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Trade: ETC/USDT/720/SINWMA/MIDPRICE/9506

Strategy
ETC/USDT/720/SINWMA/MIDPRICE/9506
Pair
ETC_USDT
Interval
12h
Score
354869
Daily Profit
0.405260
Profit Factor
4.401390
Profitability
39.393939
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 02:01
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 910114.0995 1013150.5347 -103036.4352 -65961.5366 17484.7603 -83446.297
Total P&L (%) 910.1141 1013.1505 -103.0364 -65.9615 17.4848 -83.4463
Avg Daily Profit (%) 0.364 0.4053 -0.0412 -0.0431 0.0064 -0.0719
Buy And Hold Return (%) 341.5736 341.5736 341.5736 341.5736 341.5736 341.5736
Max Trade Drawdown -178740 -101360 -104504 -276880 -157137 -154516
Profit Factor 2.6475 4.4014 0.5952 0.8712 1.0615 0.6338
Total Trades 67 33 34 67 33 34
Winning Trades 30 13 17 30 13 17
Losing Trades 37 20 17 37 20 17
Profitability (%) 44.7761 39.3939 50 44.7761 39.3939 50
Ratio Avg Win / Avg Loss 3.2653 6.7714 0.5952 1.0745 1.6331 0.6338
Largest Winning Trade 1134389 1134389 45050 189591 189591 80993
Largest Losing Trade -45656 -45656 -45248 -111094 -83029 -111094
Avg Bars in Trades 64 77 51 64 77 51
Avg Bars in Winners 80 105 61 80 105 61
Avg Bars in Losers 51 59 42 51 59 42
Bars Traded 4323 2560 1763 4323 2560 1763
Profit Streak 150.4594 0 153.4594 150.4594 0 153.4594
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -111654 354869 -580219 -701846 -505876 -580219

Evaluation Data

{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1552564800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758841291872,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 223,
            "offset": 5
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 173,
            "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": [
        [
            910114.0994645123,
            1013150.5346636169,
            -103036.4351991044,
            -65961.5366354046,
            17484.7603392561,
            -83446.2969746606
        ],
        [
            910.114099,
            1013.150535,
            -103.036435,
            -65.961537,
            17.48476,
            -83.446297
        ],
        [
            0.364046,
            0.40526,
            -0.041215,
            -0.043098,
            0.006446,
            -0.071917
        ],
        [
            341.573557,
            341.573557,
            341.573557,
            341.573557,
            341.573557,
            341.573557
        ],
        [
            -178740,
            -101360,
            -104504,
            -276880,
            -157137,
            -154516
        ],
        [
            2.647525,
            4.40139,
            0.59522,
            0.871179,
            1.061526,
            0.633771
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            44.776119,
            39.393939,
            50,
            44.776119,
            39.393939,
            50
        ],
        [
            3.26528,
            6.77137,
            0.59522,
            1.074454,
            1.633116,
            0.633771
        ],
        [
            1134389,
            1134389,
            45050,
            189591,
            189591,
            80993
        ],
        [
            -45656,
            -45656,
            -45248,
            -111094,
            -83029,
            -111094
        ],
        [
            64,
            77,
            51,
            64,
            77,
            51
        ],
        [
            80,
            105,
            61,
            80,
            105,
            61
        ],
        [
            51,
            59,
            42,
            51,
            59,
            42
        ],
        [
            4323,
            2560,
            1763,
            4323,
            2560,
            1763
        ],
        [
            150.459397,
            0,
            153.459397,
            150.459397,
            0,
            153.459397
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -111654,
            354869,
            -580219,
            -701846,
            -505876,
            -580219
        ]
    ]
}
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": 1552564800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758841291872,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 223,
            "offset": 5
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 173,
            "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)