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Trade: ONE/USDT/360/MIDPOINT/SINWMA/3924

Strategy
ONE/USDT/360/MIDPOINT/SINWMA/3924
Pair
ONE_USDT
Interval
6h
Score
526473
Daily Profit
0.664851
Profit Factor
5.384825
Profitability
35.897436
Streak
0.000000
Best Strategy
Training Data Length
2316.500000
Evaluation Time
2025-10-03 10:41
Expiration Time
2025-12-11 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1562808.7528 1540128.3654 22680.3874 754664.9487 4954563.0956 -4199898.147
Total P&L (%) 1562.8088 1540.1284 22.6804 754.6649 4954.5631 -4199.8981
Avg Daily Profit (%) 0.6746 0.6649 0.0098 0.0927 0.1695 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104428 -103676 -139117 -4323186 -2581462 -4710276
Profit Factor 3.2097 5.3848 1.0637 1.0503 1.7789 0.5147
Total Trades 77 39 38 77 39 38
Winning Trades 29 14 15 29 14 15
Losing Trades 48 25 23 48 25 23
Profitability (%) 37.6623 35.8974 39.4737 37.6623 35.8974 39.4737
Ratio Avg Win / Avg Loss 5.3126 9.6158 1.631 1.7384 3.1765 0.7891
Largest Winning Trade 1263479 1263479 86079 4798098 4798098 1165447
Largest Losing Trade -43094 -35821 -43094 -2231356 -755687 -2231356
Avg Bars in Trades 108 81 136 108 81 136
Avg Bars in Winners 216 161 266 216 161 266
Avg Bars in Losers 43 36 52 43 36 52
Bars Traded 8366 3166 5200 8366 3166 5200
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -32846 526473 -338271 -284043 204720 -584858
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9266,
    "evaluation_days": 2316.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564250400000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759477287686,
    "expiration_time": 1765475568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 14,
            "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": [
        [
            1562808.7528208047,
            1540128.3654179054,
            22680.3874028998,
            754664.9486605204,
            4954563.095631511,
            -4199898.146970989
        ],
        [
            1562.808753,
            1540.128365,
            22.680387,
            754.664949,
            4954.563096,
            -4199.898147
        ],
        [
            0.674642,
            0.664851,
            0.009791,
            0.092663,
            0.169488,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104428,
            -103676,
            -139117,
            -4323186,
            -2581462,
            -4710276
        ],
        [
            3.209708,
            5.384825,
            1.063708,
            1.050261,
            1.778857,
            0.514657
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            37.662338,
            35.897436,
            39.473684,
            37.662338,
            35.897436,
            39.473684
        ],
        [
            5.312621,
            9.61576,
            1.631019,
            1.738364,
            3.17653,
            0.789141
        ],
        [
            1263479,
            1263479,
            86079,
            4798098,
            4798098,
            1165447
        ],
        [
            -43094,
            -35821,
            -43094,
            -2231356,
            -755687,
            -2231356
        ],
        [
            108,
            81,
            136,
            108,
            81,
            136
        ],
        [
            216,
            161,
            266,
            216,
            161,
            266
        ],
        [
            43,
            36,
            52,
            43,
            36,
            52
        ],
        [
            8366,
            3166,
            5200,
            8366,
            3166,
            5200
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32846,
            526473,
            -338271,
            -284043,
            204720,
            -584858
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9266,
    "evaluation_days": 2316.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564250400000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759477287686,
    "expiration_time": 1765475568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 14,
            "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)