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Trade: ONE/USDT/360/SINWMA/VWMA/1012

Strategy
ONE/USDT/360/SINWMA/VWMA/1012
Pair
ONE_USDT
Interval
6h
Score
503485
Daily Profit
1.208679
Profit Factor
5.107949
Profitability
30.337079
Streak
0.000000
Best Strategy
Training Data Length
2313.500000
Evaluation Time
2025-09-30 15:02
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 2796278.8989 2669696.9112 126581.9876 5543427.8293 2378252.4068 3165175.4225
Total P&L (%) 2796.2789 2669.6969 126.582 5543.4278 2378.2524 3165.1754
Avg Daily Profit (%) 1.2087 1.154 0.0547 0.1745 0.1389 0.1508
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94348 -98282 -66095 -11029622 -8683197 -5894178
Profit Factor 5.1079 7.8918 1.4315 1.1409 1.1029 1.1948
Total Trades 89 45 44 89 45 44
Winning Trades 27 10 17 27 10 17
Losing Trades 62 35 27 62 35 27
Profitability (%) 30.3371 22.2222 38.6364 30.3371 22.2222 38.6364
Ratio Avg Win / Avg Loss 11.7294 27.6213 2.2736 2.6198 3.8603 1.8976
Largest Winning Trade 2265354 2265354 79444 6051740 6051740 5726921
Largest Losing Trade -31519 -31519 -27499 -2785470 -2785470 -1753601
Avg Bars in Trades 96 86 107 96 86 107
Avg Bars in Winners 236 264 220 236 264 220
Avg Bars in Losers 35 35 36 35 35 36
Bars Traded 8588 3873 4715 8588 3873 4715
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 503485 -20267 -122216 -64055 -155708 -1884
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": 1563494400000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759233761907,
    "expiration_time": 1765208592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 13,
            "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": [
        [
            2796278.8988575824,
            2669696.9112105137,
            126581.987647069,
            5543427.829278512,
            2378252.406786994,
            3165175.422491517
        ],
        [
            2796.278899,
            2669.696911,
            126.581988,
            5543.427829,
            2378.252407,
            3165.175422
        ],
        [
            1.208679,
            1.153965,
            0.054714,
            0.17448,
            0.138853,
            0.15079
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94348,
            -98282,
            -66095,
            -11029622,
            -8683197,
            -5894178
        ],
        [
            5.107949,
            7.891794,
            1.43154,
            1.140864,
            1.102936,
            1.194796
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            27,
            10,
            17,
            27,
            10,
            17
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            30.337079,
            22.222222,
            38.636364,
            30.337079,
            22.222222,
            38.636364
        ],
        [
            11.729364,
            27.621279,
            2.273622,
            2.619762,
            3.860274,
            1.897616
        ],
        [
            2265354,
            2265354,
            79444,
            6051740,
            6051740,
            5726921
        ],
        [
            -31519,
            -31519,
            -27499,
            -2785470,
            -2785470,
            -1753601
        ],
        [
            96,
            86,
            107,
            96,
            86,
            107
        ],
        [
            236,
            264,
            220,
            236,
            264,
            220
        ],
        [
            35,
            35,
            36,
            35,
            35,
            36
        ],
        [
            8588,
            3873,
            4715,
            8588,
            3873,
            4715
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            503485,
            -20267,
            -122216,
            -64055,
            -155708,
            -1884
        ]
    ]
}
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": 1563494400000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759233761907,
    "expiration_time": 1765208592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 13,
            "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)