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Trade: ETH/USDT/480/SINWMA/SMA/3751

Strategy
ETH/USDT/480/SINWMA/SMA/3751
Pair
ETH_USDT
Interval
8h
Score
465368
Daily Profit
0.173363
Profit Factor
3.091477
Profitability
58.064516
Streak
327.645796
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-26 18:29
Expiration Time
2025-12-10 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 730517.9962 706823.2166 23694.7795 7071395.6495 7501259.1787 -429863.5292
Total P&L (%) 730.518 706.8232 23.6948 7071.3957 7501.2592 -429.8635
Avg Daily Profit (%) 0.2922 0.2827 0.0095 0.171 0.1734 0
Buy And Hold Return (%) 2527.8838 2527.8838 2527.8838 2527.8838 2527.8838 2527.8838
Max Trade Drawdown -68095 -31779 -70813 -3264379 -1688434 -2810206
Profit Factor 3.3794 7.5161 1.1193 1.707 3.0915 0.933
Total Trades 62 31 31 62 31 31
Winning Trades 28 18 10 28 18 10
Losing Trades 34 13 21 34 13 21
Profitability (%) 45.1613 58.0645 32.2581 45.1613 58.0645 32.2581
Ratio Avg Win / Avg Loss 4.1035 5.4283 2.3506 2.0727 2.2327 1.9593
Largest Winning Trade 321706 321706 50960 2395910 2395910 2006297
Largest Losing Trade -20825 -20771 -20825 -1256074 -1152402 -1256074
Avg Bars in Trades 117 128 107 117 128 107
Avg Bars in Winners 189 184 200 189 184 200
Avg Bars in Losers 58 52 62 58 52 62
Bars Traded 7315 3997 3318 7315 3997 3318
Profit Streak 78.9791 327.6458 0 78.9791 327.6458 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -310313 -146154 -441028 -152090 465368 -584939
Evaluation Data
{
    "trading_pair": "ETH_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542873600000,
    "first_datapoint_time": 1546992000000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758900596776,
    "expiration_time": 1765354464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 32,
            "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": [
        [
            730517.9961621845,
            706823.2166127468,
            23694.7795494377,
            7071395.649511993,
            7501259.178695958,
            -429863.5291839661
        ],
        [
            730.517996,
            706.823217,
            23.69478,
            7071.39565,
            7501.259179,
            -429.863529
        ],
        [
            0.292169,
            0.282692,
            0.009477,
            0.171031,
            0.173363,
            0
        ],
        [
            2527.883845,
            2527.883845,
            2527.883845,
            2527.883845,
            2527.883845,
            2527.883845
        ],
        [
            -68095,
            -31779,
            -70813,
            -3264379,
            -1688434,
            -2810206
        ],
        [
            3.379381,
            7.516077,
            1.119341,
            1.706964,
            3.091477,
            0.933
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            28,
            18,
            10,
            28,
            18,
            10
        ],
        [
            34,
            13,
            21,
            34,
            13,
            21
        ],
        [
            45.16129,
            58.064516,
            32.258065,
            45.16129,
            58.064516,
            32.258065
        ],
        [
            4.103534,
            5.428278,
            2.350617,
            2.072742,
            2.232734,
            1.959301
        ],
        [
            321706,
            321706,
            50960,
            2395910,
            2395910,
            2006297
        ],
        [
            -20825,
            -20771,
            -20825,
            -1256074,
            -1152402,
            -1256074
        ],
        [
            117,
            128,
            107,
            117,
            128,
            107
        ],
        [
            189,
            184,
            200,
            189,
            184,
            200
        ],
        [
            58,
            52,
            62,
            58,
            52,
            62
        ],
        [
            7315,
            3997,
            3318,
            7315,
            3997,
            3318
        ],
        [
            78.979129,
            327.645796,
            0,
            78.979129,
            327.645796,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -310313,
            -146154,
            -441028,
            -152090,
            465368,
            -584939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETH_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542873600000,
    "first_datapoint_time": 1546992000000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758900596776,
    "expiration_time": 1765354464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 32,
            "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)