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Trade: ONE/USDT/720/SWMA/PWMA/2869

Strategy
ONE/USDT/720/SWMA/PWMA/2869
Pair
ONE_USDT
Interval
12h
Score
536802
Daily Profit
0.828338
Profit Factor
3.889741
Profitability
39.759036
Streak
0.000000
Best Strategy
Training Data Length
2323.500000
Evaluation Time
2025-10-10 11:47
Expiration Time
2025-12-18 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1924644.1606 1804917.6526 119726.5081 1613663.0708 817095.4666 796567.6042
Total P&L (%) 1924.6442 1804.9177 119.7265 1613.6631 817.0955 796.5676
Avg Daily Profit (%) 0.8283 0.7768 0.0515 0.1224 0.0954 0.0944
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123857 -97527 -158007 -1464273 -1477958 -1008888
Profit Factor 3.8897 5.8329 1.4092 1.2309 1.1804 1.3242
Total Trades 83 42 41 83 42 41
Winning Trades 33 13 20 33 13 20
Losing Trades 50 29 21 50 29 21
Profitability (%) 39.759 30.9524 48.7805 39.759 30.9524 48.7805
Ratio Avg Win / Avg Loss 5.8935 13.0119 1.4797 1.8651 2.6331 1.3904
Largest Winning Trade 1443603 1443603 80763 1406125 1406125 1059609
Largest Losing Trade -70224 -39055 -70224 -538805 -538805 -325723
Avg Bars in Trades 53 45 61 53 45 61
Avg Bars in Winners 95 105 88 95 105 88
Avg Bars in Losers 26 19 35 26 19 35
Bars Traded 4445 1922 2523 4445 1922 2523
Profit Streak 0 0 25.866 0 0 25.866
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 536802 504338 -123245 -33734 -93538 -66127
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4647,
    "evaluation_days": 2323.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563624000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760086020506,
    "expiration_time": 1766076912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 17,
            "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": [
        [
            1924644.1606299463,
            1804917.6525632525,
            119726.5080666944,
            1613663.0707985098,
            817095.4666431997,
            796567.6041553105
        ],
        [
            1924.644161,
            1804.917653,
            119.726508,
            1613.663071,
            817.095467,
            796.567604
        ],
        [
            0.828338,
            0.77681,
            0.051529,
            0.122357,
            0.095421,
            0.094445
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123857,
            -97527,
            -158007,
            -1464273,
            -1477958,
            -1008888
        ],
        [
            3.889741,
            5.832917,
            1.409233,
            1.230937,
            1.180367,
            1.324168
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            33,
            13,
            20,
            33,
            13,
            20
        ],
        [
            50,
            29,
            21,
            50,
            29,
            21
        ],
        [
            39.759036,
            30.952381,
            48.780488,
            39.759036,
            30.952381,
            48.780488
        ],
        [
            5.893548,
            13.011892,
            1.479695,
            1.865056,
            2.633126,
            1.390376
        ],
        [
            1443603,
            1443603,
            80763,
            1406125,
            1406125,
            1059609
        ],
        [
            -70224,
            -39055,
            -70224,
            -538805,
            -538805,
            -325723
        ],
        [
            53,
            45,
            61,
            53,
            45,
            61
        ],
        [
            95,
            105,
            88,
            95,
            105,
            88
        ],
        [
            26,
            19,
            35,
            26,
            19,
            35
        ],
        [
            4445,
            1922,
            2523,
            4445,
            1922,
            2523
        ],
        [
            0,
            0,
            25.865978,
            0,
            0,
            25.865978
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            536802,
            504338,
            -123245,
            -33734,
            -93538,
            -66127
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4647,
    "evaluation_days": 2323.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563624000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760086020506,
    "expiration_time": 1766076912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 17,
            "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)