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Trade: ONE/USDT/120/T3/WMA/2255

Strategy
ONE/USDT/120/T3/WMA/2255
Pair
ONE_USDT
Interval
2h
Score
437115
Daily Profit
0.419702
Profit Factor
1.893550
Profitability
45.689655
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 13:21
Expiration Time
2025-12-13 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 874377.8264 824048.0699 50329.7565 372777.4835 714018.9819 -341241.4984
Total P&L (%) 874.3778 824.0481 50.3298 372.7775 714.019 -341.2415
Avg Daily Profit (%) 0.4197 0.3955 0.0242 0.0746 0.1007 0
Buy And Hold Return (%) 81.336 81.336 81.336 81.336 81.336 81.336
Max Trade Drawdown -121908 -153955 -221298 -588087 -409444 -912993
Profit Factor 1.8936 2.7121 1.1012 1.1062 1.4214 0.8122
Total Trades 116 58 58 116 58 58
Winning Trades 53 25 28 53 25 28
Losing Trades 63 33 30 63 33 30
Profitability (%) 45.6897 43.1034 48.2759 45.6897 43.1034 48.2759
Ratio Avg Win / Avg Loss 2.2508 3.58 1.1799 1.3149 1.8763 0.8702
Largest Winning Trade 309938 309938 65357 491781 491781 207244
Largest Losing Trade -73093 -47819 -73093 -431031 -196054 -431031
Avg Bars in Trades 211 222 199 211 222 199
Avg Bars in Winners 321 339 305 321 339 305
Avg Bars in Losers 118 133 101 118 133 101
Bars Traded 24494 12907 11587 24494 12907 11587
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437115 -167853 -616285 -200169 -238926 -761503
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579068000000,
    "first_datapoint_time": 1580248800000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759141265480,
    "expiration_time": 1765612800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 165,
            "offset": 0,
            "a": 0.69178
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 142,
            "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": [
        [
            874377.826394247,
            824048.0699065693,
            50329.756487678,
            372777.4834782201,
            714018.9818514099,
            -341241.4983731894
        ],
        [
            874.377826,
            824.04807,
            50.329756,
            372.777483,
            714.018982,
            -341.241498
        ],
        [
            0.419702,
            0.395544,
            0.024158,
            0.074594,
            0.100698,
            0
        ],
        [
            81.335953,
            81.335953,
            81.335953,
            81.335953,
            81.335953,
            81.335953
        ],
        [
            -121908,
            -153955,
            -221298,
            -588087,
            -409444,
            -912993
        ],
        [
            1.89355,
            2.712095,
            1.101219,
            1.106161,
            1.421405,
            0.812201
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            45.689655,
            43.103448,
            48.275862,
            45.689655,
            43.103448,
            48.275862
        ],
        [
            2.250823,
            3.579965,
            1.179878,
            1.314871,
            1.876255,
            0.870215
        ],
        [
            309938,
            309938,
            65357,
            491781,
            491781,
            207244
        ],
        [
            -73093,
            -47819,
            -73093,
            -431031,
            -196054,
            -431031
        ],
        [
            211,
            222,
            199,
            211,
            222,
            199
        ],
        [
            321,
            339,
            305,
            321,
            339,
            305
        ],
        [
            118,
            133,
            101,
            118,
            133,
            101
        ],
        [
            24494,
            12907,
            11587,
            24494,
            12907,
            11587
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437115,
            -167853,
            -616285,
            -200169,
            -238926,
            -761503
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579068000000,
    "first_datapoint_time": 1580248800000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759141265480,
    "expiration_time": 1765612800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 165,
            "offset": 0,
            "a": 0.69178
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 142,
            "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)