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Trade: ONE/USDT/120/MIDPRICE/FWMA/2709

Strategy
ONE/USDT/120/MIDPRICE/FWMA/2709
Pair
ONE_USDT
Interval
2h
Score
321617
Daily Profit
0.433459
Profit Factor
1.438830
Profitability
30.298913
Streak
8.062863
Best Strategy
Training Data Length
2082.580000
Evaluation Time
2025-10-08 22:30
Expiration Time
2025-12-22 19:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 902713.7971 759262.3034 143451.4937 4896168.1709 1577497.6487 3318670.5223
Total P&L (%) 902.7138 759.2623 143.4515 4896.1682 1577.4976 3318.6705
Avg Daily Profit (%) 0.4335 0.3646 0.0689 0.188 0.1355 0.1697
Buy And Hold Return (%) 51.8576 51.8576 51.8576 51.8576 51.8576 51.8576
Max Trade Drawdown -117318 -87859 -275922 -2627466 -1788995 -1603403
Profit Factor 1.4388 1.7774 1.1328 1.3018 1.1959 1.4063
Total Trades 736 368 368 736 368 368
Winning Trades 223 106 117 223 106 117
Losing Trades 513 262 251 513 262 251
Profitability (%) 30.2989 28.8043 31.7935 30.2989 28.8043 31.7935
Ratio Avg Win / Avg Loss 3.31 4.3931 2.4301 2.9948 2.9559 3.017
Largest Winning Trade 254283 254283 61400 1241575 1241575 1057615
Largest Losing Trade -26198 -24423 -26198 -564307 -431591 -564307
Avg Bars in Trades 33 32 35 33 32 35
Avg Bars in Winners 77 76 78 77 76 78
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 24782 11828 12954 24782 11828 12954
Profit Streak 8.0629 8.2295 0 8.0629 8.2295 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321617 65120 -183355 215948 -26682 140822
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1581141600000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759951831399,
    "expiration_time": 1766424067200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 167,
            "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": [
        [
            902713.7970967991,
            759262.303433136,
            143451.4936636631,
            4896168.170911971,
            1577497.648652065,
            3318670.522259907
        ],
        [
            902.713797,
            759.262303,
            143.451494,
            4896.168171,
            1577.497649,
            3318.670522
        ],
        [
            0.433459,
            0.364578,
            0.068882,
            0.187985,
            0.135495,
            0.169733
        ],
        [
            51.857585,
            51.857585,
            51.857585,
            51.857585,
            51.857585,
            51.857585
        ],
        [
            -117318,
            -87859,
            -275922,
            -2627466,
            -1788995,
            -1603403
        ],
        [
            1.43883,
            1.777377,
            1.132777,
            1.301838,
            1.195881,
            1.40631
        ],
        [
            736,
            368,
            368,
            736,
            368,
            368
        ],
        [
            223,
            106,
            117,
            223,
            106,
            117
        ],
        [
            513,
            262,
            251,
            513,
            262,
            251
        ],
        [
            30.298913,
            28.804348,
            31.793478,
            30.298913,
            28.804348,
            31.793478
        ],
        [
            3.309953,
            4.393139,
            2.430145,
            2.994811,
            2.955857,
            3.016955
        ],
        [
            254283,
            254283,
            61400,
            1241575,
            1241575,
            1057615
        ],
        [
            -26198,
            -24423,
            -26198,
            -564307,
            -431591,
            -564307
        ],
        [
            33,
            32,
            35,
            33,
            32,
            35
        ],
        [
            77,
            76,
            78,
            77,
            76,
            78
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            24782,
            11828,
            12954,
            24782,
            11828,
            12954
        ],
        [
            8.062863,
            8.22953,
            0,
            8.062863,
            8.22953,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321617,
            65120,
            -183355,
            215948,
            -26682,
            140822
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1581141600000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759951831399,
    "expiration_time": 1766424067200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 167,
            "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)