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Trade: STX/USDT/720/DCM/HILO/6687

Strategy
STX/USDT/720/DCM/HILO/6687
Pair
STX_USDT
Interval
12h
Score
330412
Daily Profit
0.400228
Profit Factor
5.306619
Profitability
57.575758
Streak
0.000000
Best Strategy
Training Data Length
2162.000000
Evaluation Time
2025-09-27 06:26
Expiration Time
2025-11-28 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 888196.7699 865292.1801 22904.5898 -3476286.2919 2246955.9067 -5723242.1986
Total P&L (%) 888.1968 865.2922 22.9046 -3476.2863 2246.9559 -5723.2422
Avg Daily Profit (%) 0.4108 0.4002 0.0106 0 0.1461 0
Buy And Hold Return (%) 540.4255 540.4255 540.4255 540.4255 540.4255 540.4255
Max Trade Drawdown -138751 -63991 -144523 -11267852 -4442920 -7820222
Profit Factor 2.821 5.3066 1.0799 0.7898 1.3204 0.3993
Total Trades 65 33 32 65 33 32
Winning Trades 36 19 17 31 19 12
Losing Trades 29 14 15 34 14 20
Profitability (%) 55.3846 57.5758 53.125 47.6923 57.5758 37.5
Ratio Avg Win / Avg Loss 2.2725 3.9101 0.9528 0.8663 0.9729 0.6654
Largest Winning Trade 556820 556820 77714 3307934 3307934 1271413
Largest Losing Trade -138751 -37299 -138751 -3361814 -3361814 -3077749
Avg Bars in Trades 61 47 76 61 47 76
Avg Bars in Winners 81 52 114 61 41 92
Avg Bars in Losers 37 41 34 62 55 66
Bars Traded 4024 1574 2450 4024 1574 2450
Profit Streak 0 0 0 138.6433 320.1433 138.6433
Trades During Streak 0 0 0 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -129342 330412 -478437 -716260 41472 -584710
Evaluation Data
{
    "trading_pair": "STX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4324,
    "evaluation_days": 2162,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1580428800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758943580864,
    "expiration_time": 1764319104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            888196.7699409369,
            865292.1801156988,
            22904.5898252379,
            -3476286.291902782,
            2246955.906655162,
            -5723242.198557945
        ],
        [
            888.19677,
            865.29218,
            22.90459,
            -3476.286292,
            2246.955907,
            -5723.242199
        ],
        [
            0.410822,
            0.400228,
            0.010594,
            0,
            0.146069,
            0
        ],
        [
            540.425532,
            540.425532,
            540.425532,
            540.425532,
            540.425532,
            540.425532
        ],
        [
            -138751,
            -63991,
            -144523,
            -11267852,
            -4442920,
            -7820222
        ],
        [
            2.821038,
            5.306619,
            1.079857,
            0.789833,
            1.320368,
            0.399254
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            36,
            19,
            17,
            31,
            19,
            12
        ],
        [
            29,
            14,
            15,
            34,
            14,
            20
        ],
        [
            55.384615,
            57.575758,
            53.125,
            47.692308,
            57.575758,
            37.5
        ],
        [
            2.272503,
            3.91014,
            0.952815,
            0.866268,
            0.972903,
            0.665424
        ],
        [
            556820,
            556820,
            77714,
            3307934,
            3307934,
            1271413
        ],
        [
            -138751,
            -37299,
            -138751,
            -3361814,
            -3361814,
            -3077749
        ],
        [
            61,
            47,
            76,
            61,
            47,
            76
        ],
        [
            81,
            52,
            114,
            61,
            41,
            92
        ],
        [
            37,
            41,
            34,
            62,
            55,
            66
        ],
        [
            4024,
            1574,
            2450,
            4024,
            1574,
            2450
        ],
        [
            0,
            0,
            0,
            138.643297,
            320.143297,
            138.643297
        ],
        [
            0,
            0,
            0,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -129342,
            330412,
            -478437,
            -716260,
            41472,
            -584710
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "STX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4324,
    "evaluation_days": 2162,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1580428800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758943580864,
    "expiration_time": 1764319104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)