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Trade: ETC/USDT/720/MIDPRICE/DCM/6280

Strategy
ETC/USDT/720/MIDPRICE/DCM/6280
Pair
ETC_USDT
Interval
12h
Score
330716
Daily Profit
0.326141
Profit Factor
1.980131
Profitability
46.715328
Streak
17.224124
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 20:22
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 815352.6772 820411.9607 -5059.2835 298928.2375 465635.9933 -166707.7558
Total P&L (%) 815.3527 820.412 -5.0593 298.9282 465.636 -166.7078
Avg Daily Profit (%) 0.3261 0.3282 -0.002 0.0554 0.0693 0
Buy And Hold Return (%) 298.036 298.036 298.036 298.036 298.036 298.036
Max Trade Drawdown -259259 -133483 -128303 -3162981 -1972012 -1258165
Profit Factor 1.9801 3.0285 0.9882 1.0542 1.1542 0.9331
Total Trades 137 69 68 137 69 68
Winning Trades 64 29 35 64 29 35
Losing Trades 73 40 33 73 40 33
Profitability (%) 46.7153 42.029 51.4706 46.7153 42.029 51.4706
Ratio Avg Win / Avg Loss 2.2586 4.1772 0.9317 1.2025 1.592 0.8798
Largest Winning Trade 499765 499765 56963 1741973 1741973 439725
Largest Losing Trade -64800 -39031 -64800 -715612 -715612 -559829
Avg Bars in Trades 35 40 31 35 40 31
Avg Bars in Winners 47 54 41 47 54 41
Avg Bars in Losers 25 29 20 25 29 20
Bars Traded 4902 2778 2124 4902 2778 2124
Profit Streak 17.2241 20.2241 0 17.2241 20.2241 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 330716 -92916 -689767 -445044 -264428 -689767

Evaluation Data

{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1545782400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758907364337,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 20,
            "offset": 42
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "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": [
        [
            815352.6771517113,
            820411.9607006935,
            -5059.2835489823,
            298928.2375279907,
            465635.9933036091,
            -166707.7557756174
        ],
        [
            815.352677,
            820.411961,
            -5.059284,
            298.928238,
            465.635993,
            -166.707756
        ],
        [
            0.326141,
            0.328165,
            -0.002024,
            0.05536,
            0.069335,
            0
        ],
        [
            298.036048,
            298.036048,
            298.036048,
            298.036048,
            298.036048,
            298.036048
        ],
        [
            -259259,
            -133483,
            -128303,
            -3162981,
            -1972012,
            -1258165
        ],
        [
            1.980131,
            3.028453,
            0.988163,
            1.054243,
            1.154234,
            0.933099
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            64,
            29,
            35,
            64,
            29,
            35
        ],
        [
            73,
            40,
            33,
            73,
            40,
            33
        ],
        [
            46.715328,
            42.028986,
            51.470588,
            46.715328,
            42.028986,
            51.470588
        ],
        [
            2.258587,
            4.177177,
            0.931697,
            1.202496,
            1.592047,
            0.87978
        ],
        [
            499765,
            499765,
            56963,
            1741973,
            1741973,
            439725
        ],
        [
            -64800,
            -39031,
            -64800,
            -715612,
            -715612,
            -559829
        ],
        [
            35,
            40,
            31,
            35,
            40,
            31
        ],
        [
            47,
            54,
            41,
            47,
            54,
            41
        ],
        [
            25,
            29,
            20,
            25,
            29,
            20
        ],
        [
            4902,
            2778,
            2124,
            4902,
            2778,
            2124
        ],
        [
            17.224124,
            20.224124,
            0,
            17.224124,
            20.224124,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330716,
            -92916,
            -689767,
            -445044,
            -264428,
            -689767
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1545782400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758907364337,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 20,
            "offset": 42
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "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)