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Trade: ONE/USDT/360/MIDPOINT/PWMA/2685

Strategy
ONE/USDT/360/MIDPOINT/PWMA/2685
Pair
ONE_USDT
Interval
6h
Score
598888
Daily Profit
0.166854
Profit Factor
6.875787
Profitability
52.272727
Streak
0.000000
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-26 07:45
Expiration Time
2025-12-02 19:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2328178.3472 -179410.0894 -2148768.2578 -108799.5382 4586969.4373 -4695768.9755
Total P&L (%) -2328.1783 -179.4101 -2148.7683 -108.7995 4586.9694 -4695.769
Avg Daily Profit (%) -1.0089 -0.0777 -0.9311 0 0.1669 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2390550 -200615 -2237137 -7570666 -425683 -7836379
Profit Factor 0.2024 0.5767 0.1388 0.9879 6.8758 0.4287
Total Trades 89 44 45 89 44 45
Winning Trades 57 27 30 43 23 20
Losing Trades 32 17 15 46 21 25
Profitability (%) 64.0449 61.3636 66.6667 48.3146 52.2727 44.4444
Ratio Avg Win / Avg Loss 0.1136 0.3631 0.0694 1.0568 6.2779 0.5359
Largest Winning Trade 46864 36235 46864 2559814 2559814 1455716
Largest Losing Trade -1782418 -80448 -1782418 -6445427 -425683 -6445427
Avg Bars in Trades 99 109 90 99 109 90
Avg Bars in Winners 53 58 49 124 146 100
Avg Bars in Losers 181 190 170 76 69 81
Bars Traded 8873 4822 4051 8873 4822 4051
Profit Streak 75.6983 75.6983 269.6983 0 0 0
Trades During Streak 5 2 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576972 -578281 -577156 -579529 598888 -582872

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564120800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758861935422,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 222,
            "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": [
        [
            -2328178.347188869,
            -179410.0893943997,
            -2148768.2577944696,
            -108799.5381776571,
            4586969.437283662,
            -4695768.975461323
        ],
        [
            -2328.178347,
            -179.410089,
            -2148.768258,
            -108.799538,
            4586.969437,
            -4695.768975
        ],
        [
            -1.008852,
            -0.077742,
            -0.93111,
            0,
            0.166854,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2390550,
            -200615,
            -2237137,
            -7570666,
            -425683,
            -7836379
        ],
        [
            0.202374,
            0.576747,
            0.138771,
            0.987911,
            6.875787,
            0.428687
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            57,
            27,
            30,
            43,
            23,
            20
        ],
        [
            32,
            17,
            15,
            46,
            21,
            25
        ],
        [
            64.044944,
            61.363636,
            66.666667,
            48.314607,
            52.272727,
            44.444444
        ],
        [
            0.113614,
            0.363137,
            0.069386,
            1.056835,
            6.277892,
            0.535859
        ],
        [
            46864,
            36235,
            46864,
            2559814,
            2559814,
            1455716
        ],
        [
            -1782418,
            -80448,
            -1782418,
            -6445427,
            -425683,
            -6445427
        ],
        [
            99,
            109,
            90,
            99,
            109,
            90
        ],
        [
            53,
            58,
            49,
            124,
            146,
            100
        ],
        [
            181,
            190,
            170,
            76,
            69,
            81
        ],
        [
            8873,
            4822,
            4051,
            8873,
            4822,
            4051
        ],
        [
            75.698327,
            75.698327,
            269.698327,
            0,
            0,
            0
        ],
        [
            5,
            2,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576972,
            -578281,
            -577156,
            -579529,
            598888,
            -582872
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564120800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758861935422,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 222,
            "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)