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Trade: DOT/USDT/720/FWMA/KCL/2077

Strategy
DOT/USDT/720/FWMA/KCL/2077
Pair
DOT_USDT
Interval
12h
Score
326157
Daily Profit
0.203863
Profit Factor
2.493722
Profitability
40.000000
Streak
42.459901
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-27 14:02
Expiration Time
2025-11-19 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 375623.3803 379898.8471 -4275.4668 -27897.873 -103789.5786 75891.7056
Total P&L (%) 375.6234 379.8988 -4.2755 -27.8979 -103.7896 75.8917
Avg Daily Profit (%) 0.2016 0.2039 -0.0023 -0.0176 0 0.0303
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158489 -145821 -75454 -732313 -785648 -236667
Profit Factor 1.777 2.4937 0.9813 0.9817 0.896 1.1451
Total Trades 69 35 34 69 35 34
Winning Trades 32 14 18 32 14 18
Losing Trades 37 21 16 37 21 16
Profitability (%) 46.3768 40 52.9412 46.3768 40 52.9412
Ratio Avg Win / Avg Loss 2.0546 3.7406 0.8723 1.135 1.3441 1.0179
Largest Winning Trade 423691 423691 46345 354205 354205 107868
Largest Losing Trade -52293 -52293 -47026 -329295 -329295 -132552
Avg Bars in Trades 50 41 59 50 41 59
Avg Bars in Winners 72 59 82 72 59 82
Avg Bars in Losers 31 29 35 31 29 35
Bars Traded 3487 1448 2039 3487 1448 2039
Profit Streak 41.4599 42.4599 0 41.4599 42.4599 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -96132 326157 -580413 -686248 -582458 -212965
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1606262400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758970935462,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 37,
            "offset": 122
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 198,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            375623.3802909935,
            379898.8470822702,
            -4275.4667912763,
            -27897.873027963,
            -103789.5786271476,
            75891.7055991843
        ],
        [
            375.62338,
            379.898847,
            -4.275467,
            -27.897873,
            -103.789579,
            75.891706
        ],
        [
            0.201569,
            0.203863,
            -0.002294,
            -0.017551,
            0,
            0.030308
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158489,
            -145821,
            -75454,
            -732313,
            -785648,
            -236667
        ],
        [
            1.776958,
            2.493722,
            0.98134,
            0.981663,
            0.896039,
            1.145085
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            46.376812,
            40,
            52.941176,
            46.376812,
            40,
            52.941176
        ],
        [
            2.054608,
            3.740584,
            0.872302,
            1.135048,
            1.344058,
            1.017853
        ],
        [
            423691,
            423691,
            46345,
            354205,
            354205,
            107868
        ],
        [
            -52293,
            -52293,
            -47026,
            -329295,
            -329295,
            -132552
        ],
        [
            50,
            41,
            59,
            50,
            41,
            59
        ],
        [
            72,
            59,
            82,
            72,
            59,
            82
        ],
        [
            31,
            29,
            35,
            31,
            29,
            35
        ],
        [
            3487,
            1448,
            2039,
            3487,
            1448,
            2039
        ],
        [
            41.459901,
            42.459901,
            0,
            41.459901,
            42.459901,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96132,
            326157,
            -580413,
            -686248,
            -582458,
            -212965
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1606262400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758970935462,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 37,
            "offset": 122
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 198,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)