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Trade: ONE/USDT/240/SMA/SINWMA/2711

Strategy
ONE/USDT/240/SMA/SINWMA/2711
Pair
ONE_USDT
Interval
4h
Score
367976
Daily Profit
0.410429
Profit Factor
1.819881
Profitability
39.487179
Streak
0.000000
Best Strategy
Training Data Length
2315.170000
Evaluation Time
2025-10-02 16:40
Expiration Time
2025-12-11 00:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 950212.8705 840315.1716 109897.6989 995630.1292 609135.8805 386494.2487
Total P&L (%) 950.2129 840.3152 109.8977 995.6301 609.1359 386.4942
Avg Daily Profit (%) 0.4104 0.363 0.0475 0.1035 0.0846 0.0684
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102320 -117377 -144919 -2841970 -2085415 -1219017
Profit Factor 1.8199 2.4574 1.1887 1.0864 1.1008 1.0704
Total Trades 195 98 97 195 98 97
Winning Trades 77 32 45 77 32 45
Losing Trades 118 66 52 118 66 52
Profitability (%) 39.4872 32.6531 46.3918 39.4872 32.6531 46.3918
Ratio Avg Win / Avg Loss 2.7889 5.0684 1.3736 1.6648 2.2705 1.2369
Largest Winning Trade 429024 429024 59303 2090757 2090757 697177
Largest Losing Trade -37451 -37451 -36133 -1062778 -576771 -1062778
Avg Bars in Trades 68 64 72 68 64 72
Avg Bars in Winners 110 114 107 110 114 107
Avg Bars in Losers 41 40 42 41 40 42
Bars Traded 13416 6367 7050 13416 6367 7050
Profit Streak 0 0 21.57 0 0 21.57
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367976 254688 -143617 -181939 -195054 -245879
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13891,
    "evaluation_days": 2315.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560571200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759412444430,
    "expiration_time": 1765407312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 31,
            "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": [
        [
            950212.8705493978,
            840315.17160548,
            109897.6989439178,
            995630.1291779606,
            609135.8804804013,
            386494.2486975587
        ],
        [
            950.212871,
            840.315172,
            109.897699,
            995.630129,
            609.13588,
            386.494249
        ],
        [
            0.410429,
            0.36296,
            0.047469,
            0.103455,
            0.084646,
            0.068358
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102320,
            -117377,
            -144919,
            -2841970,
            -2085415,
            -1219017
        ],
        [
            1.819881,
            2.45742,
            1.188702,
            1.086358,
            1.100844,
            1.070417
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            77,
            32,
            45,
            77,
            32,
            45
        ],
        [
            118,
            66,
            52,
            118,
            66,
            52
        ],
        [
            39.487179,
            32.653061,
            46.391753,
            39.487179,
            32.653061,
            46.391753
        ],
        [
            2.788909,
            5.068428,
            1.373612,
            1.664809,
            2.27049,
            1.236926
        ],
        [
            429024,
            429024,
            59303,
            2090757,
            2090757,
            697177
        ],
        [
            -37451,
            -37451,
            -36133,
            -1062778,
            -576771,
            -1062778
        ],
        [
            68,
            64,
            72,
            68,
            64,
            72
        ],
        [
            110,
            114,
            107,
            110,
            114,
            107
        ],
        [
            41,
            40,
            42,
            41,
            40,
            42
        ],
        [
            13416,
            6367,
            7050,
            13416,
            6367,
            7050
        ],
        [
            0,
            0,
            21.569959,
            0,
            0,
            21.569959
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367976,
            254688,
            -143617,
            -181939,
            -195054,
            -245879
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13891,
    "evaluation_days": 2315.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560571200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759412444430,
    "expiration_time": 1765407312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 31,
            "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)