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Trade: ONE/USDT/720/SINWMA/HILO/2297

Strategy
ONE/USDT/720/SINWMA/HILO/2297
Pair
ONE_USDT
Interval
12h
Score
675795
Daily Profit
0.764904
Profit Factor
7.825994
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
2320.500000
Evaluation Time
2025-10-07 07:01
Expiration Time
2025-12-15 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1956323.9808 1774959.6033 181364.3774 14287879.2058 3002981.5088 11284897.697
Total P&L (%) 1956.324 1774.9596 181.3644 14287.8792 3002.9815 11284.8977
Avg Daily Profit (%) 0.8431 0.7649 0.0782 0.2144 0.1481 0.2043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71279 -90170 -75664 -5021083 -6419559 -3518058
Profit Factor 4.865 7.826 1.7368 1.4743 1.1635 1.9595
Total Trades 73 37 36 73 37 36
Winning Trades 38 16 22 38 16 22
Losing Trades 35 21 14 35 21 14
Profitability (%) 52.0548 43.2432 61.1111 52.0548 43.2432 61.1111
Ratio Avg Win / Avg Loss 4.4809 10.2716 1.1053 1.3579 1.5271 1.247
Largest Winning Trade 1338322 1338322 82584 5769968 5769968 5476730
Largest Losing Trade -43822 -31178 -43822 -2689814 -2689814 -1780790
Avg Bars in Trades 58 47 70 58 47 70
Avg Bars in Winners 81 78 83 81 78 83
Avg Bars in Losers 34 24 48 34 24 48
Bars Traded 4285 1763 2522 4285 1763 2522
Profit Streak 0 0 81.168 0 0 81.168
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -55111 675795 -83564 -66701 -37054 487317
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4641,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564315200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759809712146,
    "expiration_time": 1765809936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 116,
            "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": [
        [
            1956323.9807568523,
            1774959.6033136786,
            181364.3774431734,
            14287879.205754723,
            3002981.5087935356,
            11284897.696961181
        ],
        [
            1956.323981,
            1774.959603,
            181.364377,
            14287.879206,
            3002.981509,
            11284.897697
        ],
        [
            0.843061,
            0.764904,
            0.078157,
            0.214363,
            0.148136,
            0.204254
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71279,
            -90170,
            -75664,
            -5021083,
            -6419559,
            -3518058
        ],
        [
            4.864958,
            7.825994,
            1.736834,
            1.47426,
            1.163508,
            1.95954
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            35,
            21,
            14,
            35,
            21,
            14
        ],
        [
            52.054795,
            43.243243,
            61.111111,
            52.054795,
            43.243243,
            61.111111
        ],
        [
            4.480882,
            10.271617,
            1.105258,
            1.357871,
            1.527104,
            1.24698
        ],
        [
            1338322,
            1338322,
            82584,
            5769968,
            5769968,
            5476730
        ],
        [
            -43822,
            -31178,
            -43822,
            -2689814,
            -2689814,
            -1780790
        ],
        [
            58,
            47,
            70,
            58,
            47,
            70
        ],
        [
            81,
            78,
            83,
            81,
            78,
            83
        ],
        [
            34,
            24,
            48,
            34,
            24,
            48
        ],
        [
            4285,
            1763,
            2522,
            4285,
            1763,
            2522
        ],
        [
            0,
            0,
            81.167965,
            0,
            0,
            81.167965
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -55111,
            675795,
            -83564,
            -66701,
            -37054,
            487317
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4641,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564315200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759809712146,
    "expiration_time": 1765809936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 116,
            "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)