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Trade: DOT/USDT/360/DCM/ZLMA/3643

Strategy
DOT/USDT/360/DCM/ZLMA/3643
Pair
DOT_USDT
Interval
6h
Score
446883
Daily Profit
0.161699
Profit Factor
2.333288
Profitability
55.000000
Streak
0.000000
Best Strategy
Training Data Length
1870.500000
Evaluation Time
2025-10-02 06:29
Expiration Time
2025-11-27 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344739.17 302457.5013 42281.6687 -154533.7867 -33601.0636 -120932.7231
Total P&L (%) 344.7392 302.4575 42.2817 -154.5338 -33.6011 -120.9327
Avg Daily Profit (%) 0.1843 0.1617 0.0226 0 -0.0219 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131309 -74873 -134006 -195907 -60473 -131155
Profit Factor 1.6767 2.3333 1.1496 0.5248 0.7271 0.4014
Total Trades 79 40 39 79 40 39
Winning Trades 42 22 20 35 18 17
Losing Trades 37 18 19 44 22 22
Profitability (%) 53.1646 55 51.2821 44.3038 45 43.5897
Ratio Avg Win / Avg Loss 1.4771 1.9091 1.0921 0.6597 0.8887 0.5195
Largest Winning Trade 159415 159415 56330 22860 13115 22860
Largest Losing Trade -105427 -44489 -105427 -85186 -18386 -85186
Avg Bars in Trades 89 68 111 89 68 111
Avg Bars in Winners 97 61 138 80 74 86
Avg Bars in Losers 80 77 83 97 64 130
Bars Traded 7097 2745 4352 7097 2745 4352
Profit Streak 0 0 14.8952 12.1452 13.1452 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21315 446883 -219875 -613649 -582087 -583250
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7482,
    "evaluation_days": 1870.5,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1600992000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759375748981,
    "expiration_time": 1764211536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 150,
            "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": [
        [
            344739.1700141027,
            302457.5013364847,
            42281.6686776179,
            -154533.7866972008,
            -33601.0636011776,
            -120932.7230960233
        ],
        [
            344.73917,
            302.457501,
            42.281669,
            -154.533787,
            -33.601064,
            -120.932723
        ],
        [
            0.184303,
            0.161699,
            0.022604,
            0,
            -0.02189,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131309,
            -74873,
            -134006,
            -195907,
            -60473,
            -131155
        ],
        [
            1.676657,
            2.333288,
            1.149604,
            0.524775,
            0.727126,
            0.401449
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            42,
            22,
            20,
            35,
            18,
            17
        ],
        [
            37,
            18,
            19,
            44,
            22,
            22
        ],
        [
            53.164557,
            55,
            51.282051,
            44.303797,
            45,
            43.589744
        ],
        [
            1.477055,
            1.909054,
            1.092124,
            0.659717,
            0.88871,
            0.519522
        ],
        [
            159415,
            159415,
            56330,
            22860,
            13115,
            22860
        ],
        [
            -105427,
            -44489,
            -105427,
            -85186,
            -18386,
            -85186
        ],
        [
            89,
            68,
            111,
            89,
            68,
            111
        ],
        [
            97,
            61,
            138,
            80,
            74,
            86
        ],
        [
            80,
            77,
            83,
            97,
            64,
            130
        ],
        [
            7097,
            2745,
            4352,
            7097,
            2745,
            4352
        ],
        [
            0,
            0,
            14.895243,
            12.145243,
            13.145243,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21315,
            446883,
            -219875,
            -613649,
            -582087,
            -583250
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7482,
    "evaluation_days": 1870.5,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1600992000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759375748981,
    "expiration_time": 1764211536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 150,
            "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)