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Trade: EGLD/USDT/720/SINWMA/DCU/5522

Strategy
EGLD/USDT/720/SINWMA/DCU/5522
Pair
EGLD_USDT
Interval
12h
Score
510593
Daily Profit
0.878584
Profit Factor
5.978896
Profitability
30.555556
Streak
0.000000
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-10-01 23:52
Expiration Time
2025-11-26 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1710212.0267 1629772.4747 80439.552 848005.895 -1730461.9668 2578467.8619
Total P&L (%) 1710.212 1629.7725 80.4396 848.0059 -1730.462 2578.4679
Avg Daily Profit (%) 0.9219 0.8786 0.0434 0.1213 0 0.1774
Buy And Hold Return (%) 84.2532 84.2532 84.2532 84.2532 84.2532 84.2532
Max Trade Drawdown -170904 -134144 -65583 -6613616 -6098239 -2219549
Profit Factor 4.5227 5.9789 1.5086 1.0649 0.8089 1.6444
Total Trades 71 36 35 71 36 35
Winning Trades 22 11 11 22 11 11
Losing Trades 49 25 24 49 25 24
Profitability (%) 30.9859 30.5556 31.4286 30.9859 30.5556 31.4286
Ratio Avg Win / Avg Loss 10.0733 13.5884 3.2916 2.3719 1.8384 3.5878
Largest Winning Trade 1528933 1528933 66928 3410008 3410008 2893475
Largest Losing Trade -27421 -27421 -19853 -1509560 -1509560 -779275
Avg Bars in Trades 50 61 39 50 61 39
Avg Bars in Winners 101 123 80 101 123 80
Avg Bars in Losers 27 33 21 27 33 21
Bars Traded 3600 2204 1396 3600 2204 1396
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 -77955 510593 -305527 -277269 -585564 134158
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602849600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759351930244,
    "expiration_time": 1764128160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 12,
            "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": [
        [
            1710212.0266756667,
            1629772.4747058006,
            80439.5519698667,
            848005.8950357166,
            -1730461.966844205,
            2578467.861879923
        ],
        [
            1710.212027,
            1629.772475,
            80.439552,
            848.005895,
            -1730.461967,
            2578.467862
        ],
        [
            0.921947,
            0.878584,
            0.043364,
            0.121324,
            0,
            0.177399
        ],
        [
            84.253247,
            84.253247,
            84.253247,
            84.253247,
            84.253247,
            84.253247
        ],
        [
            -170904,
            -134144,
            -65583,
            -6613616,
            -6098239,
            -2219549
        ],
        [
            4.522706,
            5.978896,
            1.50864,
            1.064948,
            0.808899,
            1.644396
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            22,
            11,
            11,
            22,
            11,
            11
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            30.985915,
            30.555556,
            31.428571,
            30.985915,
            30.555556,
            31.428571
        ],
        [
            10.073299,
            13.588401,
            3.291577,
            2.371931,
            1.838407,
            3.587772
        ],
        [
            1528933,
            1528933,
            66928,
            3410008,
            3410008,
            2893475
        ],
        [
            -27421,
            -27421,
            -19853,
            -1509560,
            -1509560,
            -779275
        ],
        [
            50,
            61,
            39,
            50,
            61,
            39
        ],
        [
            101,
            123,
            80,
            101,
            123,
            80
        ],
        [
            27,
            33,
            21,
            27,
            33,
            21
        ],
        [
            3600,
            2204,
            1396,
            3600,
            2204,
            1396
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -77955,
            510593,
            -305527,
            -277269,
            -585564,
            134158
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3710,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1602849600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759351930244,
    "expiration_time": 1764128160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 12,
            "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)