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Trade: ETC/USDT/720/WMA/MIDPRICE/8839

Strategy
ETC/USDT/720/WMA/MIDPRICE/8839
Pair
ETC_USDT
Interval
12h
Score
448723
Daily Profit
0.152591
Profit Factor
1.876540
Profitability
57.894737
Streak
329.174343
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-10-04 07:11
Expiration Time
2025-12-18 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 806047.9248 657567.1821 148480.7427 10561577.5378 6131146.75 4430430.7878
Total P&L (%) 806.0479 657.5672 148.4807 10561.5775 6131.1468 4430.4308
Avg Daily Profit (%) 0.3223 0.2629 0.0594 0.1869 0.1654 0.1526
Buy And Hold Return (%) 409.7478 409.7478 409.7478 409.7478 409.7478 409.7478
Max Trade Drawdown -60007 -35024 -76836 -2922266 -1927695 -3026247
Profit Factor 3.0484 4.396 1.7429 1.9031 1.9233 1.8765
Total Trades 75 37 38 75 37 38
Winning Trades 45 23 22 45 23 22
Losing Trades 30 14 16 30 14 16
Profitability (%) 60 62.1622 57.8947 60 62.1622 57.8947
Ratio Avg Win / Avg Loss 2.0323 2.6758 1.2675 1.2687 1.1707 1.3648
Largest Winning Trade 258098 258098 59560 2867216 2867216 1612187
Largest Losing Trade -31320 -31320 -26378 -1235701 -1235701 -968211
Avg Bars in Trades 63 94 33 63 94 33
Avg Bars in Winners 75 101 48 75 101 48
Avg Bars in Losers 44 81 11 44 81 11
Bars Traded 4742 3487 1255 4742 3487 1255
Profit Streak 141.1743 141.1743 329.1743 141.1743 141.1743 329.1743
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -50553 308059 -274851 -47924 447695 448723
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1549584000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759551063232,
    "expiration_time": 1766018592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 142,
            "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": [
        [
            806047.9248291806,
            657567.182094102,
            148480.7427350781,
            10561577.537800793,
            6131146.750006221,
            4430430.787794571
        ],
        [
            806.047925,
            657.567182,
            148.480743,
            10561.577538,
            6131.14675,
            4430.430788
        ],
        [
            0.32229,
            0.262922,
            0.059369,
            0.186869,
            0.165356,
            0.152591
        ],
        [
            409.747809,
            409.747809,
            409.747809,
            409.747809,
            409.747809,
            409.747809
        ],
        [
            -60007,
            -35024,
            -76836,
            -2922266,
            -1927695,
            -3026247
        ],
        [
            3.048386,
            4.395963,
            1.742879,
            1.903104,
            1.923325,
            1.87654
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            60,
            62.162162,
            57.894737,
            60,
            62.162162,
            57.894737
        ],
        [
            2.032257,
            2.675804,
            1.267549,
            1.268736,
            1.170719,
            1.364756
        ],
        [
            258098,
            258098,
            59560,
            2867216,
            2867216,
            1612187
        ],
        [
            -31320,
            -31320,
            -26378,
            -1235701,
            -1235701,
            -968211
        ],
        [
            63,
            94,
            33,
            63,
            94,
            33
        ],
        [
            75,
            101,
            48,
            75,
            101,
            48
        ],
        [
            44,
            81,
            11,
            44,
            81,
            11
        ],
        [
            4742,
            3487,
            1255,
            4742,
            3487,
            1255
        ],
        [
            141.174343,
            141.174343,
            329.174343,
            141.174343,
            141.174343,
            329.174343
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50553,
            308059,
            -274851,
            -47924,
            447695,
            448723
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1549584000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759551063232,
    "expiration_time": 1766018592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 142,
            "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)