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Trade: EGLD/USDT/720/WMA/DCM/1952

Strategy
EGLD/USDT/720/WMA/DCM/1952
Pair
EGLD_USDT
Interval
12h
Score
310926
Daily Profit
0.186873
Profit Factor
1.321549
Profitability
45.491803
Streak
0.000000
Best Strategy
Training Data Length
1861.500000
Evaluation Time
2025-10-08 07:30
Expiration Time
2025-12-02 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347864.2537 419600.6099 -71736.3562 -69571.8796 399553.4618 -469125.3413
Total P&L (%) 347.8643 419.6006 -71.7364 -69.5719 399.5535 -469.1253
Avg Daily Profit (%) 0.1869 0.2254 -0.0385 -0.0639 0.0864 0
Buy And Hold Return (%) 31.3339 31.3339 31.3339 31.3339 31.3339 31.3339
Max Trade Drawdown -197355 -117638 -211173 -603211 -213921 -560253
Profit Factor 1.3215 1.7842 0.8688 0.9512 1.7162 0.46
Total Trades 244 122 122 244 122 122
Winning Trades 111 51 60 111 51 60
Losing Trades 133 71 62 133 71 62
Profitability (%) 45.4918 41.8033 49.1803 45.4918 41.8033 49.1803
Ratio Avg Win / Avg Loss 1.5835 2.4839 0.8978 1.1398 2.3892 0.4754
Largest Winning Trade 386535 386535 63731 346873 346873 55354
Largest Losing Trade -53569 -30542 -53569 -286260 -70749 -286260
Avg Bars in Trades 14 15 14 14 15 14
Avg Bars in Winners 18 20 17 18 20 17
Avg Bars in Losers 11 11 12 11 11 12
Bars Traded 3646 1880 1766 3646 1880 1766
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 310926 290953 -581049 -579310 -77428 -581049
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3723,
    "evaluation_days": 1861.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601251200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759897851453,
    "expiration_time": 1764706608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 26,
            "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": [
        [
            347864.2536833467,
            419600.6098854721,
            -71736.3562021253,
            -69571.8795518479,
            399553.461793526,
            -469125.3413453734
        ],
        [
            347.864254,
            419.60061,
            -71.736356,
            -69.57188,
            399.553462,
            -469.125341
        ],
        [
            0.186873,
            0.22541,
            -0.038537,
            -0.063896,
            0.086449,
            0
        ],
        [
            31.333921,
            31.333921,
            31.333921,
            31.333921,
            31.333921,
            31.333921
        ],
        [
            -197355,
            -117638,
            -211173,
            -603211,
            -213921,
            -560253
        ],
        [
            1.321549,
            1.784211,
            0.868802,
            0.951235,
            1.7162,
            0.460033
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            111,
            51,
            60,
            111,
            51,
            60
        ],
        [
            133,
            71,
            62,
            133,
            71,
            62
        ],
        [
            45.491803,
            41.803279,
            49.180328,
            45.491803,
            41.803279,
            49.180328
        ],
        [
            1.583478,
            2.483901,
            0.897762,
            1.139768,
            2.38922,
            0.475368
        ],
        [
            386535,
            386535,
            63731,
            346873,
            346873,
            55354
        ],
        [
            -53569,
            -30542,
            -53569,
            -286260,
            -70749,
            -286260
        ],
        [
            14,
            15,
            14,
            14,
            15,
            14
        ],
        [
            18,
            20,
            17,
            18,
            20,
            17
        ],
        [
            11,
            11,
            12,
            11,
            11,
            12
        ],
        [
            3646,
            1880,
            1766,
            3646,
            1880,
            1766
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310926,
            290953,
            -581049,
            -579310,
            -77428,
            -581049
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3723,
    "evaluation_days": 1861.5,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1601251200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759897851453,
    "expiration_time": 1764706608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 26,
            "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)