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Trade: DOGE/USDT/5/SINWMA/T3/2491

Strategy
DOGE/USDT/5/SINWMA/T3/2491
Pair
DOGE_USDT
Interval
5m
Score
337092
Daily Profit
0.788951
Profit Factor
1.612642
Profitability
46.226415
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-09 07:04
Expiration Time
2025-11-23 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 76891.8041 52804.6714 24087.1328 97822.7323 68657.046 29165.6862
Total P&L (%) 76.8918 52.8047 24.0871 97.8227 68.657 29.1657
Avg Daily Profit (%) 0.8857 0.6083 0.2775 0.789 0.6039 0.2952
Buy And Hold Return (%) 33.8849 33.8849 33.8849 33.8849 33.8849 33.8849
Max Trade Drawdown -17044 -10626 -10914 -38766 -23300 -24802
Profit Factor 1.904 2.2735 1.5526 1.6126 1.9221 1.3423
Total Trades 106 53 53 106 53 53
Winning Trades 49 24 25 49 24 25
Losing Trades 57 29 28 57 29 28
Profitability (%) 46.2264 45.283 47.1698 46.2264 45.283 47.1698
Ratio Avg Win / Avg Loss 2.2149 2.7471 1.7389 1.8759 2.3225 1.5033
Largest Winning Trade 21002 21002 11116 28983 28983 18055
Largest Losing Trade -8684 -3779 -8684 -19024 -8419 -19024
Avg Bars in Trades 228 238 218 228 238 218
Avg Bars in Winners 356 387 325 356 387 325
Avg Bars in Losers 118 115 122 118 115 122
Bars Traded 24225 12657 11568 24225 12657 11568
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 295644 -177953 -337858 337092 -175827 -338992

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1749890700000,
    "first_datapoint_time": 1749933300000,
    "last_datapoint_time": 1757390400000,
    "evaluation_time": 1757390658133,
    "expiration_time": 1763870400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 135,
            "offset": 8
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 92,
            "offset": 0,
            "a": 0.61229
        }
    }
}
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": [
        [
            76891.8041393559,
            52804.6713879948,
            24087.1327513611,
            97822.7322556228,
            68657.04602043,
            29165.6862351928
        ],
        [
            76.891804,
            52.804671,
            24.087133,
            97.822732,
            68.657046,
            29.165686
        ],
        [
            0.885748,
            0.608279,
            0.27747,
            0.788951,
            0.603933,
            0.295246
        ],
        [
            33.884859,
            33.884859,
            33.884859,
            33.884859,
            33.884859,
            33.884859
        ],
        [
            -17044,
            -10626,
            -10914,
            -38766,
            -23300,
            -24802
        ],
        [
            1.904019,
            2.273474,
            1.552579,
            1.612642,
            1.922081,
            1.342261
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            46.226415,
            45.283019,
            47.169811,
            46.226415,
            45.283019,
            47.169811
        ],
        [
            2.21488,
            2.747114,
            1.738888,
            1.87593,
            2.322515,
            1.503332
        ],
        [
            21002,
            21002,
            11116,
            28983,
            28983,
            18055
        ],
        [
            -8684,
            -3779,
            -8684,
            -19024,
            -8419,
            -19024
        ],
        [
            228,
            238,
            218,
            228,
            238,
            218
        ],
        [
            356,
            387,
            325,
            356,
            387,
            325
        ],
        [
            118,
            115,
            122,
            118,
            115,
            122
        ],
        [
            24225,
            12657,
            11568,
            24225,
            12657,
            11568
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            295644,
            -177953,
            -337858,
            337092,
            -175827,
            -338992
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1749890700000,
    "first_datapoint_time": 1749933300000,
    "last_datapoint_time": 1757390400000,
    "evaluation_time": 1757390658133,
    "expiration_time": 1763870400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 135,
            "offset": 8
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 92,
            "offset": 0,
            "a": 0.61229
        }
    }
}

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)