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Trade: ONE/USDT/360/SWMA/HILO/2951

Strategy
ONE/USDT/360/SWMA/HILO/2951
Pair
ONE_USDT
Interval
6h
Score
673154
Daily Profit
1.265865
Profit Factor
4.546276
Profitability
43.065693
Streak
0.000000
Best Strategy
Training Data Length
2316.500000
Evaluation Time
2025-10-03 11:05
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 2932376.764 2777889.0073 154487.7567 3961294.4383 3847378.2036 113916.2347
Total P&L (%) 2932.3768 2777.889 154.4878 3961.2944 3847.3782 113.9162
Avg Daily Profit (%) 1.2659 1.1992 0.0667 0.16 0.1588 0.0328
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163043 -82267 -109829 -13169399 -9561392 -7599495
Profit Factor 4.5463 7.7845 1.3701 1.0952 1.1843 1.0055
Total Trades 137 69 68 137 69 68
Winning Trades 59 23 36 59 23 36
Losing Trades 78 46 32 78 46 32
Profitability (%) 43.0657 33.3333 52.9412 43.0657 33.3333 52.9412
Ratio Avg Win / Avg Loss 6.0103 15.569 1.2179 1.4479 2.3686 0.8938
Largest Winning Trade 2410334 2410334 82070 6595977 6595977 4265719
Largest Losing Trade -65295 -43649 -65295 -5972807 -2676947 -5972807
Avg Bars in Trades 65 54 75 65 54 75
Avg Bars in Winners 103 102 103 103 102 103
Avg Bars in Losers 36 30 44 36 30 44
Bars Traded 8945 3781 5163 8945 3781 5163
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 673154 -86398 -212173 -110419 -117422 -473979
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": 1562198400000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759478702347,
    "expiration_time": 1765475568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            2932376.763973055,
            2777889.0073055583,
            154487.7566674964,
            3961294.4383295435,
            3847378.203592991,
            113916.2347365493
        ],
        [
            2932.376764,
            2777.889007,
            154.487757,
            3961.294438,
            3847.378204,
            113.916235
        ],
        [
            1.265865,
            1.199175,
            0.06669,
            0.160028,
            0.158798,
            0.032831
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163043,
            -82267,
            -109829,
            -13169399,
            -9561392,
            -7599495
        ],
        [
            4.546276,
            7.784498,
            1.370081,
            1.095223,
            1.184316,
            1.005496
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            59,
            23,
            36,
            59,
            23,
            36
        ],
        [
            78,
            46,
            32,
            78,
            46,
            32
        ],
        [
            43.065693,
            33.333333,
            52.941176,
            43.065693,
            33.333333,
            52.941176
        ],
        [
            6.010331,
            15.568996,
            1.21785,
            1.447922,
            2.368633,
            0.893774
        ],
        [
            2410334,
            2410334,
            82070,
            6595977,
            6595977,
            4265719
        ],
        [
            -65295,
            -43649,
            -65295,
            -5972807,
            -2676947,
            -5972807
        ],
        [
            65,
            54,
            75,
            65,
            54,
            75
        ],
        [
            103,
            102,
            103,
            103,
            102,
            103
        ],
        [
            36,
            30,
            44,
            36,
            30,
            44
        ],
        [
            8945,
            3781,
            5163,
            8945,
            3781,
            5163
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            673154,
            -86398,
            -212173,
            -110419,
            -117422,
            -473979
        ]
    ]
}
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": 1562198400000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759478702347,
    "expiration_time": 1765475568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)