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Trade: EGLD/USDT/720/DCM/HILO/1249

Strategy
EGLD/USDT/720/DCM/HILO/1249
Pair
EGLD_USDT
Interval
12h
Score
352805
Daily Profit
0.230916
Profit Factor
1.588691
Profitability
55.118110
Streak
0.000000
Best Strategy
Training Data Length
1857.000000
Evaluation Time
2025-10-04 02:44
Expiration Time
2025-11-28 07:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 428810.1358 411211.2424 17598.8934 135093.3865 87440.301 47653.0855
Total P&L (%) 428.8101 411.2112 17.5989 135.0934 87.4403 47.6531
Avg Daily Profit (%) 0.2309 0.2214 0.0095 0.046 0.0338 0.021
Buy And Hold Return (%) 82.7314 82.7314 82.7314 82.7314 82.7314 82.7314
Max Trade Drawdown -111057 -106968 -141737 -190792 -167285 -155098
Profit Factor 1.5887 2.4493 1.0396 1.1183 1.1698 1.076
Total Trades 127 64 63 127 64 63
Winning Trades 70 38 32 70 38 32
Losing Trades 57 26 31 57 26 31
Profitability (%) 55.1181 59.375 50.7937 55.1181 59.375 50.7937
Ratio Avg Win / Avg Loss 1.2936 1.6758 1.0071 0.9106 0.8004 1.0423
Largest Winning Trade 126228 126228 66060 95084 71870 95084
Largest Losing Trade -78271 -30663 -78271 -76593 -40414 -76593
Avg Bars in Trades 27 18 37 27 18 37
Avg Bars in Winners 30 16 47 30 16 47
Avg Bars in Losers 24 20 27 24 20 27
Bars Traded 3533 1160 2373 3533 1160 2373
Profit Streak 0 0 49.4894 0 0 49.4894
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352805 -126575 -668954 -231576 -468855 -613586
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3714,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759535083450,
    "expiration_time": 1764306144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 75,
            "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": [
        [
            428810.1358292905,
            411211.2423808645,
            17598.8934484259,
            135093.3865421394,
            87440.3010324625,
            47653.0855096771
        ],
        [
            428.810136,
            411.211242,
            17.598893,
            135.093387,
            87.440301,
            47.653086
        ],
        [
            0.230916,
            0.221438,
            0.009477,
            0.046043,
            0.033839,
            0.020987
        ],
        [
            82.731434,
            82.731434,
            82.731434,
            82.731434,
            82.731434,
            82.731434
        ],
        [
            -111057,
            -106968,
            -141737,
            -190792,
            -167285,
            -155098
        ],
        [
            1.588691,
            2.449251,
            1.039577,
            1.118265,
            1.169803,
            1.07596
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            70,
            38,
            32,
            70,
            38,
            32
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            55.11811,
            59.375,
            50.793651,
            55.11811,
            59.375,
            50.793651
        ],
        [
            1.293648,
            1.675803,
            1.00709,
            0.910587,
            0.800391,
            1.042336
        ],
        [
            126228,
            126228,
            66060,
            95084,
            71870,
            95084
        ],
        [
            -78271,
            -30663,
            -78271,
            -76593,
            -40414,
            -76593
        ],
        [
            27,
            18,
            37,
            27,
            18,
            37
        ],
        [
            30,
            16,
            47,
            30,
            16,
            47
        ],
        [
            24,
            20,
            27,
            24,
            20,
            27
        ],
        [
            3533,
            1160,
            2373,
            3533,
            1160,
            2373
        ],
        [
            0,
            0,
            49.489392,
            0,
            0,
            49.489392
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352805,
            -126575,
            -668954,
            -231576,
            -468855,
            -613586
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3714,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759535083450,
    "expiration_time": 1764306144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 75,
            "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)