257213.5292 125148.0993 2747642.4002 1525661.1028 1221981.2975
Total P&L (%) 1382.3616 1257.2135 125.1481 2747.6424 1525.6611 1221.9813
Avg Daily Profit (%) 0.7438 0.6765 0.0673 0.1804 0.1502 0.139
Buy And Hold Return (%) 72.7296 72.7296 72.7296 72.7296 72.7296 72.7296
Max Trade Drawdown -92603 -76616 -44007 -2542219 -2218832 -1441421
Profit Factor 3.6522 5.3781 1.5347 1.2155 1.2074 1.2265
Total Trades 74 37 37 74 37 37
Winning Trades 40 19 21 40 19 21
Losing Trades 34 18 16 34 18 16
Profitability (%) 54.0541 51.3514 56.7568 54.0541 51.3514 56.7568
Ratio Avg Win / Avg Loss 3.1044 5.0951 1.1693 1.0332 1.1439 0.9345
Largest Winning Trade 1007887 1007887 64754 2462071 2462071 920051
Largest Losing Trade -39508 -29917 -39508 -1398902 -917517 -1398902
Avg Bars in Trades 47 60 33 47 60 33
Avg Bars in Winners 51 63 41 51 63 41
Avg Bars in Losers 42 58 24 42 58 24
Bars Traded 3508 2256 1252 3508 2256 1252
Profit Streak 45.2576 45.2576 45.7576 45.2576 45.2576 45.7576
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47494 753083 -108816 -59549 283196 -7635
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1605614400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759644658691,
    "expiration_time": 1764439632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 116,
            "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": [
        [
            1382361.628505457,
            1257213.5292283986,
            125148.0992770584,
            2747642.4002481364,
            1525661.1027822946,
            1221981.2974658413
        ],
        [
            1382.361629,
            1257.213529,
            125.148099,
            2747.6424,
            1525.661103,
            1221.981297
        ],
        [
            0.743805,
            0.676467,
            0.067338,
            0.180366,
            0.150153,
            0.139011
        ],
        [
            72.729585,
            72.729585,
            72.729585,
            72.729585,
            72.729585,
            72.729585
        ],
        [
            -92603,
            -76616,
            -44007,
            -2542219,
            -2218832,
            -1441421
        ],
        [
            3.652187,
            5.378116,
            1.53469,
            1.215497,
            1.207444,
            1.226475
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            54.054054,
            51.351351,
            56.756757,
            54.054054,
            51.351351,
            56.756757
        ],
        [
            3.104359,
            5.095058,
            1.169288,
            1.033173,
            1.143894,
            0.934457
        ],
        [
            1007887,
            1007887,
            64754,
            2462071,
            2462071,
            920051
        ],
        [
            -39508,
            -29917,
            -39508,
            -1398902,
            -917517,
            -1398902
        ],
        [
            47,
            60,
            33,
            47,
            60,
            33
        ],
        [
            51,
            63,
            41,
            51,
            63,
            41
        ],
        [
            42,
            58,
            24,
            42,
            58,
            24
        ],
        [
            3508,
            2256,
            1252,
            3508,
            2256,
            1252
        ],
        [
            45.257624,
            45.257624,
            45.757624,
            45.257624,
            45.257624,
            45.757624
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47494,
            753083,
            -108816,
            -59549,
            283196,
            -7635
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1605614400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759644658691,
    "expiration_time": 1764439632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 116,
            "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)