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Trade: ETC/USDT/360/SWMA/DCM/4639

Strategy
ETC/USDT/360/SWMA/DCM/4639
Pair
ETC_USDT
Interval
6h
Score
313520
Daily Profit
0.229772
Profit Factor
3.696921
Profitability
41.025641
Streak
127.142283
Best Strategy
Training Data Length
2512.000000
Evaluation Time
2025-10-11 06:24
Expiration Time
2025-12-25 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 598403.5217 577187.4767 21216.0451 582834.1294 492852.9521 89981.1774
Total P&L (%) 598.4035 577.1875 21.216 582.8341 492.853 89.9812
Avg Daily Profit (%) 0.2382 0.2298 0.0084 0.0765 0.0709 0.0256
Buy And Hold Return (%) 227.2479 227.2479 227.2479 227.2479 227.2479 227.2479
Max Trade Drawdown -93822 -62237 -86854 -605132 -448649 -205734
Profit Factor 2.2702 3.6969 1.0825 1.3074 1.5135 1.0961
Total Trades 77 39 38 77 39 38
Winning Trades 34 16 18 34 16 18
Losing Trades 43 23 20 43 23 20
Profitability (%) 44.1558 41.0256 47.3684 44.1558 41.0256 47.3684
Ratio Avg Win / Avg Loss 2.8712 5.3143 1.2028 1.6534 2.1756 1.2179
Largest Winning Trade 399758 399758 39862 463912 463912 187921
Largest Losing Trade -47407 -33466 -47407 -223207 -223207 -177688
Avg Bars in Trades 124 122 126 124 122 126
Avg Bars in Winners 214 205 222 214 205 222
Avg Bars in Losers 52 64 39 52 64 39
Bars Traded 9560 4768 4792 9560 4768 4792
Profit Streak 92.3923 127.1423 0 92.3923 127.1423 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -38742 313520 -478081 -140632 -104471 -440342
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10048,
    "evaluation_days": 2512,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1548072000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760153093257,
    "expiration_time": 1766651904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 50,
            "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": [
        [
            598403.5217342678,
            577187.4766636194,
            21216.0450706483,
            582834.1294249587,
            492852.9520543312,
            89981.1773706274
        ],
        [
            598.403522,
            577.187477,
            21.216045,
            582.834129,
            492.852952,
            89.981177
        ],
        [
            0.238218,
            0.229772,
            0.008446,
            0.076505,
            0.070876,
            0.025551
        ],
        [
            227.247918,
            227.247918,
            227.247918,
            227.247918,
            227.247918,
            227.247918
        ],
        [
            -93822,
            -62237,
            -86854,
            -605132,
            -448649,
            -205734
        ],
        [
            2.270223,
            3.696921,
            1.082526,
            1.307378,
            1.513482,
            1.096101
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            44.155844,
            41.025641,
            47.368421,
            44.155844,
            41.025641,
            47.368421
        ],
        [
            2.871164,
            5.314324,
            1.202806,
            1.653449,
            2.175631,
            1.21789
        ],
        [
            399758,
            399758,
            39862,
            463912,
            463912,
            187921
        ],
        [
            -47407,
            -33466,
            -47407,
            -223207,
            -223207,
            -177688
        ],
        [
            124,
            122,
            126,
            124,
            122,
            126
        ],
        [
            214,
            205,
            222,
            214,
            205,
            222
        ],
        [
            52,
            64,
            39,
            52,
            64,
            39
        ],
        [
            9560,
            4768,
            4792,
            9560,
            4768,
            4792
        ],
        [
            92.392283,
            127.142283,
            0,
            92.392283,
            127.142283,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -38742,
            313520,
            -478081,
            -140632,
            -104471,
            -440342
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10048,
    "evaluation_days": 2512,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1548072000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760153093257,
    "expiration_time": 1766651904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 50,
            "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)