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Trade: ONE/USDT/120/WMA/LINREG/3673

Strategy
ONE/USDT/120/WMA/LINREG/3673
Pair
ONE_USDT
Interval
2h
Score
613347
Daily Profit
1.673944
Profit Factor
7.373796
Profitability
35.416667
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 01:40
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 3485989.1701 3235089.2778 250899.8923 94651416.0913 21950123.9971 72701292.0942
Total P&L (%) 3485.9892 3235.0893 250.8999 94651.4161 21950.124 72701.2921
Avg Daily Profit (%) 1.6739 1.5535 0.1205 0.3297 0.2594 0.317
Buy And Hold Return (%) 58.1126 58.1126 58.1126 58.1126 58.1126 58.1126
Max Trade Drawdown -154719 -90622 -96599 -287382201 -200741946 -136050895
Profit Factor 7.3738 11.8314 2.0107 1.1596 1.0671 1.2735
Total Trades 96 48 48 96 48 48
Winning Trades 34 14 20 34 14 20
Losing Trades 62 34 28 62 34 28
Profitability (%) 35.4167 29.1667 41.6667 35.4167 29.1667 41.6667
Ratio Avg Win / Avg Loss 13.4463 28.7334 2.815 2.1145 2.5914 1.783
Largest Winning Trade 2718110 2718110 81460 134549984 134549984 89604366
Largest Losing Trade -23320 -21214 -23320 -48077613 -48077613 -29576720
Avg Bars in Trades 254 225 284 254 225 284
Avg Bars in Winners 555 537 568 555 537 568
Avg Bars in Losers 89 96 80 89 96 80
Bars Traded 24443 10806 13637 24443 10806 13637
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 613347 395510 -33437 -40153 -148477 249072
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": 1581861600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758926401209,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 233,
            "offset": 203
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 63,
            "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": [
        [
            3485989.170104244,
            3235089.277811055,
            250899.8922931876,
            94651416.09127417,
            21950123.997096807,
            72701292.09417738
        ],
        [
            3485.98917,
            3235.089278,
            250.899892,
            94651.416091,
            21950.123997,
            72701.292094
        ],
        [
            1.673944,
            1.553464,
            0.12048,
            0.329658,
            0.259443,
            0.316963
        ],
        [
            58.112583,
            58.112583,
            58.112583,
            58.112583,
            58.112583,
            58.112583
        ],
        [
            -154719,
            -90622,
            -96599,
            -287382201,
            -200741946,
            -136050895
        ],
        [
            7.373796,
            11.831405,
            2.010681,
            1.159575,
            1.06705,
            1.273545
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            34,
            14,
            20,
            34,
            14,
            20
        ],
        [
            62,
            34,
            28,
            62,
            34,
            28
        ],
        [
            35.416667,
            29.166667,
            41.666667,
            35.416667,
            29.166667,
            41.666667
        ],
        [
            13.446334,
            28.733412,
            2.814953,
            2.11452,
            2.591406,
            1.782963
        ],
        [
            2718110,
            2718110,
            81460,
            134549984,
            134549984,
            89604366
        ],
        [
            -23320,
            -21214,
            -23320,
            -48077613,
            -48077613,
            -29576720
        ],
        [
            254,
            225,
            284,
            254,
            225,
            284
        ],
        [
            555,
            537,
            568,
            555,
            537,
            568
        ],
        [
            89,
            96,
            80,
            89,
            96,
            80
        ],
        [
            24443,
            10806,
            13637,
            24443,
            10806,
            13637
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            613347,
            395510,
            -33437,
            -40153,
            -148477,
            249072
        ]
    ]
}
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": 1581861600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758926401209,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 233,
            "offset": 203
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 63,
            "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)