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Trade: ONE/USDT/240/MIDPRICE/PWMA/7948

Strategy
ONE/USDT/240/MIDPRICE/PWMA/7948
Pair
ONE_USDT
Interval
4h
Score
571388
Daily Profit
0.484809
Profit Factor
2.272683
Profitability
47.540984
Streak
15.398886
Best Strategy
Training Data Length
2314.330000
Evaluation Time
2025-10-01 20:34
Expiration Time
2025-12-10 04:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1122008.5392 936635.2268 185373.3124 20803000.9259 14080728.9014 6722272.0245
Total P&L (%) 1122.0085 936.6352 185.3733 20803.0009 14080.7289 6722.272
Avg Daily Profit (%) 0.4848 0.4047 0.0801 0.2311 0.2143 0.1826
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127074 -108073 -94051 -37788754 -27195249 -20082155
Profit Factor 2.2727 3.0348 1.44 1.1497 1.1865 1.106
Total Trades 183 92 91 183 92 91
Winning Trades 87 43 44 87 43 44
Losing Trades 96 49 47 96 49 47
Profitability (%) 47.541 46.7391 48.3516 47.541 46.7391 48.3516
Ratio Avg Win / Avg Loss 2.5078 3.4583 1.5382 1.2687 1.352 1.1814
Largest Winning Trade 338824 338824 81843 10811971 10211246 10811971
Largest Losing Trade -36908 -31188 -36908 -8107555 -8107555 -5739440
Avg Bars in Trades 70 56 84 70 56 84
Avg Bars in Winners 111 80 141 111 80 141
Avg Bars in Losers 33 36 30 33 36 30
Bars Traded 12883 5230 7653 12883 5230 7653
Profit Streak 15.3989 15.3989 17.2322 15.3989 15.3989 17.2322
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 571388 525273 -84341 -46429 -8265 -96392
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13886,
    "evaluation_days": 2314.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562616000000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759340063787,
    "expiration_time": 1765333152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 21,
            "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": [
        [
            1122008.5391666938,
            936635.2267720585,
            185373.3123946352,
            20803000.925897222,
            14080728.901385289,
            6722272.024511936
        ],
        [
            1122.008539,
            936.635227,
            185.373312,
            20803.000926,
            14080.728901,
            6722.272025
        ],
        [
            0.484809,
            0.404711,
            0.080098,
            0.23111,
            0.214307,
            0.182629
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127074,
            -108073,
            -94051,
            -37788754,
            -27195249,
            -20082155
        ],
        [
            2.272683,
            3.03482,
            1.439998,
            1.149746,
            1.18645,
            1.106026
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            96,
            49,
            47,
            96,
            49,
            47
        ],
        [
            47.540984,
            46.73913,
            48.351648,
            47.540984,
            46.73913,
            48.351648
        ],
        [
            2.507789,
            3.458284,
            1.53818,
            1.268685,
            1.352001,
            1.181437
        ],
        [
            338824,
            338824,
            81843,
            10811971,
            10211246,
            10811971
        ],
        [
            -36908,
            -31188,
            -36908,
            -8107555,
            -8107555,
            -5739440
        ],
        [
            70,
            56,
            84,
            70,
            56,
            84
        ],
        [
            111,
            80,
            141,
            111,
            80,
            141
        ],
        [
            33,
            36,
            30,
            33,
            36,
            30
        ],
        [
            12883,
            5230,
            7653,
            12883,
            5230,
            7653
        ],
        [
            15.398886,
            15.398886,
            17.23222,
            15.398886,
            15.398886,
            17.23222
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            571388,
            525273,
            -84341,
            -46429,
            -8265,
            -96392
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13886,
    "evaluation_days": 2314.33,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562616000000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759340063787,
    "expiration_time": 1765333152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 21,
            "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)