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Trade: ONE/USDT/360/SSF/FWMA/8431

Strategy
ONE/USDT/360/SSF/FWMA/8431
Pair
ONE_USDT
Interval
6h
Score
339734
Daily Profit
0.516507
Profit Factor
1.926826
Profitability
32.014388
Streak
16.334001
Best Strategy
Training Data Length
2319.000000
Evaluation Time
2025-10-05 23:00
Expiration Time
2025-12-14 09:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1197779.9477 1020186.728 177593.2197 5290913.7354 2038194.4406 3252719.2947
Total P&L (%) 1197.7799 1020.1867 177.5932 5290.9137 2038.1944 3252.7193
Avg Daily Profit (%) 0.5165 0.4399 0.0766 0.1721 0.1322 0.1516
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135596 -114442 -145056 -19281641 -16707570 -4744798
Profit Factor 1.9268 2.5112 1.2877 1.1308 1.0805 1.215
Total Trades 278 139 139 278 139 139
Winning Trades 89 40 49 89 40 49
Losing Trades 189 99 90 189 99 90
Profitability (%) 32.0144 28.777 35.2518 32.0144 28.777 35.2518
Ratio Avg Win / Avg Loss 4.0918 6.2152 2.3652 2.4013 2.6742 2.2315
Largest Winning Trade 499315 499315 57896 14655967 14655967 3869008
Largest Losing Trade -21910 -21910 -21663 -2505330 -2505330 -1452278
Avg Bars in Trades 32 30 34 32 30 34
Avg Bars in Winners 71 71 71 71 71 71
Avg Bars in Losers 13 13 14 13 13 14
Bars Traded 8996 4197 4799 8996 4197 4799
Profit Streak 16.334 0 18.084 16.334 0 18.084
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339734 54761 -94933 -72713 -160417 105919
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9276,
    "evaluation_days": 2319,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563775200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759694457663,
    "expiration_time": 1765698048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 119,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 206,
            "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": [
        [
            1197779.9476844019,
            1020186.7279757725,
            177593.2197086291,
            5290913.735371649,
            2038194.4406335484,
            3252719.2947381097
        ],
        [
            1197.779948,
            1020.186728,
            177.59322,
            5290.913735,
            2038.194441,
            3252.719295
        ],
        [
            0.516507,
            0.439925,
            0.076582,
            0.172088,
            0.13215,
            0.151575
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135596,
            -114442,
            -145056,
            -19281641,
            -16707570,
            -4744798
        ],
        [
            1.926826,
            2.511174,
            1.287716,
            1.130789,
            1.080493,
            1.214952
        ],
        [
            278,
            139,
            139,
            278,
            139,
            139
        ],
        [
            89,
            40,
            49,
            89,
            40,
            49
        ],
        [
            189,
            99,
            90,
            189,
            99,
            90
        ],
        [
            32.014388,
            28.776978,
            35.251799,
            32.014388,
            28.776978,
            35.251799
        ],
        [
            4.091798,
            6.215155,
            2.365193,
            2.401339,
            2.67422,
            2.231545
        ],
        [
            499315,
            499315,
            57896,
            14655967,
            14655967,
            3869008
        ],
        [
            -21910,
            -21910,
            -21663,
            -2505330,
            -2505330,
            -1452278
        ],
        [
            32,
            30,
            34,
            32,
            30,
            34
        ],
        [
            71,
            71,
            71,
            71,
            71,
            71
        ],
        [
            13,
            13,
            14,
            13,
            13,
            14
        ],
        [
            8996,
            4197,
            4799,
            8996,
            4197,
            4799
        ],
        [
            16.334001,
            0,
            18.084001,
            16.334001,
            0,
            18.084001
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339734,
            54761,
            -94933,
            -72713,
            -160417,
            105919
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9276,
    "evaluation_days": 2319,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563775200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759694457663,
    "expiration_time": 1765698048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 119,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 206,
            "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)