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Trade: ATOM/USDT/5/MIDPRICE/DCM/3908

Strategy
ATOM/USDT/5/MIDPRICE/DCM/3908
Pair
ATOM_USDT
Interval
5m
Score
489995
Daily Profit
0.433812
Profit Factor
2.871923
Profitability
55.172414
Streak
7.506431
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-28 17:39
Expiration Time
2025-12-12 16:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 63612.8661 33278.4189 30334.4473 83821.9677 38209.6111 45612.3566
Total P&L (%) 63.6129 33.2784 30.3344 83.822 38.2096 45.6124
Avg Daily Profit (%) 0.7328 0.3833 0.3494 0.7038 0.3735 0.4338
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -9508 -7706 -3930 -12593 -10346 -6655
Profit Factor 2.8991 3.1289 2.6981 2.7693 2.6607 2.8719
Total Trades 59 30 29 59 30 29
Winning Trades 34 18 16 34 18 16
Losing Trades 25 12 13 25 12 13
Profitability (%) 57.6271 60 55.1724 57.6271 60 55.1724
Ratio Avg Win / Avg Loss 2.1317 2.0859 2.1922 2.0363 1.7738 2.3334
Largest Winning Trade 7267 7267 7267 12016 10519 12016
Largest Losing Trade -7076 -7076 -3930 -9563 -9563 -6655
Avg Bars in Trades 406 358 456 406 358 456
Avg Bars in Winners 546 524 571 546 524 571
Avg Bars in Losers 217 111 315 217 111 315
Bars Traded 24007 10767 13240 24007 10767 13240
Profit Streak 0 0 7.5064 0 0 7.5064
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -163173 419376 413065 -163246 399591 489995
Evaluation Data
{
    "trading_pair": "ATOM_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751570400000,
    "first_datapoint_time": 1751607600000,
    "last_datapoint_time": 1759070100000,
    "evaluation_time": 1759070355648,
    "expiration_time": 1765550100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 78,
            "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": [
        [
            63612.8661285473,
            33278.4188753746,
            30334.4472531728,
            83821.9676906646,
            38209.6110712066,
            45612.356619458
        ],
        [
            63.612866,
            33.278419,
            30.334447,
            83.821968,
            38.209611,
            45.612357
        ],
        [
            0.732783,
            0.383348,
            0.349435,
            0.703764,
            0.373465,
            0.433812
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -9508,
            -7706,
            -3930,
            -12593,
            -10346,
            -6655
        ],
        [
            2.899114,
            3.128869,
            2.698067,
            2.769346,
            2.660712,
            2.871923
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            57.627119,
            60,
            55.172414,
            57.627119,
            60,
            55.172414
        ],
        [
            2.131702,
            2.085912,
            2.19218,
            2.036284,
            1.773808,
            2.333437
        ],
        [
            7267,
            7267,
            7267,
            12016,
            10519,
            12016
        ],
        [
            -7076,
            -7076,
            -3930,
            -9563,
            -9563,
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        ],
        [
            406,
            358,
            456,
            406,
            358,
            456
        ],
        [
            546,
            524,
            571,
            546,
            524,
            571
        ],
        [
            217,
            111,
            315,
            217,
            111,
            315
        ],
        [
            24007,
            10767,
            13240,
            24007,
            10767,
            13240
        ],
        [
            0,
            0,
            7.506431,
            0,
            0,
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        ],
        [
            0,
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        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -163173,
            419376,
            413065,
            -163246,
            399591,
            489995
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ATOM_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751570400000,
    "first_datapoint_time": 1751607600000,
    "last_datapoint_time": 1759070100000,
    "evaluation_time": 1759070355648,
    "expiration_time": 1765550100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 78,
            "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)