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Trade: ONE/USDT/360/HILO/SINWMA/5272

Strategy
ONE/USDT/360/HILO/SINWMA/5272
Pair
ONE_USDT
Interval
6h
Score
340684
Daily Profit
0.183157
Profit Factor
3.160286
Profitability
38.297872
Streak
0.000000
Best Strategy
Training Data Length
2313.500000
Evaluation Time
2025-09-30 14:15
Expiration Time
2025-12-08 17:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2287098.6824 -142013.6414 -2145085.041 -146447.1986 6795547.2445 -6941994.443
Total P&L (%) -2287.0987 -142.0136 -2145.085 -146.4472 6795.5472 -6941.9944
Avg Daily Profit (%) -0.9886 -0.0614 -0.9272 0 0.1832 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2334413 -179861 -2209016 -10306281 -2060389 -10151039
Profit Factor 0.2123 0.6662 0.1343 0.9895 3.1603 0.3596
Total Trades 95 47 48 95 47 48
Winning Trades 58 27 31 34 18 16
Losing Trades 37 20 17 61 29 32
Profitability (%) 61.0526 57.4468 64.5833 35.7895 38.2979 33.3333
Ratio Avg Win / Avg Loss 0.1354 0.4935 0.0737 1.7753 5.0916 0.7192
Largest Winning Trade 44664 44664 30706 6476933 6476933 1472691
Largest Losing Trade -1727083 -82860 -1727083 -5440862 -1082031 -5440862
Avg Bars in Trades 90 106 74 90 106 74
Avg Bars in Winners 46 57 37 133 166 96
Avg Bars in Losers 158 172 141 65 68 63
Bars Traded 8577 5004 3573 8577 5004 3573
Profit Streak 43.4693 43.4693 48.4693 0 0 0
Trades During Streak 7 3 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577494 -578310 -577249 -583273 340684 -587170
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9254,
    "evaluation_days": 2313.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564358400000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759230945469,
    "expiration_time": 1765208592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 233,
            "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": [
        [
            -2287098.6824056194,
            -142013.6413959242,
            -2145085.0410096976,
            -146447.1985739796,
            6795547.244462425,
            -6941994.443036404
        ],
        [
            -2287.098682,
            -142.013641,
            -2145.085041,
            -146.447199,
            6795.547244,
            -6941.994443
        ],
        [
            -0.988588,
            -0.061385,
            -0.927203,
            0,
            0.183157,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2334413,
            -179861,
            -2209016,
            -10306281,
            -2060389,
            -10151039
        ],
        [
            0.21228,
            0.66624,
            0.134329,
            0.989529,
            3.160286,
            0.359602
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            58,
            27,
            31,
            34,
            18,
            16
        ],
        [
            37,
            20,
            17,
            61,
            29,
            32
        ],
        [
            61.052632,
            57.446809,
            64.583333,
            35.789474,
            38.297872,
            33.333333
        ],
        [
            0.13542,
            0.493511,
            0.073664,
            1.775331,
            5.091571,
            0.719203
        ],
        [
            44664,
            44664,
            30706,
            6476933,
            6476933,
            1472691
        ],
        [
            -1727083,
            -82860,
            -1727083,
            -5440862,
            -1082031,
            -5440862
        ],
        [
            90,
            106,
            74,
            90,
            106,
            74
        ],
        [
            46,
            57,
            37,
            133,
            166,
            96
        ],
        [
            158,
            172,
            141,
            65,
            68,
            63
        ],
        [
            8577,
            5004,
            3573,
            8577,
            5004,
            3573
        ],
        [
            43.469276,
            43.469276,
            48.469276,
            0,
            0,
            0
        ],
        [
            7,
            3,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577494,
            -578310,
            -577249,
            -583273,
            340684,
            -587170
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9254,
    "evaluation_days": 2313.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564358400000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759230945469,
    "expiration_time": 1765208592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 233,
            "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)