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Trade: DOT/USDT/15/DCM/MIDPRICE/5521

Strategy
DOT/USDT/15/DCM/MIDPRICE/5521
Pair
DOT_USDT
Interval
15m
Score
437079
Daily Profit
0.264805
Profit Factor
2.212375
Profitability
54.285714
Streak
13.234076
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 08:52
Expiration Time
2025-12-25 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 127742.242 54280.6201 73461.6219 193445.6489 99111.1467 94334.5022
Total P&L (%) 127.7422 54.2806 73.4616 193.4456 99.1111 94.3345
Avg Daily Profit (%) 0.4905 0.2084 0.2821 0.4142 0.2648 0.2555
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25255 -25725 -15608 -49508 -48133 -42662
Profit Factor 2.199 2.0824 2.3027 2.0465 2.2124 1.915
Total Trades 71 35 36 71 35 36
Winning Trades 39 19 20 39 19 20
Losing Trades 32 16 16 32 16 16
Profitability (%) 54.9296 54.2857 55.5556 54.9296 54.2857 55.5556
Ratio Avg Win / Avg Loss 1.8043 1.7536 1.8421 1.6792 1.8631 1.532
Largest Winning Trade 30933 30933 17997 47418 47418 29669
Largest Losing Trade -14407 -10851 -14407 -42662 -20242 -42662
Avg Bars in Trades 344 254 431 344 254 431
Avg Bars in Winners 425 273 569 425 273 569
Avg Bars in Losers 245 232 258 245 232 258
Bars Traded 24449 8914 15535 24449 8914 15535
Profit Streak 0 13.2341 0 0 13.2341 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -77467 372975 433063 -78414 437079 397936
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737662400000,
    "first_datapoint_time": 1737732600000,
    "last_datapoint_time": 1760161500000,
    "evaluation_time": 1760161924205,
    "expiration_time": 1766641500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 79,
            "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": [
        [
            127742.2420145266,
            54280.6200658158,
            73461.6219487107,
            193445.6488802966,
            99111.1467085245,
            94334.5021717721
        ],
        [
            127.742242,
            54.28062,
            73.461622,
            193.445649,
            99.111147,
            94.334502
        ],
        [
            0.490524,
            0.208435,
            0.282089,
            0.414235,
            0.264805,
            0.255456
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25255,
            -25725,
            -15608,
            -49508,
            -48133,
            -42662
        ],
        [
            2.198971,
            2.082373,
            2.302659,
            2.046511,
            2.212375,
            1.914993
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            54.929577,
            54.285714,
            55.555556,
            54.929577,
            54.285714,
            55.555556
        ],
        [
            1.804284,
            1.753577,
            1.842128,
            1.679188,
            1.863053,
            1.531994
        ],
        [
            30933,
            30933,
            17997,
            47418,
            47418,
            29669
        ],
        [
            -14407,
            -10851,
            -14407,
            -42662,
            -20242,
            -42662
        ],
        [
            344,
            254,
            431,
            344,
            254,
            431
        ],
        [
            425,
            273,
            569,
            425,
            273,
            569
        ],
        [
            245,
            232,
            258,
            245,
            232,
            258
        ],
        [
            24449,
            8914,
            15535,
            24449,
            8914,
            15535
        ],
        [
            0,
            13.234076,
            0,
            0,
            13.234076,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -77467,
            372975,
            433063,
            -78414,
            437079,
            397936
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737662400000,
    "first_datapoint_time": 1737732600000,
    "last_datapoint_time": 1760161500000,
    "evaluation_time": 1760161924205,
    "expiration_time": 1766641500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 79,
            "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)