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Trade: OCEAN/USDT/480/MIDPRICE/SINWMA/7704

Strategy
OCEAN/USDT/480/MIDPRICE/SINWMA/7704
Pair
OCEAN_USDT
Interval
8h
Score
325086
Daily Profit
0.157386
Profit Factor
2.029163
Profitability
57.894737
Streak
472.301759
Best Strategy
Training Data Length
1412.000000
Evaluation Time
2025-10-01 02:14
Expiration Time
2024-08-12 11:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 47363.5694 222229.4196 -174865.8502 -6655.5787 58609.6331 -65265.2119
Total P&L (%) 47.3636 222.2294 -174.8659 -6.6556 58.6096 -65.2652
Avg Daily Profit (%) 0.0335 0.1574 -0.1238 -0.0049 0.0327 -0.0749
Buy And Hold Return (%) 62.027 62.027 62.027 62.027 62.027 62.027
Max Trade Drawdown -278101 -53340 -299983 -701661 -261268 -549765
Profit Factor 1.0619 2.0292 0.6813 0.9959 1.0981 0.9376
Total Trades 75 38 37 75 38 37
Winning Trades 44 22 22 44 23 21
Losing Trades 31 16 15 31 15 16
Profitability (%) 58.6667 57.8947 59.4595 58.6667 60.5263 56.7568
Ratio Avg Win / Avg Loss 0.7482 1.4758 0.4645 0.7017 0.7161 0.7143
Largest Winning Trade 63699 45952 63699 189548 76459 189548
Largest Losing Trade -163456 -30603 -163456 -354613 -112385 -354613
Avg Bars in Trades 53 36 71 53 36 71
Avg Bars in Winners 48 28 68 51 29 76
Avg Bars in Losers 61 47 77 56 46 66
Bars Traded 4049 1387 2662 4049 1387 2662
Profit Streak 472.3018 472.3018 493.6351 472.3018 472.3018 493.6351
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -526829 325086 -578585 -639693 -427360 -578936
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4236,
    "evaluation_days": 1412,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1600848000000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759274071971,
    "expiration_time": 1723451904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 70,
            "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": [
        [
            47363.5693888187,
            222229.419578318,
            -174865.8501894994,
            -6655.5787227897,
            58609.6331287561,
            -65265.2118515458
        ],
        [
            47.363569,
            222.22942,
            -174.86585,
            -6.655579,
            58.609633,
            -65.265212
        ],
        [
            0.033544,
            0.157386,
            -0.123843,
            -0.004878,
            0.032674,
            -0.074861
        ],
        [
            62.026991,
            62.026991,
            62.026991,
            62.026991,
            62.026991,
            62.026991
        ],
        [
            -278101,
            -53340,
            -299983,
            -701661,
            -261268,
            -549765
        ],
        [
            1.061944,
            2.029163,
            0.681304,
            0.995949,
            1.098082,
            0.937576
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            44,
            22,
            22,
            44,
            23,
            21
        ],
        [
            31,
            16,
            15,
            31,
            15,
            16
        ],
        [
            58.666667,
            57.894737,
            59.459459,
            58.666667,
            60.526316,
            56.756757
        ],
        [
            0.748188,
            1.475755,
            0.464525,
            0.701692,
            0.71614,
            0.714344
        ],
        [
            63699,
            45952,
            63699,
            189548,
            76459,
            189548
        ],
        [
            -163456,
            -30603,
            -163456,
            -354613,
            -112385,
            -354613
        ],
        [
            53,
            36,
            71,
            53,
            36,
            71
        ],
        [
            48,
            28,
            68,
            51,
            29,
            76
        ],
        [
            61,
            47,
            77,
            56,
            46,
            66
        ],
        [
            4049,
            1387,
            2662,
            4049,
            1387,
            2662
        ],
        [
            472.301759,
            472.301759,
            493.635092,
            472.301759,
            472.301759,
            493.635092
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -526829,
            325086,
            -578585,
            -639693,
            -427360,
            -578936
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4236,
    "evaluation_days": 1412,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1600848000000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1759274071971,
    "expiration_time": 1723451904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 70,
            "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)