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Trade: ONE/USDT/720/SINWMA/DCM/1079

Strategy
ONE/USDT/720/SINWMA/DCM/1079
Pair
ONE_USDT
Interval
12h
Score
625863
Daily Profit
1.257807
Profit Factor
5.231099
Profitability
38.709677
Streak
0.000000
Best Strategy
Training Data Length
2319.500000
Evaluation Time
2025-10-06 09:03
Expiration Time
2025-12-14 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2917483.5509 2756082.8824 161400.6685 5932476.0531 654007.9698 5278468.0832
Total P&L (%) 2917.4836 2756.0829 161.4007 5932.4761 654.008 5278.4681
Avg Daily Profit (%) 1.2578 1.1882 0.0696 0.1769 0.0871 0.172
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126466 -99485 -59896 -9466592 -8190257 -4493391
Profit Factor 5.2311 8.152 1.5306 1.1962 1.0354 1.4488
Total Trades 93 47 46 93 47 46
Winning Trades 36 15 21 36 15 21
Losing Trades 57 32 25 57 32 25
Profitability (%) 38.7097 31.9149 45.6522 38.7097 31.9149 45.6522
Ratio Avg Win / Avg Loss 8.2826 17.391 1.8222 1.894 2.2089 1.7248
Largest Winning Trade 2393352 2393352 81101 5476875 5476875 4460797
Largest Losing Trade -48771 -29265 -48771 -2506758 -2443873 -2506758
Avg Bars in Trades 48 44 51 48 44 51
Avg Bars in Winners 84 79 87 84 79 87
Avg Bars in Losers 25 28 21 25 28 21
Bars Traded 4471 2085 2386 4471 2085 2386
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 625863 542854 -99040 4407 -263634 298272
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4639,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562371200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759730635570,
    "expiration_time": 1765720944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 18,
            "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": [
        [
            2917483.550884887,
            2756082.8824142297,
            161400.6684706588,
            5932476.053064195,
            654007.9698229914,
            5278468.083241202
        ],
        [
            2917.483551,
            2756.082882,
            161.400668,
            5932.476053,
            654.00797,
            5278.468083
        ],
        [
            1.257807,
            1.188223,
            0.069584,
            0.176907,
            0.087136,
            0.171951
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126466,
            -99485,
            -59896,
            -9466592,
            -8190257,
            -4493391
        ],
        [
            5.231099,
            8.152008,
            1.530617,
            1.196219,
            1.035402,
            1.448848
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            57,
            32,
            25,
            57,
            32,
            25
        ],
        [
            38.709677,
            31.914894,
            45.652174,
            38.709677,
            31.914894,
            45.652174
        ],
        [
            8.282573,
            17.390951,
            1.822163,
            1.894014,
            2.208857,
            1.724819
        ],
        [
            2393352,
            2393352,
            81101,
            5476875,
            5476875,
            4460797
        ],
        [
            -48771,
            -29265,
            -48771,
            -2506758,
            -2443873,
            -2506758
        ],
        [
            48,
            44,
            51,
            48,
            44,
            51
        ],
        [
            84,
            79,
            87,
            84,
            79,
            87
        ],
        [
            25,
            28,
            21,
            25,
            28,
            21
        ],
        [
            4471,
            2085,
            2386,
            4471,
            2085,
            2386
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            625863,
            542854,
            -99040,
            4407,
            -263634,
            298272
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4639,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562371200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759730635570,
    "expiration_time": 1765720944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 18,
            "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)