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Trade: ONE/USDT/120/WMA/SINWMA/4618

Strategy
ONE/USDT/120/WMA/SINWMA/4618
Pair
ONE_USDT
Interval
2h
Score
440973
Daily Profit
0.535885
Profit Factor
1.983026
Profitability
40.825688
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 12:52
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 1116424.6057 984133.1563 132291.4494 3535872.8804 2503160.3098 1032712.5705
Total P&L (%) 1116.4246 984.1332 132.2914 3535.8729 2503.1603 1032.7126
Avg Daily Profit (%) 0.5359 0.4724 0.0635 0.1726 0.1566 0.1166
Buy And Hold Return (%) 85.7143 85.7143 85.7143 85.7143 85.7143 85.7143
Max Trade Drawdown -167039 -128050 -145386 -21732860 -15253824 -6527579
Profit Factor 1.983 2.7428 1.2317 1.0759 1.095 1.051
Total Trades 218 109 109 218 109 109
Winning Trades 89 41 48 89 41 48
Losing Trades 129 68 61 129 68 61
Profitability (%) 40.8257 37.6147 44.0367 40.8257 37.6147 44.0367
Ratio Avg Win / Avg Loss 2.8743 4.549 1.5653 1.5594 1.8161 1.3356
Largest Winning Trade 494307 494307 58666 13071438 13071438 3123791
Largest Losing Trade -38321 -38321 -29791 -4095998 -4095998 -2862140
Avg Bars in Trades 112 106 117 112 106 117
Avg Bars in Winners 174 172 176 174 172 176
Avg Bars in Losers 69 67 71 69 67 71
Bars Traded 24495 11652 12843 24495 11652 12843
Profit Streak 0 0 18.8283 0 0 18.8283
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440973 378678 -119317 -130574 -112300 -203432
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": 1580349600000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759139564861,
    "expiration_time": 1765612800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 52,
            "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": [
        [
            1116424.6056669825,
            984133.1563016383,
            132291.4493653435,
            3535872.8803506372,
            2503160.3098319783,
            1032712.5705186483
        ],
        [
            1116.424606,
            984.133156,
            132.291449,
            3535.87288,
            2503.16031,
            1032.712571
        ],
        [
            0.535885,
            0.472385,
            0.0635,
            0.172634,
            0.15657,
            0.116574
        ],
        [
            85.714286,
            85.714286,
            85.714286,
            85.714286,
            85.714286,
            85.714286
        ],
        [
            -167039,
            -128050,
            -145386,
            -21732860,
            -15253824,
            -6527579
        ],
        [
            1.983026,
            2.742762,
            1.231682,
            1.075877,
            1.095027,
            1.050977
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            89,
            41,
            48,
            89,
            41,
            48
        ],
        [
            129,
            68,
            61,
            129,
            68,
            61
        ],
        [
            40.825688,
            37.614679,
            44.036697,
            40.825688,
            37.614679,
            44.036697
        ],
        [
            2.874273,
            4.548971,
            1.565262,
            1.559417,
            1.816142,
            1.335616
        ],
        [
            494307,
            494307,
            58666,
            13071438,
            13071438,
            3123791
        ],
        [
            -38321,
            -38321,
            -29791,
            -4095998,
            -4095998,
            -2862140
        ],
        [
            112,
            106,
            117,
            112,
            106,
            117
        ],
        [
            174,
            172,
            176,
            174,
            172,
            176
        ],
        [
            69,
            67,
            71,
            69,
            67,
            71
        ],
        [
            24495,
            11652,
            12843,
            24495,
            11652,
            12843
        ],
        [
            0,
            0,
            18.828297,
            0,
            0,
            18.828297
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440973,
            378678,
            -119317,
            -130574,
            -112300,
            -203432
        ]
    ]
}
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": 1580349600000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759139564861,
    "expiration_time": 1765612800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 52,
            "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)