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Trade: ETH/USDT/360/PWMA/DCU/9273

Strategy
ETH/USDT/360/PWMA/DCU/9273
Pair
ETH_USDT
Interval
6h
Score
568575
Daily Profit
0.209219
Profit Factor
3.913323
Profitability
52.173913
Streak
165.992218
Best Strategy
Training Data Length
2499.750000
Evaluation Time
2025-09-27 14:48
Expiration Time
2025-12-08 13:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1060569.7726 994420.7289 66149.0438 18604417.8537 18476383.9465 128033.9071
Total P&L (%) 1060.5698 994.4207 66.149 18604.4179 18476.3839 128.0339
Avg Daily Profit (%) 0.4243 0.3978 0.0265 0.2095 0.2092 0.033
Buy And Hold Return (%) 3387.1486 3387.1486 3387.1486 3387.1486 3387.1486 3387.1486
Max Trade Drawdown -61704 -34651 -34306 -5110874 -2682261 -3071338
Profit Factor 4.3848 7.3764 1.4203 2.1873 3.9133 1.0137
Total Trades 93 46 47 93 46 47
Winning Trades 46 24 22 46 24 22
Losing Trades 47 22 25 47 22 25
Profitability (%) 49.4624 52.1739 46.8085 49.4624 52.1739 46.8085
Ratio Avg Win / Avg Loss 4.4801 6.7617 1.614 2.2349 3.5872 1.152
Largest Winning Trade 588284 588284 63524 7614546 7614546 1903618
Largest Losing Trade -23391 -23391 -22163 -1991284 -1871968 -1991284
Avg Bars in Trades 104 156 53 104 156 53
Avg Bars in Winners 161 233 82 161 233 82
Avg Bars in Losers 48 71 27 48 71 27
Bars Traded 9682 7186 2495 9682 7186 2495
Profit Streak 0 165.9922 0 0 165.9922 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148440 -145811 -322531 407329 568575 -521195
Evaluation Data
{
    "trading_pair": "ETH_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1547596800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758973727612,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 47,
            "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": [
        [
            1060569.7726495797,
            994420.7288625508,
            66149.0437870292,
            18604417.853673823,
            18476383.946526457,
            128033.907147362
        ],
        [
            1060.569773,
            994.420729,
            66.149044,
            18604.417854,
            18476.383947,
            128.033907
        ],
        [
            0.42427,
            0.397808,
            0.026462,
            0.209494,
            0.209219,
            0.032982
        ],
        [
            3387.148561,
            3387.148561,
            3387.148561,
            3387.148561,
            3387.148561,
            3387.148561
        ],
        [
            -61704,
            -34651,
            -34306,
            -5110874,
            -2682261,
            -3071338
        ],
        [
            4.384796,
            7.376418,
            1.420313,
            2.187347,
            3.913323,
            1.013727
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
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            24,
            22,
            46,
            24,
            22
        ],
        [
            47,
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            25,
            47,
            22,
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        ],
        [
            49.462366,
            52.173913,
            46.808511,
            49.462366,
            52.173913,
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        ],
        [
            4.480118,
            6.761716,
            1.613992,
            2.234898,
            3.587212,
            1.151963
        ],
        [
            588284,
            588284,
            63524,
            7614546,
            7614546,
            1903618
        ],
        [
            -23391,
            -23391,
            -22163,
            -1991284,
            -1871968,
            -1991284
        ],
        [
            104,
            156,
            53,
            104,
            156,
            53
        ],
        [
            161,
            233,
            82,
            161,
            233,
            82
        ],
        [
            48,
            71,
            27,
            48,
            71,
            27
        ],
        [
            9682,
            7186,
            2495,
            9682,
            7186,
            2495
        ],
        [
            0,
            165.992218,
            0,
            0,
            165.992218,
            0
        ],
        [
            0,
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            0,
            0,
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            0
        ],
        [
            0.8,
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            1.45,
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            1.45,
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        ],
        [
            -148440,
            -145811,
            -322531,
            407329,
            568575,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETH_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1547596800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758973727612,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 47,
            "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)