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Trade: ONE/USDT/720/PWMA/SMA/4685

Strategy
ONE/USDT/720/PWMA/SMA/4685
Pair
ONE_USDT
Interval
12h
Score
531636
Daily Profit
0.555788
Profit Factor
4.047699
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
2322.500000
Evaluation Time
2025-10-09 04:42
Expiration Time
2025-12-17 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1039023.4481 1290818.308 -251794.8598 -100096.5292 115813.5532 -215910.0824
Total P&L (%) 1039.0234 1290.8183 -251.7949 -100.0965 115.8136 -215.9101
Avg Daily Profit (%) 0.4474 0.5558 -0.1084 0 0.0331 0
Buy And Hold Return (%) 88.024 88.024 88.024 88.024 88.024 88.024
Max Trade Drawdown -327199 -192174 -270913 -373327 -152264 -258436
Profit Factor 2.137 4.0477 0.4864 0.8518 1.3839 0.4221
Total Trades 57 29 28 57 29 28
Winning Trades 27 12 15 32 17 15
Losing Trades 30 17 13 25 12 13
Profitability (%) 47.3684 41.3793 53.5714 56.1404 58.6207 53.5714
Ratio Avg Win / Avg Loss 2.3745 5.7342 0.4216 0.6654 0.9769 0.3658
Largest Winning Trade 1328166 1328166 57411 260291 260291 90005
Largest Losing Trade -106567 -75550 -106567 -194250 -84640 -194250
Avg Bars in Trades 75 79 70 75 79 70
Avg Bars in Winners 93 118 74 85 104 63
Avg Bars in Losers 58 52 66 61 43 78
Bars Traded 4289 2308 1981 4289 2308 1981
Profit Streak 0 0 63.0712 6.5712 177.5712 0
Trades During Streak 0 0 1 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166306 531636 -600811 -758792 -214847 -601370
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4645,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1570017600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759974150838,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 192,
            "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": [
        [
            1039023.448113444,
            1290818.3079598367,
            -251794.8598463932,
            -100096.5291574963,
            115813.5532333907,
            -215910.082390887
        ],
        [
            1039.023448,
            1290.818308,
            -251.79486,
            -100.096529,
            115.813553,
            -215.910082
        ],
        [
            0.447373,
            0.555788,
            -0.108415,
            0,
            0.033127,
            0
        ],
        [
            88.023952,
            88.023952,
            88.023952,
            88.023952,
            88.023952,
            88.023952
        ],
        [
            -327199,
            -192174,
            -270913,
            -373327,
            -152264,
            -258436
        ],
        [
            2.137012,
            4.047699,
            0.486427,
            0.851771,
            1.383893,
            0.422086
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            27,
            12,
            15,
            32,
            17,
            15
        ],
        [
            30,
            17,
            13,
            25,
            12,
            13
        ],
        [
            47.368421,
            41.37931,
            53.571429,
            56.140351,
            58.62069,
            53.571429
        ],
        [
            2.374458,
            5.73424,
            0.42157,
            0.665446,
            0.976866,
            0.365808
        ],
        [
            1328166,
            1328166,
            57411,
            260291,
            260291,
            90005
        ],
        [
            -106567,
            -75550,
            -106567,
            -194250,
            -84640,
            -194250
        ],
        [
            75,
            79,
            70,
            75,
            79,
            70
        ],
        [
            93,
            118,
            74,
            85,
            104,
            63
        ],
        [
            58,
            52,
            66,
            61,
            43,
            78
        ],
        [
            4289,
            2308,
            1981,
            4289,
            2308,
            1981
        ],
        [
            0,
            0,
            63.07119,
            6.57119,
            177.57119,
            0
        ],
        [
            0,
            0,
            1,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166306,
            531636,
            -600811,
            -758792,
            -214847,
            -601370
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4645,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1570017600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759974150838,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 192,
            "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)