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Trade: ONE/USDT/120/DEMA/SINWMA/3526

Strategy
ONE/USDT/120/DEMA/SINWMA/3526
Pair
ONE_USDT
Interval
2h
Score
307384
Daily Profit
0.368467
Profit Factor
1.568517
Profitability
36.821705
Streak
0.000000
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-10-09 09:38
Expiration Time
2025-12-23 07:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 767546.1605 776187.4205 -8641.26 64324.6838 134345.7496 -70021.0658
Total P&L (%) 767.5462 776.1874 -8.6413 64.3247 134.3458 -70.0211
Avg Daily Profit (%) 0.3685 0.3726 -0.0041 0.0238 0.0409 -0.0578
Buy And Hold Return (%) 31.3202 31.3202 31.3202 31.3202 31.3202 31.3202
Max Trade Drawdown -151169 -147167 -224864 -745123 -641273 -455775
Profit Factor 1.5685 2.1127 0.9868 1.0164 1.0602 0.9588
Total Trades 258 129 129 258 129 129
Winning Trades 95 42 53 95 42 53
Losing Trades 163 87 76 163 87 76
Profitability (%) 36.8217 32.5581 41.0853 36.8217 32.5581 41.0853
Ratio Avg Win / Avg Loss 2.6912 4.3762 1.415 1.7438 2.196 1.3749
Largest Winning Trade 454733 454733 43614 416525 416525 110345
Largest Losing Trade -50407 -50407 -29710 -195121 -195121 -98800
Avg Bars in Trades 95 108 83 95 108 83
Avg Bars in Winners 154 181 132 154 181 132
Avg Bars in Losers 61 72 49 61 72 49
Bars Traded 24710 13935 10775 24710 13935 10775
Profit Streak 0 0 20.5265 0 0 20.5265
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307384 235292 -582236 -372747 -300487 -582236
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1581739200000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759991889643,
    "expiration_time": 1766468822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 25,
            "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": [
        [
            767546.160539262,
            776187.420489926,
            -8641.259950664,
            64324.6838409742,
            134345.749643695,
            -70021.0658027203
        ],
        [
            767.546161,
            776.18742,
            -8.64126,
            64.324684,
            134.34575,
            -70.021066
        ],
        [
            0.368467,
            0.372615,
            -0.004148,
            0.023846,
            0.040891,
            -0.057815
        ],
        [
            31.320225,
            31.320225,
            31.320225,
            31.320225,
            31.320225,
            31.320225
        ],
        [
            -151169,
            -147167,
            -224864,
            -745123,
            -641273,
            -455775
        ],
        [
            1.568517,
            2.112667,
            0.986757,
            1.016351,
            1.060158,
            0.958829
        ],
        [
            258,
            129,
            129,
            258,
            129,
            129
        ],
        [
            95,
            42,
            53,
            95,
            42,
            53
        ],
        [
            163,
            87,
            76,
            163,
            87,
            76
        ],
        [
            36.821705,
            32.55814,
            41.085271,
            36.821705,
            32.55814,
            41.085271
        ],
        [
            2.691244,
            4.376239,
            1.414972,
            1.743845,
            2.196041,
            1.374924
        ],
        [
            454733,
            454733,
            43614,
            416525,
            416525,
            110345
        ],
        [
            -50407,
            -50407,
            -29710,
            -195121,
            -195121,
            -98800
        ],
        [
            95,
            108,
            83,
            95,
            108,
            83
        ],
        [
            154,
            181,
            132,
            154,
            181,
            132
        ],
        [
            61,
            72,
            49,
            61,
            72,
            49
        ],
        [
            24710,
            13935,
            10775,
            24710,
            13935,
            10775
        ],
        [
            0,
            0,
            20.5265,
            0,
            0,
            20.5265
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307384,
            235292,
            -582236,
            -372747,
            -300487,
            -582236
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1581739200000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759991889643,
    "expiration_time": 1766468822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 25,
            "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)