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Trade: ONE/USDT/720/SWMA/PWMA/1731

Strategy
ONE/USDT/720/SWMA/PWMA/1731
Pair
ONE_USDT
Interval
12h
Score
718263
Daily Profit
0.731967
Profit Factor
6.696725
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
2317.000000
Evaluation Time
2025-10-03 16:29
Expiration Time
2025-12-12 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1584859.2926 1695967.6433 -111108.3507 -85513.7634 1245086.1461 -1330599.9095
Total P&L (%) 1584.8593 1695.9676 -111.1084 -85.5138 1245.0861 -1330.5999
Avg Daily Profit (%) 0.684 0.732 -0.048 -0.0833 0.1122 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -296293 -124565 -225129 -2078143 -389857 -2135848
Profit Factor 2.9374 6.6967 0.7865 0.9812 2.6906 0.652
Total Trades 68 34 34 68 34 34
Winning Trades 39 16 23 35 15 20
Losing Trades 29 18 11 33 19 14
Profitability (%) 57.3529 47.0588 67.6471 51.4706 44.1176 58.8235
Ratio Avg Win / Avg Loss 2.1842 7.5338 0.3761 0.9252 3.4082 0.4564
Largest Winning Trade 1650077 1650077 73811 735190 735190 504058
Largest Losing Trade -122370 -68417 -122370 -1195246 -226021 -1195246
Avg Bars in Trades 62 55 69 62 55 69
Avg Bars in Winners 67 59 73 73 67 76
Avg Bars in Losers 56 52 63 52 46 60
Bars Traded 4275 1897 2378 4275 1897 2378
Profit Streak 28.062 0 64.062 28.062 0 64.062
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -94222 718263 -577534 -693546 -39913 -578678
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4634,
    "evaluation_days": 2317,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565654400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498155266,
    "expiration_time": 1765498464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 85,
            "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": [
        [
            1584859.2925612633,
            1695967.6432889607,
            -111108.3507276971,
            -85513.7634001504,
            1245086.1461267679,
            -1330599.9095269188
        ],
        [
            1584.859293,
            1695.967643,
            -111.108351,
            -85.513763,
            1245.086146,
            -1330.59991
        ],
        [
            0.684014,
            0.731967,
            -0.047954,
            -0.083348,
            0.112236,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -296293,
            -124565,
            -225129,
            -2078143,
            -389857,
            -2135848
        ],
        [
            2.937422,
            6.696725,
            0.78646,
            0.981246,
            2.690647,
            0.651978
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            39,
            16,
            23,
            35,
            15,
            20
        ],
        [
            29,
            18,
            11,
            33,
            19,
            14
        ],
        [
            57.352941,
            47.058824,
            67.647059,
            51.470588,
            44.117647,
            58.823529
        ],
        [
            2.184237,
            7.533815,
            0.376133,
            0.925175,
            3.408153,
            0.456385
        ],
        [
            1650077,
            1650077,
            73811,
            735190,
            735190,
            504058
        ],
        [
            -122370,
            -68417,
            -122370,
            -1195246,
            -226021,
            -1195246
        ],
        [
            62,
            55,
            69,
            62,
            55,
            69
        ],
        [
            67,
            59,
            73,
            73,
            67,
            76
        ],
        [
            56,
            52,
            63,
            52,
            46,
            60
        ],
        [
            4275,
            1897,
            2378,
            4275,
            1897,
            2378
        ],
        [
            28.061982,
            0,
            64.061982,
            28.061982,
            0,
            64.061982
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94222,
            718263,
            -577534,
            -693546,
            -39913,
            -578678
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4634,
    "evaluation_days": 2317,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565654400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498155266,
    "expiration_time": 1765498464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 85,
            "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)