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Trade: DOT/USDT/15/WMA/KCB/4876

Strategy
DOT/USDT/15/WMA/KCB/4876
Pair
DOT_USDT
Interval
15m
Score
426468
Daily Profit
0.287944
Profit Factor
2.147061
Profitability
72.727273
Streak
10.992043
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 00:48
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 118326.6951 43340.2878 74986.4073 179178.2753 86454.046 92724.2294
Total P&L (%) 118.3267 43.3403 74.9864 179.1783 86.454 92.7242
Avg Daily Profit (%) 0.4544 0.1664 0.2879 0.395 0.2395 0.2523
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26923 -11753 -20770 -59626 -19769 -47788
Profit Factor 2.0163 1.8489 2.1471 1.8448 2.0809 1.7018
Total Trades 65 32 33 65 32 33
Winning Trades 44 20 24 44 20 24
Losing Trades 21 12 9 21 12 9
Profitability (%) 67.6923 62.5 72.7273 67.6923 62.5 72.7273
Ratio Avg Win / Avg Loss 0.9623 1.1093 0.8051 0.8805 1.2485 0.6382
Largest Winning Trade 17689 11064 17689 22413 21363 22413
Largest Losing Trade -20726 -10749 -20726 -47788 -19209 -47788
Avg Bars in Trades 366 386 347 366 386 347
Avg Bars in Winners 239 278 206 239 278 206
Avg Bars in Losers 634 566 724 634 566 724
Bars Traded 23847 12366 11481 23847 12366 11481
Profit Streak 10.992 20.4608 10.992 10.992 20.4608 10.992
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -123158 307896 426468 -123997 415816 384555
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736451000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758923312534,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 249,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            118326.6951081088,
            43340.2877650161,
            74986.4073430928,
            179178.2753426024,
            86454.0459873062,
            92724.2293552963
        ],
        [
            118.326695,
            43.340288,
            74.986407,
            179.178275,
            86.454046,
            92.724229
        ],
        [
            0.454369,
            0.166425,
            0.287944,
            0.395018,
            0.239521,
            0.252253
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26923,
            -11753,
            -20770,
            -59626,
            -19769,
            -47788
        ],
        [
            2.01632,
            1.848911,
            2.147061,
            1.844784,
            2.080916,
            1.701833
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            21,
            12,
            9,
            21,
            12,
            9
        ],
        [
            67.692308,
            62.5,
            72.727273,
            67.692308,
            62.5,
            72.727273
        ],
        [
            0.962334,
            1.109347,
            0.805148,
            0.880465,
            1.248549,
            0.638187
        ],
        [
            17689,
            11064,
            17689,
            22413,
            21363,
            22413
        ],
        [
            -20726,
            -10749,
            -20726,
            -47788,
            -19209,
            -47788
        ],
        [
            366,
            386,
            347,
            366,
            386,
            347
        ],
        [
            239,
            278,
            206,
            239,
            278,
            206
        ],
        [
            634,
            566,
            724,
            634,
            566,
            724
        ],
        [
            23847,
            12366,
            11481,
            23847,
            12366,
            11481
        ],
        [
            10.992043,
            20.460793,
            10.992043,
            10.992043,
            20.460793,
            10.992043
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -123158,
            307896,
            426468,
            -123997,
            415816,
            384555
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736451000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758923312534,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 249,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)