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Trade: FIL/USDT/120/DCM/WMA/2166

Strategy
FIL/USDT/120/DCM/WMA/2166
Pair
FIL_USDT
Interval
2h
Score
462843
Daily Profit
0.279364
Profit Factor
1.619970
Profitability
50.810811
Streak
0.000000
Best Strategy
Training Data Length
1814.500000
Evaluation Time
2025-10-04 17:45
Expiration Time
2025-12-08 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 506905.6758 264587.7556 242317.9202 988617.6039 114050.6374 874566.9665
Total P&L (%) 506.9057 264.5878 242.3179 988.6176 114.0506 874.567
Avg Daily Profit (%) 0.2794 0.1458 0.1335 0.1317 0.042 0.1256
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89410 -100737 -63956 -1992238 -1529344 -897908
Profit Factor 1.62 1.6033 1.6393 1.1242 1.0273 1.2313
Total Trades 185 93 92 185 93 92
Winning Trades 94 45 49 94 45 49
Losing Trades 91 48 43 91 48 43
Profitability (%) 50.8108 48.3871 53.2609 50.8108 48.3871 53.2609
Ratio Avg Win / Avg Loss 1.5683 1.7102 1.4385 1.0883 1.0958 1.0805
Largest Winning Trade 95478 95478 61856 1180468 1180468 801539
Largest Losing Trade -55457 -26148 -55457 -554386 -386609 -554386
Avg Bars in Trades 115 82 148 115 82 148
Avg Bars in Winners 146 89 198 146 89 198
Avg Bars in Losers 83 76 91 83 76 91
Bars Traded 21330 7693 13637 21330 7693 13637
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 462843 133942 -12639 -99665 -328301 -25201
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21774,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604325600000,
    "last_datapoint_time": 1759586400000,
    "evaluation_time": 1759589124998,
    "expiration_time": 1765230220800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 66,
            "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": [
        [
            506905.6758404099,
            264587.7556188941,
            242317.9202215158,
            988617.6038812557,
            114050.637364636,
            874566.9665166191
        ],
        [
            506.905676,
            264.587756,
            242.31792,
            988.617604,
            114.050637,
            874.566967
        ],
        [
            0.279364,
            0.145819,
            0.133545,
            0.131665,
            0.041951,
            0.125558
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89410,
            -100737,
            -63956,
            -1992238,
            -1529344,
            -897908
        ],
        [
            1.61997,
            1.603302,
            1.639253,
            1.124204,
            1.0273,
            1.23125
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            94,
            45,
            49,
            94,
            45,
            49
        ],
        [
            91,
            48,
            43,
            91,
            48,
            43
        ],
        [
            50.810811,
            48.387097,
            53.26087,
            50.810811,
            48.387097,
            53.26087
        ],
        [
            1.568269,
            1.710189,
            1.438529,
            1.088325,
            1.095786,
            1.080485
        ],
        [
            95478,
            95478,
            61856,
            1180468,
            1180468,
            801539
        ],
        [
            -55457,
            -26148,
            -55457,
            -554386,
            -386609,
            -554386
        ],
        [
            115,
            82,
            148,
            115,
            82,
            148
        ],
        [
            146,
            89,
            198,
            146,
            89,
            198
        ],
        [
            83,
            76,
            91,
            83,
            76,
            91
        ],
        [
            21330,
            7693,
            13637,
            21330,
            7693,
            13637
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            462843,
            133942,
            -12639,
            -99665,
            -328301,
            -25201
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21774,
    "evaluation_days": 1814.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604325600000,
    "last_datapoint_time": 1759586400000,
    "evaluation_time": 1759589124998,
    "expiration_time": 1765230220800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 66,
            "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)