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Trade: DOT/USDT/480/SSF/PWMA/5672

Strategy
DOT/USDT/480/SSF/PWMA/5672
Pair
DOT_USDT
Interval
8h
Score
324685
Daily Profit
0.167230
Profit Factor
2.390669
Profitability
40.000000
Streak
53.833297
Best Strategy
Training Data Length
1870.330000
Evaluation Time
2025-10-01 22:59
Expiration Time
2025-11-26 20:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 351159.2764 312774.6737 38384.6027 139582.9826 213008.5039 -73425.5213
Total P&L (%) 351.1593 312.7747 38.3846 139.583 213.0085 -73.4255
Avg Daily Profit (%) 0.1878 0.1672 0.0205 0.0467 0.061 -0.0708
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89609 -61688 -106106 -278358 -198569 -247612
Profit Factor 1.6974 2.3907 1.1378 1.1118 1.3712 0.8912
Total Trades 81 40 41 81 40 41
Winning Trades 37 16 21 37 16 21
Losing Trades 44 24 20 44 24 20
Profitability (%) 45.679 40 51.2195 45.679 40 51.2195
Ratio Avg Win / Avg Loss 2.0185 3.586 1.0836 1.3221 2.0569 0.8488
Largest Winning Trade 207662 207662 59442 211641 211641 106267
Largest Losing Trade -56084 -42260 -56084 -152986 -87593 -152986
Avg Bars in Trades 66 57 76 66 57 76
Avg Bars in Winners 83 76 89 83 76 89
Avg Bars in Losers 52 44 61 52 44 61
Bars Traded 5412 2295 3117 5412 2295 3117
Profit Streak 0 53.8333 0 0 53.8333 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -7225 324685 -236615 -246044 -112682 -580584
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5611,
    "evaluation_days": 1870.33,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1599436800000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759348796905,
    "expiration_time": 1764182304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 199,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 59,
            "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": [
        [
            351159.2764050018,
            312774.6737030607,
            38384.602701941,
            139582.982613306,
            213008.5038706323,
            -73425.5212573264
        ],
        [
            351.159276,
            312.774674,
            38.384603,
            139.582983,
            213.008504,
            -73.425521
        ],
        [
            0.187753,
            0.16723,
            0.020523,
            0.046726,
            0.061027,
            -0.07083
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89609,
            -61688,
            -106106,
            -278358,
            -198569,
            -247612
        ],
        [
            1.69735,
            2.390669,
            1.137751,
            1.111769,
            1.371246,
            0.891235
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            45.679012,
            40,
            51.219512,
            45.679012,
            40,
            51.219512
        ],
        [
            2.01847,
            3.586003,
            1.083572,
            1.322104,
            2.056869,
            0.848795
        ],
        [
            207662,
            207662,
            59442,
            211641,
            211641,
            106267
        ],
        [
            -56084,
            -42260,
            -56084,
            -152986,
            -87593,
            -152986
        ],
        [
            66,
            57,
            76,
            66,
            57,
            76
        ],
        [
            83,
            76,
            89,
            83,
            76,
            89
        ],
        [
            52,
            44,
            61,
            52,
            44,
            61
        ],
        [
            5412,
            2295,
            3117,
            5412,
            2295,
            3117
        ],
        [
            0,
            53.833297,
            0,
            0,
            53.833298,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -7225,
            324685,
            -236615,
            -246044,
            -112682,
            -580584
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5611,
    "evaluation_days": 1870.33,
    "actual_first_datapoint_time": 1597766400000,
    "first_datapoint_time": 1599436800000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759348796905,
    "expiration_time": 1764182304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 199,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 59,
            "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)