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Trade: MATIC/USDT/720/MIDPRICE/WMA/5396

Strategy
MATIC/USDT/720/MIDPRICE/WMA/5396
Pair
MATIC_USDT
Interval
12h
Score
364196
Daily Profit
0.282681
Profit Factor
1.361853
Profitability
46.808511
Streak
549.994075
Best Strategy
Training Data Length
1964.000000
Evaluation Time
2025-09-26 14:51
Expiration Time
2024-11-08 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -6898093.6787 89709.4278 -6987803.1065 -9873726.4013 25470442.0411 -35344168.4424
Total P&L (%) -6898.0937 89.7094 -6987.8031 -9873.7264 25470.442 -35344.1684
Avg Daily Profit (%) -3.5123 0.0457 -3.5579 0 0.2827 0
Buy And Hold Return (%) 2256.5217 2256.5217 2256.5217 2256.5217 2256.5217 2256.5217
Max Trade Drawdown -7102546 -109511 -7086515 -93931104 -50373942 -52702833
Profit Factor 0.0785 1.3778 0.0359 0.9382 1.3619 0.6049
Total Trades 95 47 48 95 47 48
Winning Trades 70 34 36 42 22 20
Losing Trades 25 13 12 53 25 28
Profitability (%) 73.6842 72.3404 75 44.2105 46.8085 41.6667
Ratio Avg Win / Avg Loss 0.028 0.5268 0.012 1.184 1.5476 0.8468
Largest Winning Trade 29099 29099 21216 46479794 46479794 14335157
Largest Losing Trade -7057197 -59634 -7057197 -35835719 -10304096 -35835719
Avg Bars in Trades 38 40 37 38 40 37
Avg Bars in Winners 16 15 17 55 61 48
Avg Bars in Losers 100 105 95 25 22 28
Bars Traded 3694 1918 1777 3694 1918 1777
Profit Streak 400.4941 0 554.9941 0 549.9941 0
Trades During Streak 1 0 3 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576591 -295811 -576114 -581109 364196 -583930

Evaluation Data

{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1562760000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1758887488091,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 151,
            "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": [
        [
            -6898093.678711018,
            89709.4277586809,
            -6987803.106469696,
            -9873726.401343785,
            25470442.04108408,
            -35344168.44242788
        ],
        [
            -6898.093679,
            89.709428,
            -6987.803106,
            -9873.726401,
            25470.442041,
            -35344.168442
        ],
        [
            -3.512268,
            0.045677,
            -3.557945,
            0,
            0.282681,
            0
        ],
        [
            2256.521739,
            2256.521739,
            2256.521739,
            2256.521739,
            2256.521739,
            2256.521739
        ],
        [
            -7102546,
            -109511,
            -7086515,
            -93931104,
            -50373942,
            -52702833
        ],
        [
            0.078461,
            1.3778,
            0.035893,
            0.938228,
            1.361853,
            0.604882
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            70,
            34,
            36,
            42,
            22,
            20
        ],
        [
            25,
            13,
            12,
            53,
            25,
            28
        ],
        [
            73.684211,
            72.340426,
            75,
            44.210526,
            46.808511,
            41.666667
        ],
        [
            0.028022,
            0.526806,
            0.011964,
            1.183954,
            1.54756,
            0.846835
        ],
        [
            29099,
            29099,
            21216,
            46479794,
            46479794,
            14335157
        ],
        [
            -7057197,
            -59634,
            -7057197,
            -35835719,
            -10304096,
            -35835719
        ],
        [
            38,
            40,
            37,
            38,
            40,
            37
        ],
        [
            16,
            15,
            17,
            55,
            61,
            48
        ],
        [
            100,
            105,
            95,
            25,
            22,
            28
        ],
        [
            3694,
            1918,
            1777,
            3694,
            1918,
            1777
        ],
        [
            400.494075,
            0,
            554.994075,
            0,
            549.994075,
            0
        ],
        [
            1,
            0,
            3,
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            2,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -576591,
            -295811,
            -576114,
            -581109,
            364196,
            -583930
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3928,
    "evaluation_days": 1964,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1562760000000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1758887488091,
    "expiration_time": 1731017088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 151,
            "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)