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Trade: ONE/USDT/720/SINWMA/DCM/2734

Strategy
ONE/USDT/720/SINWMA/DCM/2734
Pair
ONE_USDT
Interval
12h
Score
700965
Daily Profit
0.816592
Profit Factor
6.807105
Profitability
42.857143
Streak
21.635223
Best Strategy
Training Data Length
2312.000000
Evaluation Time
2025-09-28 18:14
Expiration Time
2025-12-06 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2031564.2667 1887961.4809 143602.7858 3302576.4071 1801942.6066 1500633.8005
Total P&L (%) 2031.5643 1887.9615 143.6028 3302.5764 1801.9426 1500.6338
Avg Daily Profit (%) 0.8787 0.8166 0.0621 0.1527 0.1275 0.12
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144366 -79461 -69416 -2514805 -1958019 -1873389
Profit Factor 4.2907 6.8071 1.4914 1.3116 1.3339 1.2885
Total Trades 69 35 34 69 35 34
Winning Trades 33 15 18 33 15 18
Losing Trades 36 20 16 36 20 16
Profitability (%) 47.8261 42.8571 52.9412 47.8261 42.8571 52.9412
Ratio Avg Win / Avg Loss 4.6807 9.0761 1.3257 1.4308 1.7785 1.1453
Largest Winning Trade 1543398 1543398 80705 2024035 1720411 2024035
Largest Losing Trade -51689 -37255 -51689 -1873389 -1251742 -1873389
Avg Bars in Trades 64 63 65 64 63 65
Avg Bars in Winners 96 95 96 96 95 96
Avg Bars in Losers 35 39 30 35 39 30
Bars Traded 4442 2219 2223 4442 2219 2223
Profit Streak 20.6352 21.6352 0 20.6352 21.6352 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -86060 700965 -108373 -98781 -23251 -31997
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563451200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759072483264,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 48,
            "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": [
        [
            2031564.2667019786,
            1887961.4809487886,
            143602.7857531903,
            3302576.407115559,
            1801942.6065902258,
            1500633.8005253319
        ],
        [
            2031.564267,
            1887.961481,
            143.602786,
            3302.576407,
            1801.942607,
            1500.633801
        ],
        [
            0.878704,
            0.816592,
            0.062112,
            0.152673,
            0.12748,
            0.120011
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144366,
            -79461,
            -69416,
            -2514805,
            -1958019,
            -1873389
        ],
        [
            4.29068,
            6.807105,
            1.491358,
            1.311576,
            1.333854,
            1.288462
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            47.826087,
            42.857143,
            52.941176,
            47.826087,
            42.857143,
            52.941176
        ],
        [
            4.680742,
            9.07614,
            1.325652,
            1.43081,
            1.778472,
            1.145299
        ],
        [
            1543398,
            1543398,
            80705,
            2024035,
            1720411,
            2024035
        ],
        [
            -51689,
            -37255,
            -51689,
            -1873389,
            -1251742,
            -1873389
        ],
        [
            64,
            63,
            65,
            64,
            63,
            65
        ],
        [
            96,
            95,
            96,
            96,
            95,
            96
        ],
        [
            35,
            39,
            30,
            35,
            39,
            30
        ],
        [
            4442,
            2219,
            2223,
            4442,
            2219,
            2223
        ],
        [
            20.635223,
            21.635223,
            0,
            20.635223,
            21.635223,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -86060,
            700965,
            -108373,
            -98781,
            -23251,
            -31997
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563451200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759072483264,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 48,
            "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)