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Trade: DOT/USDT/5/KCB/SINWMA/4785

Strategy
DOT/USDT/5/KCB/SINWMA/4785
Pair
DOT_USDT
Interval
5m
Score
720322
Daily Profit
0.842592
Profit Factor
2.974793
Profitability
64.516129
Streak
8.276870
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 21:38
Expiration Time
2025-12-25 20:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 83563.9957 10418.548 73145.4477 92854.7783 9118.8067 83735.9716
Total P&L (%) 83.564 10.4185 73.1454 92.8548 9.1188 83.736
Avg Daily Profit (%) 0.9626 0.12 0.8426 0.7594 0.1006 0.7032
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20136 -11095 -14799 -21711 -11725 -16445
Profit Factor 2.1809 1.3089 2.9748 2.261 1.2598 3.1729
Total Trades 62 31 31 62 31 31
Winning Trades 38 18 20 38 18 20
Losing Trades 24 13 11 24 13 11
Profitability (%) 61.2903 58.0645 64.5161 61.2903 58.0645 64.5161
Ratio Avg Win / Avg Loss 1.3774 0.9453 1.6361 1.428 0.9098 1.7451
Largest Winning Trade 62928 6202 62928 74486 6352 74486
Largest Losing Trade -9711 -7889 -9711 -9613 -7811 -9613
Avg Bars in Trades 389 374 404 389 374 404
Avg Bars in Winners 259 246 270 259 246 270
Avg Bars in Losers 596 551 649 596 551 649
Bars Traded 24161 11612 12549 24161 11612 12549
Profit Streak 8.2769 10.4331 8.2769 8.2769 10.4331 8.2769
Trades During Streak 10 5 5 10 5 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -141294 -186392 720322 -141627 -225633 702979
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752708000000,
    "first_datapoint_time": 1752830400000,
    "last_datapoint_time": 1760207700000,
    "evaluation_time": 1760207921545,
    "expiration_time": 1766687700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 204,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 237,
            "offset": 172
        }
    }
}
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": [
        [
            83563.9956513373,
            10418.5479925235,
            73145.4476588139,
            92854.7783486737,
            9118.8067128395,
            83735.9716358341
        ],
        [
            83.563996,
            10.418548,
            73.145448,
            92.854778,
            9.118807,
            83.735972
        ],
        [
            0.962608,
            0.120016,
            0.842592,
            0.759426,
            0.100577,
            0.703221
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20136,
            -11095,
            -14799,
            -21711,
            -11725,
            -16445
        ],
        [
            2.180891,
            1.308936,
            2.974793,
            2.260967,
            1.25978,
            3.172945
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            61.290323,
            58.064516,
            64.516129,
            61.290323,
            58.064516,
            64.516129
        ],
        [
            1.377405,
            0.945343,
            1.636136,
            1.427979,
            0.909841,
            1.74512
        ],
        [
            62928,
            6202,
            62928,
            74486,
            6352,
            74486
        ],
        [
            -9711,
            -7889,
            -9711,
            -9613,
            -7811,
            -9613
        ],
        [
            389,
            374,
            404,
            389,
            374,
            404
        ],
        [
            259,
            246,
            270,
            259,
            246,
            270
        ],
        [
            596,
            551,
            649,
            596,
            551,
            649
        ],
        [
            24161,
            11612,
            12549,
            24161,
            11612,
            12549
        ],
        [
            8.27687,
            10.43312,
            8.27687,
            8.27687,
            10.43312,
            8.27687
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -141294,
            -186392,
            720322,
            -141627,
            -225633,
            702979
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752708000000,
    "first_datapoint_time": 1752830400000,
    "last_datapoint_time": 1760207700000,
    "evaluation_time": 1760207921545,
    "expiration_time": 1766687700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 204,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 237,
            "offset": 172
        }
    }
}

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)