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Trade: ONE/USDT/120/PWMA/VWMA/1516

Strategy
ONE/USDT/120/PWMA/VWMA/1516
Pair
ONE_USDT
Interval
2h
Score
339927
Daily Profit
0.252992
Profit Factor
1.241773
Profitability
43.554007
Streak
6.481304
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 527066.7011 564416.6064 -37349.9053 8654.3349 388646.1802 -379991.8452
Total P&L (%) 527.0667 564.4166 -37.3499 8.6543 388.6462 -379.9918
Avg Daily Profit (%) 0.253 0.2709 -0.0179 0.004 0.0762 0
Buy And Hold Return (%) 97.6967 97.6967 97.6967 97.6967 97.6967 97.6967
Max Trade Drawdown -193614 -136351 -223052 -1434706 -1156175 -974739
Profit Factor 1.2418 1.4995 0.9644 1.0007 1.059 0.9331
Total Trades 574 287 287 574 287 287
Winning Trades 250 123 127 250 123 127
Losing Trades 324 164 160 324 164 160
Profitability (%) 43.554 42.8571 44.2509 43.554 42.8571 44.2509
Ratio Avg Win / Avg Loss 1.6093 1.9994 1.215 1.2969 1.412 1.1756
Largest Winning Trade 176144 176144 55597 483931 483931 233529
Largest Losing Trade -33942 -33942 -32711 -327308 -327308 -224131
Avg Bars in Trades 43 46 40 43 46 40
Avg Bars in Winners 58 64 53 58 64 53
Avg Bars in Losers 31 32 29 31 32 29
Bars Traded 24799 13225 11575 24799 13225 11575
Profit Streak 6.4813 0 7.648 6.4813 0 7.648
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339927 302790 -579723 -571841 -250957 -579723
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": 1580457600000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759642384653,
    "expiration_time": 1766116800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 95,
            "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": [
        [
            527066.7011158519,
            564416.6064042245,
            -37349.9052883725,
            8654.3349462583,
            388646.180171265,
            -379991.8452250067
        ],
        [
            527.066701,
            564.416606,
            -37.349905,
            8.654335,
            388.64618,
            -379.991845
        ],
        [
            0.252992,
            0.27092,
            -0.017928,
            0.003984,
            0.07618,
            0
        ],
        [
            97.696737,
            97.696737,
            97.696737,
            97.696737,
            97.696737,
            97.696737
        ],
        [
            -193614,
            -136351,
            -223052,
            -1434706,
            -1156175,
            -974739
        ],
        [
            1.241773,
            1.499533,
            0.964432,
            1.000705,
            1.058979,
            0.933096
        ],
        [
            574,
            287,
            287,
            574,
            287,
            287
        ],
        [
            250,
            123,
            127,
            250,
            123,
            127
        ],
        [
            324,
            164,
            160,
            324,
            164,
            160
        ],
        [
            43.554007,
            42.857143,
            44.250871,
            43.554007,
            42.857143,
            44.250871
        ],
        [
            1.609338,
            1.999377,
            1.215033,
            1.296914,
            1.411972,
            1.175554
        ],
        [
            176144,
            176144,
            55597,
            483931,
            483931,
            233529
        ],
        [
            -33942,
            -33942,
            -32711,
            -327308,
            -327308,
            -224131
        ],
        [
            43,
            46,
            40,
            43,
            46,
            40
        ],
        [
            58,
            64,
            53,
            58,
            64,
            53
        ],
        [
            31,
            32,
            29,
            31,
            32,
            29
        ],
        [
            24799,
            13225,
            11575,
            24799,
            13225,
            11575
        ],
        [
            6.481304,
            0,
            7.64797,
            6.481304,
            0,
            7.64797
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339927,
            302790,
            -579723,
            -571841,
            -250957,
            -579723
        ]
    ]
}
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": 1580457600000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759642384653,
    "expiration_time": 1766116800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 95,
            "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)