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Trade: DOGE/USDT/720/DCM/SINWMA/6337

Strategy
DOGE/USDT/720/DCM/SINWMA/6337
Pair
DOGE_USDT
Interval
12h
Score
312925
Daily Profit
0.235502
Profit Factor
2.588824
Profitability
72.222222
Streak
121.145469
Best Strategy
Training Data Length
2284.000000
Evaluation Time
2025-10-05 06:29
Expiration Time
2025-12-12 14:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2809768.3398 47632.931 -2857401.2708 826370.5936 21440849.8081 -20614479.2145
Total P&L (%) -2809.7683 47.6329 -2857.4013 826.3706 21440.8498 -20614.4792
Avg Daily Profit (%) -1.2302 0.0209 -1.2511 0.0975 0.2355 0
Buy And Hold Return (%) 9728.2286 9728.2286 9728.2286 9728.2286 9728.2286 9728.2286
Max Trade Drawdown -2952099 -47364 -2950258 -86545413 -7495811 -89263591
Profit Factor 0.1465 1.3732 0.097 1.007 2.5888 0.8013
Total Trades 71 36 35 71 36 35
Winning Trades 46 24 22 50 26 24
Losing Trades 25 12 13 21 10 11
Profitability (%) 64.7887 66.6667 62.8571 70.4225 72.2222 68.5714
Ratio Avg Win / Avg Loss 0.0796 0.6866 0.0573 0.423 0.9957 0.3673
Largest Winning Trade 39712 30823 39712 19097140 14203625 19097140
Largest Losing Trade -2173808 -22312 -2173808 -56496230 -7495811 -56496230
Avg Bars in Trades 59 28 91 59 28 91
Avg Bars in Winners 45 22 70 51 24 80
Avg Bars in Losers 84 38 126 78 37 114
Bars Traded 4210 1012 3198 4210 1012 3198
Profit Streak 121.1455 121.1455 296.1455 121.1455 121.1455 425.6455
Trades During Streak 2 1 4 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -668902 -328911 -577752 -529984 312925 -577004
Evaluation Data
{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4568,
    "evaluation_days": 2284,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1567468800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759634968564,
    "expiration_time": 1765542528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 120,
            "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": [
        [
            -2809768.3397633787,
            47632.9310490508,
            -2857401.270812429,
            826370.593574893,
            21440849.808063455,
            -20614479.214488555
        ],
        [
            -2809.76834,
            47.632931,
            -2857.401271,
            826.370594,
            21440.849808,
            -20614.479214
        ],
        [
            -1.230196,
            0.020855,
            -1.251051,
            0.097513,
            0.235502,
            0
        ],
        [
            9728.228558,
            9728.228558,
            9728.228558,
            9728.228558,
            9728.228558,
            9728.228558
        ],
        [
            -2952099,
            -47364,
            -2950258,
            -86545413,
            -7495811,
            -89263591
        ],
        [
            0.146483,
            1.37324,
            0.097008,
            1.007049,
            2.588824,
            0.801294
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            46,
            24,
            22,
            50,
            26,
            24
        ],
        [
            25,
            12,
            13,
            21,
            10,
            11
        ],
        [
            64.788732,
            66.666667,
            62.857143,
            70.422535,
            72.222222,
            68.571429
        ],
        [
            0.07961,
            0.68662,
            0.057323,
            0.42296,
            0.995702,
            0.36726
        ],
        [
            39712,
            30823,
            39712,
            19097140,
            14203625,
            19097140
        ],
        [
            -2173808,
            -22312,
            -2173808,
            -56496230,
            -7495811,
            -56496230
        ],
        [
            59,
            28,
            91,
            59,
            28,
            91
        ],
        [
            45,
            22,
            70,
            51,
            24,
            80
        ],
        [
            84,
            38,
            126,
            78,
            37,
            114
        ],
        [
            4210,
            1012,
            3198,
            4210,
            1012,
            3198
        ],
        [
            121.145469,
            121.145469,
            296.145469,
            121.145469,
            121.145469,
            425.645469
        ],
        [
            2,
            1,
            4,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -668902,
            -328911,
            -577752,
            -529984,
            312925,
            -577004
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4568,
    "evaluation_days": 2284,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1567468800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759634968564,
    "expiration_time": 1765542528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 120,
            "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)