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Trade: DOT/USDT/360/WMA/MIDPRICE/2078

Strategy
DOT/USDT/360/WMA/MIDPRICE/2078
Pair
DOT_USDT
Interval
6h
Score
305386
Daily Profit
0.262126
Profit Factor
3.373938
Profitability
34.285714
Streak
0.000000
Best Strategy
Training Data Length
1880.250000
Evaluation Time
2025-10-12 01:40
Expiration Time
2025-12-07 05:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 580298.0891 492861.6321 87436.4569 349851.8453 202870.5762 146981.2691
Total P&L (%) 580.2981 492.8616 87.4365 349.8518 202.8706 146.9813
Avg Daily Profit (%) 0.3086 0.2621 0.0465 0.08 0.059 0.0481
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121264 -63081 -72870 -733744 -615083 -384465
Profit Factor 2.4097 3.3739 1.4285 1.1442 1.1671 1.1212
Total Trades 69 35 34 69 35 34
Winning Trades 27 12 15 27 12 15
Losing Trades 42 23 19 42 23 19
Profitability (%) 39.1304 34.2857 44.1176 39.1304 34.2857 44.1176
Ratio Avg Win / Avg Loss 3.7484 6.4667 1.8095 1.7798 2.2369 1.4202
Largest Winning Trade 474254 474254 61779 504326 504326 258111
Largest Losing Trade -46948 -33556 -46948 -286696 -220996 -286696
Avg Bars in Trades 104 90 119 104 90 119
Avg Bars in Winners 208 176 233 208 176 233
Avg Bars in Losers 38 45 29 38 45 29
Bars Traded 7241 3176 4065 7241 3176 4065
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 -96947 305386 -131126 -257462 -155974 -218140
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7521,
    "evaluation_days": 1880.25,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1602374400000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760222458917,
    "expiration_time": 1765079208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "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": [
        [
            580298.0890650979,
            492861.6321241285,
            87436.4569409698,
            349851.8453158939,
            202870.5762096599,
            146981.2691062342
        ],
        [
            580.298089,
            492.861632,
            87.436457,
            349.851845,
            202.870576,
            146.981269
        ],
        [
            0.308628,
            0.262126,
            0.046503,
            0.080008,
            0.058953,
            0.048098
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121264,
            -63081,
            -72870,
            -733744,
            -615083,
            -384465
        ],
        [
            2.409678,
            3.373938,
            1.428527,
            1.14417,
            1.167059,
            1.121243
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            39.130435,
            34.285714,
            44.117647,
            39.130435,
            34.285714,
            44.117647
        ],
        [
            3.748388,
            6.466715,
            1.809468,
            1.779821,
            2.236863,
            1.420241
        ],
        [
            474254,
            474254,
            61779,
            504326,
            504326,
            258111
        ],
        [
            -46948,
            -33556,
            -46948,
            -286696,
            -220996,
            -286696
        ],
        [
            104,
            90,
            119,
            104,
            90,
            119
        ],
        [
            208,
            176,
            233,
            208,
            176,
            233
        ],
        [
            38,
            45,
            29,
            38,
            45,
            29
        ],
        [
            7241,
            3176,
            4065,
            7241,
            3176,
            4065
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96947,
            305386,
            -131126,
            -257462,
            -155974,
            -218140
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7521,
    "evaluation_days": 1880.25,
    "actual_first_datapoint_time": 1597773600000,
    "first_datapoint_time": 1602374400000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760222458917,
    "expiration_time": 1765079208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "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)