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Trade: ETC/USDT/720/WMA/MIDPRICE/6317

Strategy
ETC/USDT/720/WMA/MIDPRICE/6317
Pair
ETC_USDT
Interval
12h
Score
655054
Daily Profit
0.524409
Profit Factor
5.948704
Profitability
51.724138
Streak
161.278469
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-10-04 21:41
Expiration Time
2025-12-18 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1394392.9368 1311807.9584 82584.9783 2249708.932 1058129.6198 1191579.3122
Total P&L (%) 1394.3929 1311.808 82.585 2249.7089 1058.1296 1191.5793
Avg Daily Profit (%) 0.5574 0.5244 0.033 0.1263 0.098 0.1023
Buy And Hold Return (%) 329.5266 329.5266 329.5266 329.5266 329.5266 329.5266
Max Trade Drawdown -71722 -66443 -39600 -2381817 -2290572 -848450
Profit Factor 5.0513 5.9487 2.044 1.4048 1.2495 1.9055
Total Trades 59 29 30 59 29 30
Winning Trades 34 15 19 34 15 19
Losing Trades 25 14 11 25 14 11
Profitability (%) 57.6271 51.7241 63.3333 57.6271 51.7241 63.3333
Ratio Avg Win / Avg Loss 3.7142 5.5521 1.1834 1.033 1.1662 1.1032
Largest Winning Trade 1200983 1200983 29555 2548844 2548844 816045
Largest Losing Trade -39115 -39115 -23808 -909976 -909976 -523157
Avg Bars in Trades 79 126 34 79 126 34
Avg Bars in Winners 92 157 40 92 157 40
Avg Bars in Losers 63 93 25 63 93 25
Bars Traded 4718 3674 1044 4718 3674 1044
Profit Streak 161.2785 161.2785 203.7785 161.2785 161.2785 203.7785
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -160190 655054 -308750 -200508 -63783 -52966
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1552694400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759603259743,
    "expiration_time": 1766063088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 166,
            "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": [
        [
            1394392.93677033,
            1311807.9584303626,
            82584.9783399672,
            2249708.931994775,
            1058129.6198090732,
            1191579.3121857017
        ],
        [
            1394.392937,
            1311.807958,
            82.584978,
            2249.708932,
            1058.12962,
            1191.579312
        ],
        [
            0.557423,
            0.524409,
            0.033014,
            0.126279,
            0.097965,
            0.102329
        ],
        [
            329.526635,
            329.526635,
            329.526635,
            329.526635,
            329.526635,
            329.526635
        ],
        [
            -71722,
            -66443,
            -39600,
            -2381817,
            -2290572,
            -848450
        ],
        [
            5.051306,
            5.948704,
            2.044026,
            1.404833,
            1.249489,
            1.905499
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            25,
            14,
            11,
            25,
            14,
            11
        ],
        [
            57.627119,
            51.724138,
            63.333333,
            57.627119,
            51.724138,
            63.333333
        ],
        [
            3.714196,
            5.552124,
            1.183383,
            1.032965,
            1.166189,
            1.103184
        ],
        [
            1200983,
            1200983,
            29555,
            2548844,
            2548844,
            816045
        ],
        [
            -39115,
            -39115,
            -23808,
            -909976,
            -909976,
            -523157
        ],
        [
            79,
            126,
            34,
            79,
            126,
            34
        ],
        [
            92,
            157,
            40,
            92,
            157,
            40
        ],
        [
            63,
            93,
            25,
            63,
            93,
            25
        ],
        [
            4718,
            3674,
            1044,
            4718,
            3674,
            1044
        ],
        [
            161.278469,
            161.278469,
            203.778469,
            161.278469,
            161.278469,
            203.778469
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -160190,
            655054,
            -308750,
            -200508,
            -63783,
            -52966
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1552694400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759603259743,
    "expiration_time": 1766063088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 166,
            "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)