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Trade: ONE/USDT/120/PWMA/DCM/9226

Strategy
ONE/USDT/120/PWMA/DCM/9226
Pair
ONE_USDT
Interval
2h
Score
329939
Daily Profit
0.267982
Profit Factor
1.284178
Profitability
39.892183
Streak
35.731306
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-05 08:33
Expiration Time
2025-12-19 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 558294.0536 757366.9348 -199072.8812 -97383.5046 554608.2291 -651991.7337
Total P&L (%) 558.2941 757.3669 -199.0729 -97.3835 554.6082 -651.9917
Avg Daily Profit (%) 0.268 0.3635 -0.0956 -0.1747 0.0902 0
Buy And Hold Return (%) 63.4921 63.4921 63.4921 63.4921 63.4921 63.4921
Max Trade Drawdown -414427 -209326 -266592 -3080766 -1814268 -1400078
Profit Factor 1.2842 1.7349 0.7869 0.9812 1.1897 0.7099
Total Trades 371 185 186 371 185 186
Winning Trades 148 70 78 148 70 78
Losing Trades 223 115 108 223 115 108
Profitability (%) 39.8922 37.8378 41.9355 39.8922 37.8378 41.9355
Ratio Avg Win / Avg Loss 1.9349 2.8501 1.0895 1.4784 1.9544 0.983
Largest Winning Trade 615530 615530 38692 2087886 2087886 655991
Largest Losing Trade -44475 -44475 -38572 -695913 -695913 -380350
Avg Bars in Trades 66 77 55 66 77 55
Avg Bars in Winners 91 109 75 91 109 75
Avg Bars in Losers 49 58 40 49 58 40
Bars Traded 24643 14378 10265 24643 14378 10265
Profit Streak 35.7313 35.7313 43.2313 35.7313 35.7313 43.2313
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329939 322219 -580841 -579663 -86648 -582508
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579572000000,
    "first_datapoint_time": 1581134400000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759642384815,
    "expiration_time": 1766116800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 218,
            "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": [
        [
            558294.0536035427,
            757366.9348200209,
            -199072.8812164779,
            -97383.5045797268,
            554608.2291434655,
            -651991.733723192
        ],
        [
            558.294054,
            757.366935,
            -199.072881,
            -97.383505,
            554.608229,
            -651.991734
        ],
        [
            0.267982,
            0.363537,
            -0.095555,
            -0.174728,
            0.090226,
            0
        ],
        [
            63.492063,
            63.492063,
            63.492063,
            63.492063,
            63.492063,
            63.492063
        ],
        [
            -414427,
            -209326,
            -266592,
            -3080766,
            -1814268,
            -1400078
        ],
        [
            1.284178,
            1.734871,
            0.786856,
            0.98117,
            1.189663,
            0.709925
        ],
        [
            371,
            185,
            186,
            371,
            185,
            186
        ],
        [
            148,
            70,
            78,
            148,
            70,
            78
        ],
        [
            223,
            115,
            108,
            223,
            115,
            108
        ],
        [
            39.892183,
            37.837838,
            41.935484,
            39.892183,
            37.837838,
            41.935484
        ],
        [
            1.934944,
            2.850145,
            1.089492,
            1.478385,
            1.954446,
            0.982973
        ],
        [
            615530,
            615530,
            38692,
            2087886,
            2087886,
            655991
        ],
        [
            -44475,
            -44475,
            -38572,
            -695913,
            -695913,
            -380350
        ],
        [
            66,
            77,
            55,
            66,
            77,
            55
        ],
        [
            91,
            109,
            75,
            91,
            109,
            75
        ],
        [
            49,
            58,
            40,
            49,
            58,
            40
        ],
        [
            24643,
            14378,
            10265,
            24643,
            14378,
            10265
        ],
        [
            35.731306,
            35.731306,
            43.231306,
            35.731306,
            35.731306,
            43.231306
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329939,
            322219,
            -580841,
            -579663,
            -86648,
            -582508
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579572000000,
    "first_datapoint_time": 1581134400000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759642384815,
    "expiration_time": 1766116800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 218,
            "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)