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Trade: ONE/USDT/720/SINWMA/PSAR/5979

Strategy
ONE/USDT/720/SINWMA/PSAR/5979
Pair
ONE_USDT
Interval
12h
Score
740607
Daily Profit
0.983780
Profit Factor
3.991923
Profitability
49.612403
Streak
0.000000
Best Strategy
Training Data Length
2312.000000
Evaluation Time
2025-09-29 00:03
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 2274499.4055 2174014.2269 100485.1786 2223984.2558 1324860.3592 899123.8965
Total P&L (%) 2274.4994 2174.0142 100.4852 2223.9843 1324.8604 899.1239
Avg Daily Profit (%) 0.9838 0.9403 0.0435 0.1362 0.115 0.0996
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96592 -115402 -72192 -4581564 -3986243 -1640821
Profit Factor 3.9919 6.3366 1.2848 1.1444 1.1403 1.1509
Total Trades 129 65 64 129 65 64
Winning Trades 64 33 31 64 33 31
Losing Trades 65 32 33 65 32 33
Profitability (%) 49.6124 50.7692 48.4375 49.6124 50.7692 48.4375
Ratio Avg Win / Avg Loss 4.0543 6.1446 1.3677 1.1623 1.1058 1.2252
Largest Winning Trade 1886084 1886084 83045 4150183 4150183 1474243
Largest Losing Trade -60646 -33598 -60646 -1682320 -1682320 -1087956
Avg Bars in Trades 33 29 37 33 29 37
Avg Bars in Winners 45 40 51 45 40 51
Avg Bars in Losers 21 18 24 21 18 24
Bars Traded 4295 1904 2391 4295 1904 2391
Profit Streak 0 0 13.8777 0 0 13.8777
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 740607 -109486 -274056 -72292 -236549 -253261
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565179200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759093433851,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            2274499.405514438,
            2174014.226902555,
            100485.1786118838,
            2223984.2557762302,
            1324860.3592339829,
            899123.8965422461
        ],
        [
            2274.499406,
            2174.014227,
            100.485179,
            2223.984256,
            1324.860359,
            899.123897
        ],
        [
            0.98378,
            0.940318,
            0.043462,
            0.13616,
            0.114973,
            0.099604
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96592,
            -115402,
            -72192,
            -4581564,
            -3986243,
            -1640821
        ],
        [
            3.991923,
            6.336623,
            1.284792,
            1.144442,
            1.140339,
            1.150946
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            64,
            33,
            31,
            64,
            33,
            31
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            49.612403,
            50.769231,
            48.4375,
            49.612403,
            50.769231,
            48.4375
        ],
        [
            4.054297,
            6.144604,
            1.367682,
            1.162324,
            1.105783,
            1.2252
        ],
        [
            1886084,
            1886084,
            83045,
            4150183,
            4150183,
            1474243
        ],
        [
            -60646,
            -33598,
            -60646,
            -1682320,
            -1682320,
            -1087956
        ],
        [
            33,
            29,
            37,
            33,
            29,
            37
        ],
        [
            45,
            40,
            51,
            45,
            40,
            51
        ],
        [
            21,
            18,
            24,
            21,
            18,
            24
        ],
        [
            4295,
            1904,
            2391,
            4295,
            1904,
            2391
        ],
        [
            0,
            0,
            13.877707,
            0,
            0,
            13.877707
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            740607,
            -109486,
            -274056,
            -72292,
            -236549,
            -253261
        ]
    ]
}
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": 1565179200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759093433851,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)