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Trade: ONE/USDT/120/WMA/SUPERTREND/9659

Strategy
ONE/USDT/120/WMA/SUPERTREND/9659
Pair
ONE_USDT
Interval
2h
Score
317747
Daily Profit
0.333857
Profit Factor
1.393905
Profitability
38.785047
Streak
0.000000
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-10-01 14:27
Expiration Time
2025-12-15 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 695312.9784 703666.541 -8353.5627 75168.4445 779605.1688 -704436.7243
Total P&L (%) 695.313 703.6665 -8.3536 75.1684 779.6052 -704.4367
Avg Daily Profit (%) 0.3339 0.3379 -0.004 0.0269 0.1045 0
Buy And Hold Return (%) 56.6722 56.6722 56.6722 56.6722 56.6722 56.6722
Max Trade Drawdown -204164 -119272 -248844 -1277783 -819867 -1048954
Profit Factor 1.3939 1.8355 0.991 1.0109 1.2316 0.8008
Total Trades 428 214 214 428 214 214
Winning Trades 166 78 88 166 78 88
Losing Trades 262 136 126 262 136 126
Profitability (%) 38.785 36.4486 41.1215 38.785 36.4486 41.1215
Ratio Avg Win / Avg Loss 2.2 3.2004 1.4189 1.5955 2.1474 1.1466
Largest Winning Trade 342251 342251 56354 1059725 1059725 155343
Largest Losing Trade -52967 -26939 -52967 -270703 -231481 -270703
Avg Bars in Trades 57 57 57 57 57 57
Avg Bars in Winners 90 93 88 90 93 88
Avg Bars in Losers 35 36 35 35 36 35
Bars Traded 24521 12269 12252 24521 12269 12252
Profit Streak 0 0 22.1443 0 0 22.1443
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317747 287766 -581450 -430713 -57046 -581450
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1580968800000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759318065562,
    "expiration_time": 1765790726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 213,
            "offset": 0,
            "multiplier": 2.99458
        }
    }
}
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": [
        [
            695312.9783562346,
            703666.5410323475,
            -8353.5626761131,
            75168.4445369873,
            779605.1687893484,
            -704436.7242523605
        ],
        [
            695.312978,
            703.666541,
            -8.353563,
            75.168445,
            779.605169,
            -704.436724
        ],
        [
            0.333857,
            0.337868,
            -0.004011,
            0.02692,
            0.104454,
            0
        ],
        [
            56.672158,
            56.672158,
            56.672158,
            56.672158,
            56.672158,
            56.672158
        ],
        [
            -204164,
            -119272,
            -248844,
            -1277783,
            -819867,
            -1048954
        ],
        [
            1.393905,
            1.835529,
            0.99095,
            1.01089,
            1.231614,
            0.800801
        ],
        [
            428,
            214,
            214,
            428,
            214,
            214
        ],
        [
            166,
            78,
            88,
            166,
            78,
            88
        ],
        [
            262,
            136,
            126,
            262,
            136,
            126
        ],
        [
            38.785047,
            36.448598,
            41.121495,
            38.785047,
            36.448598,
            41.121495
        ],
        [
            2.200019,
            3.20041,
            1.41886,
            1.595502,
            2.14743,
            1.146602
        ],
        [
            342251,
            342251,
            56354,
            1059725,
            1059725,
            155343
        ],
        [
            -52967,
            -26939,
            -52967,
            -270703,
            -231481,
            -270703
        ],
        [
            57,
            57,
            57,
            57,
            57,
            57
        ],
        [
            90,
            93,
            88,
            90,
            93,
            88
        ],
        [
            35,
            36,
            35,
            35,
            36,
            35
        ],
        [
            24521,
            12269,
            12252,
            24521,
            12269,
            12252
        ],
        [
            0,
            0,
            22.144277,
            0,
            0,
            22.144277
        ],
        [
            0,
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            1,
            0,
            0,
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        ],
        [
            0.8,
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        ],
        [
            317747,
            287766,
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            -430713,
            -57046,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1580968800000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759318065562,
    "expiration_time": 1765790726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 213,
            "offset": 0,
            "multiplier": 2.99458
        }
    }
}

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)