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Trade: ONE/USDT/720/SWMA/DCM/8825

Strategy
ONE/USDT/720/SWMA/DCM/8825
Pair
ONE_USDT
Interval
12h
Score
580052
Daily Profit
0.827971
Profit Factor
2.734552
Profitability
39.669421
Streak
56.305424
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 10:19
Expiration Time
2025-12-02 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1910957.0571 2134088.6849 -223131.6278 -98894.4176 674841.8751 -773736.2927
Total P&L (%) 1910.9571 2134.0887 -223.1316 -98.8944 674.8419 -773.7363
Avg Daily Profit (%) 0.828 0.9246 -0.0967 -0.195 0.0888 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -419768 -266188 -231620 -1084819 -284869 -1003786
Profit Factor 2.7346 4.5198 0.5496 0.9406 2.1164 0.2708
Total Trades 121 60 61 121 60 61
Winning Trades 48 24 24 48 24 24
Losing Trades 73 36 37 73 36 37
Profitability (%) 39.6694 40 39.3443 39.6694 40 39.3443
Ratio Avg Win / Avg Loss 4.1588 6.7797 0.8473 1.4305 3.1746 0.4175
Largest Winning Trade 2269962 2269962 59918 557186 557186 147859
Largest Losing Trade -75643 -67739 -75643 -821284 -207570 -821284
Avg Bars in Trades 35 52 19 35 52 19
Avg Bars in Winners 46 66 25 46 66 25
Avg Bars in Losers 29 42 15 29 42 15
Bars Traded 4341 3143 1198 4341 3143 1198
Profit Streak 56.3054 56.3054 77.8054 56.3054 56.3054 77.8054
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 580052 -152068 -745638 -581406 -242814 -745638

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566259200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758871188665,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 127,
            "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": [
        [
            1910957.0570535709,
            2134088.6849016435,
            -223131.6278480726,
            -98894.4176086506,
            674841.8750523777,
            -773736.2926610282
        ],
        [
            1910.957057,
            2134.088685,
            -223.131628,
            -98.894418,
            674.841875,
            -773.736293
        ],
        [
            0.827971,
            0.924648,
            -0.096677,
            -0.194992,
            0.088752,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -419768,
            -266188,
            -231620,
            -1084819,
            -284869,
            -1003786
        ],
        [
            2.734552,
            4.519787,
            0.549583,
            0.940624,
            2.116412,
            0.270813
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            39.669421,
            40,
            39.344262,
            39.669421,
            40,
            39.344262
        ],
        [
            4.158798,
            6.77968,
            0.847273,
            1.430533,
            3.174618,
            0.417503
        ],
        [
            2269962,
            2269962,
            59918,
            557186,
            557186,
            147859
        ],
        [
            -75643,
            -67739,
            -75643,
            -821284,
            -207570,
            -821284
        ],
        [
            35,
            52,
            19,
            35,
            52,
            19
        ],
        [
            46,
            66,
            25,
            46,
            66,
            25
        ],
        [
            29,
            42,
            15,
            29,
            42,
            15
        ],
        [
            4341,
            3143,
            1198,
            4341,
            3143,
            1198
        ],
        [
            56.305424,
            56.305424,
            77.805424,
            56.305424,
            56.305424,
            77.805424
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            580052,
            -152068,
            -745638,
            -581406,
            -242814,
            -745638
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566259200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758871188665,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 127,
            "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)