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Trade: EGLD/USDT/120/DCM/HILO/9087

Strategy
EGLD/USDT/120/DCM/HILO/9087
Pair
EGLD_USDT
Interval
2h
Score
401042
Daily Profit
0.308913
Profit Factor
1.494038
Profitability
44.474394
Streak
0.000000
Best Strategy
Training Data Length
1847.080000
Evaluation Time
2025-09-25 13:30
Expiration Time
2025-11-30 03:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 570586.1679 485748.1222 84838.0458 699510.3323 802673.5145 -103163.1823
Total P&L (%) 570.5862 485.7481 84.838 699.5103 802.6735 -103.1632
Avg Daily Profit (%) 0.3089 0.263 0.0459 0.1126 0.1192 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177855 -124495 -106020 -5643010 -3015079 -3434362
Profit Factor 1.494 1.9496 1.1319 1.029 1.0691 0.9917
Total Trades 371 186 185 371 186 185
Winning Trades 165 80 85 165 80 85
Losing Trades 206 106 100 206 106 100
Profitability (%) 44.4744 43.0108 45.9459 44.4744 43.0108 45.9459
Ratio Avg Win / Avg Loss 1.8653 2.5832 1.3316 1.2847 1.4165 1.1668
Largest Winning Trade 293600 293600 44154 2279315 2279315 936582
Largest Losing Trade -25554 -20525 -25554 -893891 -893891 -662006
Avg Bars in Trades 58 49 67 58 49 67
Avg Bars in Winners 82 68 94 82 68 94
Avg Bars in Losers 39 35 44 39 35 44
Bars Traded 21798 9260 12538 21798 9260 12538
Profit Streak 0 0 6.0214 0 0 6.0214
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401042 344256 -207511 -231063 -180312 -579577

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22165,
    "evaluation_days": 1847.08,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600250400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758796247344,
    "expiration_time": 1764467568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            570586.1679352131,
            485748.1221585306,
            84838.0457766829,
            699510.3322824069,
            802673.5145422457,
            -103163.1822598383
        ],
        [
            570.586168,
            485.748122,
            84.838046,
            699.510332,
            802.673515,
            -103.163182
        ],
        [
            0.308913,
            0.262982,
            0.045931,
            0.11261,
            0.119188,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177855,
            -124495,
            -106020,
            -5643010,
            -3015079,
            -3434362
        ],
        [
            1.494038,
            1.949556,
            1.131861,
            1.029015,
            1.069079,
            0.99174
        ],
        [
            371,
            186,
            185,
            371,
            186,
            185
        ],
        [
            165,
            80,
            85,
            165,
            80,
            85
        ],
        [
            206,
            106,
            100,
            206,
            106,
            100
        ],
        [
            44.474394,
            43.010753,
            45.945946,
            44.474394,
            43.010753,
            45.945946
        ],
        [
            1.865283,
            2.583162,
            1.331601,
            1.284709,
            1.41653,
            1.166753
        ],
        [
            293600,
            293600,
            44154,
            2279315,
            2279315,
            936582
        ],
        [
            -25554,
            -20525,
            -25554,
            -893891,
            -893891,
            -662006
        ],
        [
            58,
            49,
            67,
            58,
            49,
            67
        ],
        [
            82,
            68,
            94,
            82,
            68,
            94
        ],
        [
            39,
            35,
            44,
            39,
            35,
            44
        ],
        [
            21798,
            9260,
            12538,
            21798,
            9260,
            12538
        ],
        [
            0,
            0,
            6.021381,
            0,
            0,
            6.021381
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401042,
            344256,
            -207511,
            -231063,
            -180312,
            -579577
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22165,
    "evaluation_days": 1847.08,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600250400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758796247344,
    "expiration_time": 1764467568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)