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Trade: NEAR/USDT/720/SSF/PWMA/6144

Strategy
NEAR/USDT/720/SSF/PWMA/6144
Pair
NEAR_USDT
Interval
12h
Score
603589
Daily Profit
0.157828
Profit Factor
3.226813
Profitability
70.967742
Streak
168.643534
Best Strategy
Training Data Length
1818.500000
Evaluation Time
2025-10-06 06:26
Expiration Time
2025-11-29 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 163382.0502 391602.9588 -228220.9086 -101044.8553 1659884.7019 -1760929.5572
Total P&L (%) 163.3821 391.603 -228.2209 -101.0449 1659.8847 -1760.9296
Avg Daily Profit (%) 0.0898 0.2153 -0.1255 0 0.1578 0
Buy And Hold Return (%) 190.1641 190.1641 190.1641 190.1641 190.1641 190.1641
Max Trade Drawdown -404911 -140382 -288675 -2843489 -562208 -2315470
Profit Factor 1.1952 2.2675 0.5679 0.9676 3.2268 0.2565
Total Trades 62 31 31 62 31 31
Winning Trades 25 10 15 39 22 17
Losing Trades 37 21 16 23 9 14
Profitability (%) 40.3226 32.2581 48.3871 62.9032 70.9677 54.8387
Ratio Avg Win / Avg Loss 1.7688 4.7618 0.6058 0.5706 1.3201 0.2113
Largest Winning Trade 290726 290726 65211 1631383 1631383 305207
Largest Losing Trade -109285 -60343 -109285 -1188593 -562208 -1188593
Avg Bars in Trades 56 51 60 56 51 60
Avg Bars in Winners 75 73 75 48 48 49
Avg Bars in Losers 43 41 45 68 60 73
Bars Traded 3475 1610 1865 3475 1610 1865
Profit Streak 0 0 0 168.6435 168.6435 179.1435
Trades During Streak 0 0 0 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -406073 -1364 -581445 -736137 603589 -578806
Evaluation Data
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3637,
    "evaluation_days": 1818.5,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1606003200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759721201345,
    "expiration_time": 1764422352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 191,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 79,
            "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": [
        [
            163382.0502405772,
            391602.958831873,
            -228220.9085912957,
            -101044.8553308883,
            1659884.7018938004,
            -1760929.5572246888
        ],
        [
            163.38205,
            391.602959,
            -228.220909,
            -101.044855,
            1659.884702,
            -1760.929557
        ],
        [
            0.089844,
            0.215344,
            -0.1255,
            0,
            0.157828,
            0
        ],
        [
            190.164096,
            190.164096,
            190.164096,
            190.164096,
            190.164096,
            190.164096
        ],
        [
            -404911,
            -140382,
            -288675,
            -2843489,
            -562208,
            -2315470
        ],
        [
            1.19516,
            2.267535,
            0.567944,
            0.967551,
            3.226813,
            0.256535
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            25,
            10,
            15,
            39,
            22,
            17
        ],
        [
            37,
            21,
            16,
            23,
            9,
            14
        ],
        [
            40.322581,
            32.258065,
            48.387097,
            62.903226,
            70.967742,
            54.83871
        ],
        [
            1.768837,
            4.761823,
            0.605807,
            0.570607,
            1.32006,
            0.211264
        ],
        [
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            290726,
            65211,
            1631383,
            1631383,
            305207
        ],
        [
            -109285,
            -60343,
            -109285,
            -1188593,
            -562208,
            -1188593
        ],
        [
            56,
            51,
            60,
            56,
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        ],
        [
            75,
            73,
            75,
            48,
            48,
            49
        ],
        [
            43,
            41,
            45,
            68,
            60,
            73
        ],
        [
            3475,
            1610,
            1865,
            3475,
            1610,
            1865
        ],
        [
            0,
            0,
            0,
            168.643534,
            168.643534,
            179.143534
        ],
        [
            0,
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            0,
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            3,
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        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -406073,
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            -581445,
            -736137,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEAR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3637,
    "evaluation_days": 1818.5,
    "actual_first_datapoint_time": 1602633600000,
    "first_datapoint_time": 1606003200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759721201345,
    "expiration_time": 1764422352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 191,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 79,
            "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)