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Trade: ONE/USDT/480/MIDPRICE/PWMA/8490

Strategy
ONE/USDT/480/MIDPRICE/PWMA/8490
Pair
ONE_USDT
Interval
8h
Score
523593
Daily Profit
0.251559
Profit Factor
3.069539
Profitability
51.162791
Streak
0.000000
Best Strategy
Training Data Length
2315.000000
Evaluation Time
2025-10-02 01:54
Expiration Time
2025-12-10 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 526553.3408 582359.8405 -55806.4997 73309.3385 163812.5326 -90503.1942
Total P&L (%) 526.5533 582.3598 -55.8065 73.3093 163.8125 -90.5032
Avg Daily Profit (%) 0.2275 0.2516 -0.0241 0.0238 0.0419 -0.1016
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116766 -72330 -179682 -178588 -121339 -166027
Profit Factor 1.7306 3.0695 0.873 1.0825 1.409 0.8144
Total Trades 85 43 42 85 43 42
Winning Trades 42 22 20 42 22 20
Losing Trades 43 21 22 43 21 22
Profitability (%) 49.4118 51.1628 47.619 49.4118 51.1628 47.619
Ratio Avg Win / Avg Loss 1.7718 2.93 0.9603 1.1083 1.345 0.8959
Largest Winning Trade 182326 182326 91790 113749 76759 113749
Largest Losing Trade -65213 -41409 -65213 -84356 -76760 -84356
Avg Bars in Trades 73 47 100 73 47 100
Avg Bars in Winners 100 51 154 100 51 154
Avg Bars in Losers 47 43 52 47 43 52
Bars Traded 6263 2037 4227 6263 2037 4227
Profit Streak 0 0 141.2882 0 0 141.2882
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415842 523593 -580309 -290870 -135971 -580309
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6945,
    "evaluation_days": 2315,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566460800000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759359298666,
    "expiration_time": 1765334880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 35,
            "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": [
        [
            526553.3407549594,
            582359.8404822804,
            -55806.499727321,
            73309.3384755929,
            163812.5326331036,
            -90503.1941575106
        ],
        [
            526.553341,
            582.35984,
            -55.8065,
            73.309338,
            163.812533,
            -90.503194
        ],
        [
            0.227453,
            0.251559,
            -0.024106,
            0.023757,
            0.041912,
            -0.101642
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116766,
            -72330,
            -179682,
            -178588,
            -121339,
            -166027
        ],
        [
            1.730639,
            3.069539,
            0.872959,
            1.082535,
            1.40902,
            0.814438
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            49.411765,
            51.162791,
            47.619048,
            49.411765,
            51.162791,
            47.619048
        ],
        [
            1.771844,
            2.930015,
            0.960255,
            1.108309,
            1.344973,
            0.895882
        ],
        [
            182326,
            182326,
            91790,
            113749,
            76759,
            113749
        ],
        [
            -65213,
            -41409,
            -65213,
            -84356,
            -76760,
            -84356
        ],
        [
            73,
            47,
            100,
            73,
            47,
            100
        ],
        [
            100,
            51,
            154,
            100,
            51,
            154
        ],
        [
            47,
            43,
            52,
            47,
            43,
            52
        ],
        [
            6263,
            2037,
            4227,
            6263,
            2037,
            4227
        ],
        [
            0,
            0,
            141.288179,
            0,
            0,
            141.288179
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415842,
            523593,
            -580309,
            -290870,
            -135971,
            -580309
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6945,
    "evaluation_days": 2315,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566460800000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759359298666,
    "expiration_time": 1765334880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 35,
            "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)