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Trade: DOT/USDT/5/SWMA/RMA/4603

Strategy
DOT/USDT/5/SWMA/RMA/4603
Pair
DOT_USDT
Interval
5m
Score
336634
Daily Profit
0.306322
Profit Factor
1.959122
Profitability
62.857143
Streak
11.105374
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-08 06:11
Expiration Time
2025-12-22 05:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 47949.5847 26781.8731 21167.7116 54113.2395 30409.7618 23703.4778
Total P&L (%) 47.9496 26.7819 21.1677 54.1132 30.4098 23.7035
Avg Daily Profit (%) 0.5524 0.3085 0.2438 0.4995 0.3063 0.2453
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -14754 -9548 -12908 -16934 -11119 -16916
Profit Factor 1.6729 2.029 1.468 1.6327 1.9591 1.4404
Total Trades 70 35 35 70 35 35
Winning Trades 44 22 22 44 22 22
Losing Trades 26 13 13 26 13 13
Profitability (%) 62.8571 62.8571 62.8571 62.8571 62.8571 62.8571
Ratio Avg Win / Avg Loss 0.9885 1.199 0.8675 0.9648 1.1577 0.8511
Largest Winning Trade 7271 7271 6483 8639 8639 7494
Largest Losing Trade -10477 -8061 -10477 -11801 -10386 -11801
Avg Bars in Trades 352 337 367 352 337 367
Avg Bars in Winners 235 193 276 235 193 276
Avg Bars in Losers 552 582 522 552 582 522
Bars Traded 24700 11824 12876 24700 11824 12876
Profit Streak 3.3762 11.1054 3.3762 3.3762 11.1054 3.3762
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -89171 330555 25182 -89244 336634 80426
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752393000000,
    "first_datapoint_time": 1752456900000,
    "last_datapoint_time": 1759892700000,
    "evaluation_time": 1759893104287,
    "expiration_time": 1766372700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 214,
            "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": [
        [
            47949.5846757242,
            26781.8731139547,
            21167.7115617695,
            54113.2395374012,
            30409.7617682899,
            23703.4777691113
        ],
        [
            47.949585,
            26.781873,
            21.167712,
            54.11324,
            30.409762,
            23.703478
        ],
        [
            0.552351,
            0.308511,
            0.24384,
            0.499478,
            0.306322,
            0.245338
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -14754,
            -9548,
            -12908,
            -16934,
            -11119,
            -16916
        ],
        [
            1.672912,
            2.029019,
            1.467998,
            1.632682,
            1.959122,
            1.440388
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            62.857143,
            62.857143,
            62.857143,
            62.857143,
            62.857143,
            62.857143
        ],
        [
            0.988539,
            1.198966,
            0.867454,
            0.964767,
            1.157663,
            0.851139
        ],
        [
            7271,
            7271,
            6483,
            8639,
            8639,
            7494
        ],
        [
            -10477,
            -8061,
            -10477,
            -11801,
            -10386,
            -11801
        ],
        [
            352,
            337,
            367,
            352,
            337,
            367
        ],
        [
            235,
            193,
            276,
            235,
            193,
            276
        ],
        [
            552,
            582,
            522,
            552,
            582,
            522
        ],
        [
            24700,
            11824,
            12876,
            24700,
            11824,
            12876
        ],
        [
            3.376207,
            11.105374,
            3.376207,
            3.376207,
            11.105374,
            3.376207
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -89171,
            330555,
            25182,
            -89244,
            336634,
            80426
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752393000000,
    "first_datapoint_time": 1752456900000,
    "last_datapoint_time": 1759892700000,
    "evaluation_time": 1759893104287,
    "expiration_time": 1766372700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 214,
            "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)