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Trade: ETC/USDT/720/PWMA/MIDPRICE/3858

Strategy
ETC/USDT/720/PWMA/MIDPRICE/3858
Pair
ETC_USDT
Interval
12h
Score
622663
Daily Profit
0.391936
Profit Factor
7.310111
Profitability
64.705882
Streak
119.571782
Best Strategy
Training Data Length
2503.000000
Evaluation Time
2025-09-30 16:43
Expiration Time
2025-12-14 16:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1233500.3112 981016.5333 252483.7779 58590624.473 25582611.9006 33008012.5723
Total P&L (%) 1233.5003 981.0165 252.4838 58590.6245 25582.6119 33008.0126
Avg Daily Profit (%) 0.4928 0.3919 0.1009 0.255 0.2219 0.2321
Buy And Hold Return (%) 361.2788 361.2788 361.2788 361.2788 361.2788 361.2788
Max Trade Drawdown -86850 -43830 -71449 -67920836 -28077535 -47881388
Profit Factor 4.8401 7.3101 2.5233 1.4217 1.3447 1.51
Total Trades 69 34 35 69 34 35
Winning Trades 45 22 23 45 22 23
Losing Trades 24 12 12 24 12 12
Profitability (%) 65.2174 64.7059 65.7143 65.2174 64.7059 65.7143
Ratio Avg Win / Avg Loss 2.5814 3.9873 1.3165 0.7583 0.7335 0.7878
Largest Winning Trade 517227 517227 56667 25072811 25072811 20690485
Largest Losing Trade -45905 -43799 -45905 -36129980 -25891571 -36129980
Avg Bars in Trades 67 90 45 67 90 45
Avg Bars in Winners 78 100 56 78 100 56
Avg Bars in Losers 48 72 24 48 72 24
Bars Traded 4674 3079 1595 4674 3079 1595
Profit Streak 119.5718 119.5718 126.0718 119.5718 119.5718 126.0718
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -87200 622663 -217402 -95006 337297 395963
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5006,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1549756800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239801947,
    "expiration_time": 1765721376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 157,
            "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": [
        [
            1233500.311184253,
            981016.5332846334,
            252483.7778996197,
            58590624.47296237,
            25582611.900626533,
            33008012.572335817
        ],
        [
            1233.500311,
            981.016533,
            252.483778,
            58590.624473,
            25582.611901,
            33008.012572
        ],
        [
            0.492809,
            0.391936,
            0.100872,
            0.255014,
            0.221916,
            0.232085
        ],
        [
            361.278783,
            361.278783,
            361.278783,
            361.278783,
            361.278783,
            361.278783
        ],
        [
            -86850,
            -43830,
            -71449,
            -67920836,
            -28077535,
            -47881388
        ],
        [
            4.84012,
            7.310111,
            2.523312,
            1.421736,
            1.34473,
            1.510037
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            65.217391,
            64.705882,
            65.714286,
            65.217391,
            64.705882,
            65.714286
        ],
        [
            2.581398,
            3.987333,
            1.316511,
            0.758259,
            0.733489,
            0.787846
        ],
        [
            517227,
            517227,
            56667,
            25072811,
            25072811,
            20690485
        ],
        [
            -45905,
            -43799,
            -45905,
            -36129980,
            -25891571,
            -36129980
        ],
        [
            67,
            90,
            45,
            67,
            90,
            45
        ],
        [
            78,
            100,
            56,
            78,
            100,
            56
        ],
        [
            48,
            72,
            24,
            48,
            72,
            24
        ],
        [
            4674,
            3079,
            1595,
            4674,
            3079,
            1595
        ],
        [
            119.571782,
            119.571782,
            126.071782,
            119.571782,
            119.571782,
            126.071782
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -87200,
            622663,
            -217402,
            -95006,
            337297,
            395963
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5006,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1549756800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239801947,
    "expiration_time": 1765721376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 157,
            "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)