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Trade: DOT/USDT/240/SSF/PWMA/1426

Strategy
DOT/USDT/240/SSF/PWMA/1426
Pair
DOT_USDT
Interval
4h
Score
343818
Daily Profit
0.240646
Profit Factor
1.568963
Profitability
44.210526
Streak
0.000000
Best Strategy
Training Data Length
1871.330000
Evaluation Time
2025-10-03 05:08
Expiration Time
2025-11-28 05:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 450328.0009 349863.0645 100464.9364 532720.6396 276088.4312 256632.2084
Total P&L (%) 450.328 349.8631 100.4649 532.7206 276.0884 256.6322
Avg Daily Profit (%) 0.2406 0.187 0.0537 0.0986 0.0708 0.068
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126075 -102041 -124476 -339365 -292048 -261268
Profit Factor 1.569 1.8304 1.2714 1.1918 1.1889 1.195
Total Trades 190 95 95 190 95 95
Winning Trades 84 36 48 84 36 48
Losing Trades 106 59 47 106 59 47
Profitability (%) 44.2105 37.8947 50.5263 44.2105 37.8947 50.5263
Ratio Avg Win / Avg Loss 1.9799 2.9998 1.2449 1.5039 1.9485 1.1701
Largest Winning Trade 130379 130379 46836 349301 349301 165966
Largest Losing Trade -39867 -25618 -39867 -252462 -100281 -252462
Avg Bars in Trades 57 53 62 57 53 62
Avg Bars in Winners 81 74 87 81 74 87
Avg Bars in Losers 39 40 36 39 40 36
Bars Traded 11019 5081 5938 11019 5081 5938
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 343818 215074 -121548 -70598 -115033 -108465
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11228,
    "evaluation_days": 1871.33,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1598241600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759457293082,
    "expiration_time": 1764300096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 33,
            "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": [
        [
            450328.0009266048,
            349863.0645107264,
            100464.9364158786,
            532720.6395642887,
            276088.431185785,
            256632.2083785039
        ],
        [
            450.328001,
            349.863065,
            100.464936,
            532.72064,
            276.088431,
            256.632208
        ],
        [
            0.240646,
            0.18696,
            0.053686,
            0.098634,
            0.070812,
            0.067971
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126075,
            -102041,
            -124476,
            -339365,
            -292048,
            -261268
        ],
        [
            1.568963,
            1.830388,
            1.271406,
            1.191774,
            1.188892,
            1.194975
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            84,
            36,
            48,
            84,
            36,
            48
        ],
        [
            106,
            59,
            47,
            106,
            59,
            47
        ],
        [
            44.210526,
            37.894737,
            50.526316,
            44.210526,
            37.894737,
            50.526316
        ],
        [
            1.979881,
            2.999802,
            1.244918,
            1.503906,
            1.948462,
            1.170079
        ],
        [
            130379,
            130379,
            46836,
            349301,
            349301,
            165966
        ],
        [
            -39867,
            -25618,
            -39867,
            -252462,
            -100281,
            -252462
        ],
        [
            57,
            53,
            62,
            57,
            53,
            62
        ],
        [
            81,
            74,
            87,
            81,
            74,
            87
        ],
        [
            39,
            40,
            36,
            39,
            40,
            36
        ],
        [
            11019,
            5081,
            5938,
            11019,
            5081,
            5938
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343818,
            215074,
            -121548,
            -70598,
            -115033,
            -108465
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11228,
    "evaluation_days": 1871.33,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1598241600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759457293082,
    "expiration_time": 1764300096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 33,
            "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)