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Trade: ONE/USDT/720/SWMA/FWMA/1114

Strategy
ONE/USDT/720/SWMA/FWMA/1114
Pair
ONE_USDT
Interval
12h
Score
344743
Daily Profit
1.239027
Profit Factor
4.308176
Profitability
29.133858
Streak
0.000000
Best Strategy
Training Data Length
2325.500000
Evaluation Time
2025-10-12 16:49
Expiration Time
2025-12-20 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2881357.0153 2785078.1296 96278.8857 2976707.8963 4812789.7789 -1836081.8826
Total P&L (%) 2881.357 2785.0781 96.2789 2976.7079 4812.7898 -1836.0819
Avg Daily Profit (%) 1.239 1.1976 0.0414 0.1475 0.1676 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107177 -92457 -124872 -7437509 -6632577 -4003946
Profit Factor 4.3082 7.2897 1.2249 1.0798 1.2639 0.9036
Total Trades 127 64 63 127 64 63
Winning Trades 37 14 23 37 14 23
Losing Trades 90 50 40 90 50 40
Profitability (%) 29.1339 21.875 36.5079 29.1339 21.875 36.5079
Ratio Avg Win / Avg Loss 10.4793 26.0347 2.1302 2.6266 4.5139 1.5715
Largest Winning Trade 2427873 2427873 84634 5540110 5540110 2631905
Largest Losing Trade -34448 -21606 -34448 -2721996 -1936693 -2721996
Avg Bars in Trades 34 31 37 34 31 37
Avg Bars in Winners 80 86 76 80 86 76
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 4378 2000 2378 4378 2000 2378
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 344743 -161006 -289074 -138653 -174310 -730205
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4651,
    "evaluation_days": 2325.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1567900800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760276973536,
    "expiration_time": 1766254896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 199,
            "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": [
        [
            2881357.0153239756,
            2785078.1295839148,
            96278.8857400623,
            2976707.8962779515,
            4812789.778891333,
            -1836081.8826133858
        ],
        [
            2881.357015,
            2785.07813,
            96.278886,
            2976.707896,
            4812.789779,
            -1836.081883
        ],
        [
            1.239027,
            1.197626,
            0.041401,
            0.147451,
            0.167607,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107177,
            -92457,
            -124872,
            -7437509,
            -6632577,
            -4003946
        ],
        [
            4.308176,
            7.289706,
            1.224856,
            1.079827,
            1.2639,
            0.903629
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            37,
            14,
            23,
            37,
            14,
            23
        ],
        [
            90,
            50,
            40,
            90,
            50,
            40
        ],
        [
            29.133858,
            21.875,
            36.507937,
            29.133858,
            21.875,
            36.507937
        ],
        [
            10.479348,
            26.034663,
            2.130184,
            2.626607,
            4.51393,
            1.571529
        ],
        [
            2427873,
            2427873,
            84634,
            5540110,
            5540110,
            2631905
        ],
        [
            -34448,
            -21606,
            -34448,
            -2721996,
            -1936693,
            -2721996
        ],
        [
            34,
            31,
            37,
            34,
            31,
            37
        ],
        [
            80,
            86,
            76,
            80,
            86,
            76
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            4378,
            2000,
            2378,
            4378,
            2000,
            2378
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344743,
            -161006,
            -289074,
            -138653,
            -174310,
            -730205
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4651,
    "evaluation_days": 2325.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1567900800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760276973536,
    "expiration_time": 1766254896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 199,
            "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)