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Trade: ONE/USDT/120/PWMA/HILO/7894

Strategy
ONE/USDT/120/PWMA/HILO/7894
Pair
ONE_USDT
Interval
2h
Score
492970
Daily Profit
0.528543
Profit Factor
1.625759
Profitability
43.507973
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 18:42
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1100690.1438 1073893.0882 26797.0557 295717.4088 395353.2773 -99635.8685
Total P&L (%) 1100.6901 1073.8931 26.7971 295.7174 395.3533 -99.6359
Avg Daily Profit (%) 0.5285 0.5157 0.0129 0.0661 0.0769 -0.2693
Buy And Hold Return (%) 96.5021 96.5021 96.5021 96.5021 96.5021 96.5021
Max Trade Drawdown -190247 -142758 -209260 -3027387 -2379503 -1206416
Profit Factor 1.6258 2.2515 1.0297 1.0194 1.0493 0.9863
Total Trades 439 220 219 439 220 219
Winning Trades 191 82 109 191 82 109
Losing Trades 248 138 110 248 138 110
Profitability (%) 43.508 37.2727 49.7717 43.508 37.2727 49.7717
Ratio Avg Win / Avg Loss 2.1109 3.789 1.0392 1.3236 1.7659 0.9953
Largest Winning Trade 676555 676555 44983 1626799 1626799 320082
Largest Losing Trade -27430 -24405 -27430 -563522 -563522 -393046
Avg Bars in Trades 56 52 60 56 52 60
Avg Bars in Winners 83 87 80 83 87 80
Avg Bars in Losers 35 32 40 35 32 40
Bars Traded 24797 11573 13224 24797 11573 13224
Profit Streak 0 0 17.3211 0 0 17.3211
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 492970 384037 -528162 -307211 -261973 -579707

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579708800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758901339635,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1100690.1438255878,
            1073893.0881710781,
            26797.0556545069,
            295717.4088198131,
            395353.2772817627,
            -99635.8684619511
        ],
        [
            1100.690144,
            1073.893088,
            26.797056,
            295.717409,
            395.353277,
            -99.635868
        ],
        [
            0.528543,
            0.515675,
            0.012868,
            0.066074,
            0.076865,
            -0.269284
        ],
        [
            96.502058,
            96.502058,
            96.502058,
            96.502058,
            96.502058,
            96.502058
        ],
        [
            -190247,
            -142758,
            -209260,
            -3027387,
            -2379503,
            -1206416
        ],
        [
            1.625759,
            2.251451,
            1.029746,
            1.01937,
            1.04932,
            0.986258
        ],
        [
            439,
            220,
            219,
            439,
            220,
            219
        ],
        [
            191,
            82,
            109,
            191,
            82,
            109
        ],
        [
            248,
            138,
            110,
            248,
            138,
            110
        ],
        [
            43.507973,
            37.272727,
            49.771689,
            43.507973,
            37.272727,
            49.771689
        ],
        [
            2.110933,
            3.789028,
            1.039194,
            1.323581,
            1.765929,
            0.995306
        ],
        [
            676555,
            676555,
            44983,
            1626799,
            1626799,
            320082
        ],
        [
            -27430,
            -24405,
            -27430,
            -563522,
            -563522,
            -393046
        ],
        [
            56,
            52,
            60,
            56,
            52,
            60
        ],
        [
            83,
            87,
            80,
            83,
            87,
            80
        ],
        [
            35,
            32,
            40,
            35,
            32,
            40
        ],
        [
            24797,
            11573,
            13224,
            24797,
            11573,
            13224
        ],
        [
            0,
            0,
            17.32106,
            0,
            0,
            17.321061
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            492970,
            384037,
            -528162,
            -307211,
            -261973,
            -579707
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579708800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758901339635,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)