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Trade: ETC/USDT/720/DEMA/MIDPRICE/5686

Strategy
ETC/USDT/720/DEMA/MIDPRICE/5686
Pair
ETC_USDT
Interval
12h
Score
373731
Daily Profit
0.285981
Profit Factor
4.534228
Profitability
55.263158
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-25 17:44
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 831188.3712 714952.1942 116236.177 5503682.3473 3416045.7199 2087636.6274
Total P&L (%) 831.1884 714.9522 116.2362 5503.6823 3416.0457 2087.6366
Avg Daily Profit (%) 0.3325 0.286 0.0465 0.1612 0.1425 0.1235
Buy And Hold Return (%) 348.3574 348.3574 348.3574 348.3574 348.3574 348.3574
Max Trade Drawdown -72500 -52783 -43981 -1115013 -669160 -710658
Profit Factor 3.4019 4.5342 1.8085 2.8808 3.3105 2.442
Total Trades 76 38 38 76 38 38
Winning Trades 41 21 20 41 21 20
Losing Trades 35 17 18 35 17 18
Profitability (%) 53.9474 55.2632 52.6316 53.9474 55.2632 52.6316
Ratio Avg Win / Avg Loss 2.904 3.6706 1.6277 2.4592 2.6799 2.1978
Largest Winning Trade 425655 425655 43342 1461846 1164420 1461846
Largest Losing Trade -29043 -29043 -14930 -337507 -337507 -251721
Avg Bars in Trades 62 68 56 62 68 56
Avg Bars in Winners 86 93 79 86 93 79
Avg Bars in Losers 35 38 31 35 38 31
Bars Traded 4759 2611 2148 4759 2611 2148
Profit Streak 0 0 78.1142 0 0 78.1142
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -41905 373731 -292249 -40060 166761 -22839

Evaluation Data

{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1551571200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758811470709,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 42,
            "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": [
        [
            831188.3712246105,
            714952.194221143,
            116236.1770034676,
            5503682.347305013,
            3416045.719855768,
            2087636.6274492452
        ],
        [
            831.188371,
            714.952194,
            116.236177,
            5503.682347,
            3416.04572,
            2087.636627
        ],
        [
            0.332475,
            0.285981,
            0.046494,
            0.16117,
            0.142498,
            0.123492
        ],
        [
            348.357362,
            348.357362,
            348.357362,
            348.357362,
            348.357362,
            348.357362
        ],
        [
            -72500,
            -52783,
            -43981,
            -1115013,
            -669160,
            -710658
        ],
        [
            3.401863,
            4.534228,
            1.808509,
            2.880801,
            3.310507,
            2.441976
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            53.947368,
            55.263158,
            52.631579,
            53.947368,
            55.263158,
            52.631579
        ],
        [
            2.90403,
            3.670565,
            1.627658,
            2.45922,
            2.679934,
            2.197779
        ],
        [
            425655,
            425655,
            43342,
            1461846,
            1164420,
            1461846
        ],
        [
            -29043,
            -29043,
            -14930,
            -337507,
            -337507,
            -251721
        ],
        [
            62,
            68,
            56,
            62,
            68,
            56
        ],
        [
            86,
            93,
            79,
            86,
            93,
            79
        ],
        [
            35,
            38,
            31,
            35,
            38,
            31
        ],
        [
            4759,
            2611,
            2148,
            4759,
            2611,
            2148
        ],
        [
            0,
            0,
            78.114244,
            0,
            0,
            78.114244
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -41905,
            373731,
            -292249,
            -40060,
            166761,
            -22839
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1551571200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758811470709,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 42,
            "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)