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Trade: DOT/USDT/240/SINWMA/DCM/7719

Strategy
DOT/USDT/240/SINWMA/DCM/7719
Pair
DOT_USDT
Interval
4h
Score
367927
Daily Profit
0.314646
Profit Factor
1.956980
Profitability
42.735043
Streak
0.000000
Best Strategy
Training Data Length
1862.830000
Evaluation Time
2025-09-26 16:10
Expiration Time
2025-11-19 11:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 586131.4303 539761.2059 46370.2244 115420.653 127278.5413 -11857.8883
Total P&L (%) 586.1314 539.7612 46.3702 115.4207 127.2785 -11.8579
Avg Daily Profit (%) 0.3146 0.2898 0.0249 0.0412 0.0441 -0.0068
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147005 -97362 -93750 -424809 -313111 -254830
Profit Factor 1.957 2.7573 1.1519 1.077 1.1733 0.9845
Total Trades 117 58 59 117 58 59
Winning Trades 50 21 29 50 21 29
Losing Trades 67 37 30 67 37 30
Profitability (%) 42.735 36.2069 49.1525 42.735 36.2069 49.1525
Ratio Avg Win / Avg Loss 2.6224 4.8581 1.1916 1.4432 2.0672 1.0184
Largest Winning Trade 569968 569968 47242 426758 426758 90850
Largest Losing Trade -35674 -30685 -35674 -176508 -91513 -176508
Avg Bars in Trades 93 86 99 93 86 99
Avg Bars in Winners 138 142 134 138 142 134
Avg Bars in Losers 59 54 65 59 54 65
Bars Traded 10909 5030 5879 10909 5030 5879
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367927 -171630 -391750 -276221 -348543 -756121

Evaluation Data

{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11177,
    "evaluation_days": 1862.83,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1599854400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892249436,
    "expiration_time": 1763543664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 28,
            "offset": 117
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 104,
            "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": [
        [
            586131.4302990425,
            539761.2059222084,
            46370.2243768341,
            115420.65296401,
            127278.5412673864,
            -11857.8883033765
        ],
        [
            586.13143,
            539.761206,
            46.370224,
            115.420653,
            127.278541,
            -11.857888
        ],
        [
            0.314646,
            0.289753,
            0.024892,
            0.041205,
            0.044083,
            -0.006775
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147005,
            -97362,
            -93750,
            -424809,
            -313111,
            -254830
        ],
        [
            1.95698,
            2.757283,
            1.151872,
            1.076988,
            1.173272,
            0.984492
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            50,
            21,
            29,
            50,
            21,
            29
        ],
        [
            67,
            37,
            30,
            67,
            37,
            30
        ],
        [
            42.735043,
            36.206897,
            49.152542,
            42.735043,
            36.206897,
            49.152542
        ],
        [
            2.622354,
            4.85807,
            1.191592,
            1.443164,
            2.067194,
            1.01844
        ],
        [
            569968,
            569968,
            47242,
            426758,
            426758,
            90850
        ],
        [
            -35674,
            -30685,
            -35674,
            -176508,
            -91513,
            -176508
        ],
        [
            93,
            86,
            99,
            93,
            86,
            99
        ],
        [
            138,
            142,
            134,
            138,
            142,
            134
        ],
        [
            59,
            54,
            65,
            59,
            54,
            65
        ],
        [
            10909,
            5030,
            5879,
            10909,
            5030,
            5879
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367927,
            -171630,
            -391750,
            -276221,
            -348543,
            -756121
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11177,
    "evaluation_days": 1862.83,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1599854400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892249436,
    "expiration_time": 1763543664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 28,
            "offset": 117
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 104,
            "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)