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Trade: NEAR/USDT/360/WMA/MIDPRICE/2113

Strategy
NEAR/USDT/360/WMA/MIDPRICE/2113
Pair
NEAR_USDT
Interval
6h
Score
592227
Daily Profit
0.196115
Profit Factor
4.244232
Profitability
54.545455
Streak
78.295902
Best Strategy
Training Data Length
1815.000000
Evaluation Time
2025-10-03 04:06
Expiration Time
2025-11-26 06:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 696163.6646 540072.6938 156090.9709 4524615.0426 1122351.6967 3402263.3459
Total P&L (%) 696.1637 540.0727 156.091 4524.615 1122.3517 3402.2633
Avg Daily Profit (%) 0.3836 0.2976 0.086 0.2115 0.138 0.1961
Buy And Hold Return (%) 174.7008 174.7008 174.7008 174.7008 174.7008 174.7008
Max Trade Drawdown -77609 -106994 -85606 -1996959 -2393913 -279838
Profit Factor 2.1837 2.7454 1.5601 2.0211 1.3318 4.2442
Total Trades 87 43 44 87 43 44
Winning Trades 50 26 24 50 26 24
Losing Trades 37 17 20 37 17 20
Profitability (%) 57.4713 60.4651 54.5455 57.4713 60.4651 54.5455
Ratio Avg Win / Avg Loss 1.6159 1.7951 1.3 1.4956 0.8708 3.5369
Largest Winning Trade 86529 86529 34015 1515272 1515272 814386
Largest Losing Trade -50150 -38187 -50150 -1690217 -1690217 -240884
Avg Bars in Trades 79 116 42 79 116 42
Avg Bars in Winners 92 121 61 92 121 61
Avg Bars in Losers 61 110 19 61 110 19
Bars Traded 6895 5026 1869 6895 5026 1869
Profit Streak 78.2959 136.2959 78.2959 78.2959 136.2959 78.2959
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 492848 484137 -241037 469081 -7765 592227
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7260,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1606759200000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759453565913,
    "expiration_time": 1764132480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "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": [
        [
            696163.6646057105,
            540072.6937531546,
            156090.9708525559,
            4524615.042624712,
            1122351.6967405127,
            3402263.3458841993
        ],
        [
            696.163665,
            540.072694,
            156.090971,
            4524.615043,
            1122.351697,
            3402.263346
        ],
        [
            0.383561,
            0.297561,
            0.086001,
            0.211462,
            0.138021,
            0.196115
        ],
        [
            174.700807,
            174.700807,
            174.700807,
            174.700807,
            174.700807,
            174.700807
        ],
        [
            -77609,
            -106994,
            -85606,
            -1996959,
            -2393913,
            -279838
        ],
        [
            2.183681,
            2.745406,
            1.56005,
            2.021084,
            1.331814,
            4.244232
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            57.471264,
            60.465116,
            54.545455,
            57.471264,
            60.465116,
            54.545455
        ],
        [
            1.615924,
            1.795073,
            1.300041,
            1.495602,
            0.870801,
            3.53686
        ],
        [
            86529,
            86529,
            34015,
            1515272,
            1515272,
            814386
        ],
        [
            -50150,
            -38187,
            -50150,
            -1690217,
            -1690217,
            -240884
        ],
        [
            79,
            116,
            42,
            79,
            116,
            42
        ],
        [
            92,
            121,
            61,
            92,
            121,
            61
        ],
        [
            61,
            110,
            19,
            61,
            110,
            19
        ],
        [
            6895,
            5026,
            1869,
            6895,
            5026,
            1869
        ],
        [
            78.295902,
            136.295902,
            78.295902,
            78.295902,
            136.295902,
            78.295902
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            492848,
            484137,
            -241037,
            469081,
            -7765,
            592227
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7260,
    "evaluation_days": 1815,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1606759200000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759453565913,
    "expiration_time": 1764132480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "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)