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Trade: C98/USDT/120/MIDPRICE/SINWMA/3424

Strategy
C98/USDT/120/MIDPRICE/SINWMA/3424
Pair
C98_USDT
Interval
2h
Score
353992
Daily Profit
0.164984
Profit Factor
1.553600
Profitability
63.865546
Streak
53.573941
Best Strategy
Training Data Length
1541.170000
Evaluation Time
2025-10-11 22:46
Expiration Time
2025-12-06 07:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 194926.5493 -59341.7387 254268.288 -16076.1336 -91059.9046 74983.771
Total P&L (%) 194.9265 -59.3417 254.2683 -16.0761 -91.0599 74.9838
Avg Daily Profit (%) 0.1265 -0.0385 0.165 -0.0114 -0.1566 0.0363
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121963 -109461 -98268 -130475 -122263 -112787
Profit Factor 1.2162 0.8658 1.5536 0.977 0.7188 1.1992
Total Trades 238 119 119 238 119 119
Winning Trades 141 65 76 141 65 76
Losing Trades 97 54 43 97 54 43
Profitability (%) 59.2437 54.6218 63.8655 59.2437 54.6218 63.8655
Ratio Avg Win / Avg Loss 0.8367 0.7193 0.879 0.6722 0.5972 0.6785
Largest Winning Trade 36218 24329 36218 23811 16130 23811
Largest Losing Trade -60201 -48483 -60201 -66274 -40334 -66274
Avg Bars in Trades 75 57 93 75 57 93
Avg Bars in Winners 65 38 88 65 38 88
Avg Bars in Losers 90 80 102 90 80 102
Bars Traded 17970 6806 11164 17970 6806 11164
Profit Streak 53.5739 66.8239 53.5739 53.5739 66.8239 53.5739
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -22346 -579446 353992 -576863 -579446 -144947
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18494,
    "evaluation_days": 1541.17,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1628726400000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760211988513,
    "expiration_time": 1764999244800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 235,
            "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": [
        [
            194926.5493156451,
            -59341.7387162212,
            254268.2880318664,
            -16076.1335750258,
            -91059.9045889501,
            74983.7710139245
        ],
        [
            194.926549,
            -59.341739,
            254.268288,
            -16.076134,
            -91.059905,
            74.983771
        ],
        [
            0.12648,
            -0.038504,
            0.164984,
            -0.011371,
            -0.156552,
            0.036312
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121963,
            -109461,
            -98268,
            -130475,
            -122263,
            -112787
        ],
        [
            1.216212,
            0.86582,
            1.5536,
            0.977044,
            0.718812,
            1.199175
        ],
        [
            238,
            119,
            119,
            238,
            119,
            119
        ],
        [
            141,
            65,
            76,
            141,
            65,
            76
        ],
        [
            97,
            54,
            43,
            97,
            54,
            43
        ],
        [
            59.243697,
            54.621849,
            63.865546,
            59.243697,
            54.621849,
            63.865546
        ],
        [
            0.836685,
            0.719297,
            0.87901,
            0.672151,
            0.597167,
            0.678481
        ],
        [
            36218,
            24329,
            36218,
            23811,
            16130,
            23811
        ],
        [
            -60201,
            -48483,
            -60201,
            -66274,
            -40334,
            -66274
        ],
        [
            75,
            57,
            93,
            75,
            57,
            93
        ],
        [
            65,
            38,
            88,
            65,
            38,
            88
        ],
        [
            90,
            80,
            102,
            90,
            80,
            102
        ],
        [
            17970,
            6806,
            11164,
            17970,
            6806,
            11164
        ],
        [
            53.573941,
            66.823941,
            53.573941,
            53.573941,
            66.823941,
            53.573941
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -22346,
            -579446,
            353992,
            -576863,
            -579446,
            -144947
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18494,
    "evaluation_days": 1541.17,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1628726400000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760211988513,
    "expiration_time": 1764999244800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 235,
            "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)