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Trade: ONE/USDT/360/SINWMA/SWMA/2707

Strategy
ONE/USDT/360/SINWMA/SWMA/2707
Pair
ONE_USDT
Interval
6h
Score
658185
Daily Profit
0.797673
Profit Factor
8.531667
Profitability
40.000000
Streak
37.698103
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-26 13:45
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 1983744.1083 1840829.0798 142915.0286 7378919.1353 2339679.592 5039239.5434
Total P&L (%) 1983.7441 1840.8291 142.915 7378.9191 2339.6796 5039.2395
Avg Daily Profit (%) 0.8596 0.7977 0.0619 0.1871 0.1385 0.1709
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84307 -78939 -94540 -4168943 -2981704 -2620180
Profit Factor 5.3859 8.5317 1.6875 1.5706 1.2977 1.9931
Total Trades 59 30 29 59 30 29
Winning Trades 24 12 12 24 12 12
Losing Trades 35 18 17 35 18 17
Profitability (%) 40.678 40 41.3793 40.678 40 41.3793
Ratio Avg Win / Avg Loss 7.8545 12.7975 2.3906 2.2904 1.9466 2.8235
Largest Winning Trade 1499208 1499208 82344 3680405 2917920 3680405
Largest Losing Trade -45540 -33809 -45540 -2088712 -1657219 -2088712
Avg Bars in Trades 145 123 167 145 123 167
Avg Bars in Winners 260 231 288 260 231 288
Avg Bars in Losers 66 52 81 66 52 81
Bars Traded 8563 3713 4850 8563 3713 4850
Profit Streak 11.4481 37.6981 0 11.4481 37.6981 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -161474 658185 -110446 -171993 -9907 294042

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": 1564660800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758883516096,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 28,
            "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": [
        [
            1983744.1083302253,
            1840829.0797517,
            142915.028578525,
            7378919.1353222355,
            2339679.5919711697,
            5039239.543351065
        ],
        [
            1983.744108,
            1840.82908,
            142.915029,
            7378.919135,
            2339.679592,
            5039.239543
        ],
        [
            0.859601,
            0.797673,
            0.061928,
            0.187139,
            0.138519,
            0.170853
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84307,
            -78939,
            -94540,
            -4168943,
            -2981704,
            -2620180
        ],
        [
            5.385914,
            8.531667,
            1.687465,
            1.570572,
            1.297743,
            1.99306
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            40.677966,
            40,
            41.37931,
            40.677966,
            40,
            41.37931
        ],
        [
            7.854457,
            12.7975,
            2.390575,
            2.290417,
            1.946615,
            2.823502
        ],
        [
            1499208,
            1499208,
            82344,
            3680405,
            2917920,
            3680405
        ],
        [
            -45540,
            -33809,
            -45540,
            -2088712,
            -1657219,
            -2088712
        ],
        [
            145,
            123,
            167,
            145,
            123,
            167
        ],
        [
            260,
            231,
            288,
            260,
            231,
            288
        ],
        [
            66,
            52,
            81,
            66,
            52,
            81
        ],
        [
            8563,
            3713,
            4850,
            8563,
            3713,
            4850
        ],
        [
            11.448103,
            37.698103,
            0,
            11.448103,
            37.698103,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161474,
            658185,
            -110446,
            -171993,
            -9907,
            294042
        ]
    ]
}
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": 1564660800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758883516096,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 28,
            "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)