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Trade: ONE/USDT/120/MIDPRICE/SWMA/3624

Strategy
ONE/USDT/120/MIDPRICE/SWMA/3624
Pair
ONE_USDT
Interval
2h
Score
356718
Daily Profit
0.502595
Profit Factor
2.195923
Profitability
34.920635
Streak
11.251460
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-30 19:02
Expiration Time
2025-12-14 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1047070.4423 1013789.2324 33281.2099 784351.0519 3591470.5958 -2807119.5439
Total P&L (%) 1047.0704 1013.7892 33.2812 784.3511 3591.4706 -2807.1195
Avg Daily Profit (%) 0.5026 0.4866 0.016 0.1047 0.1734 0
Buy And Hold Return (%) 35.6061 35.6061 35.6061 35.6061 35.6061 35.6061
Max Trade Drawdown -136178 -114437 -137355 -6824284 -3409669 -4512559
Profit Factor 2.1959 3.3429 1.0752 1.0407 1.3759 0.7114
Total Trades 126 63 63 126 63 63
Winning Trades 44 21 23 44 21 23
Losing Trades 82 42 40 82 42 40
Profitability (%) 34.9206 33.3333 36.5079 34.9206 33.3333 36.5079
Ratio Avg Win / Avg Loss 4.0924 6.6859 1.8698 1.9394 2.7518 1.2372
Largest Winning Trade 478430 478430 81371 5770918 5770918 1091911
Largest Losing Trade -41611 -41611 -41301 -2698988 -1596171 -2698988
Avg Bars in Trades 194 162 226 194 162 226
Avg Bars in Winners 378 314 437 378 314 437
Avg Bars in Losers 95 86 105 95 86 105
Bars Traded 24483 10218 14265 24483 10218 14265
Profit Streak 11.2515 13.8348 0 11.2515 13.8348 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 356718 -135961 -626234 -232377 -143372 -731316
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579183200000,
    "first_datapoint_time": 1581472800000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759248126173,
    "expiration_time": 1765728000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "offset": 77
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 42,
            "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": [
        [
            1047070.4423190625,
            1013789.232413681,
            33281.2099053817,
            784351.0518970499,
            3591470.595777066,
            -2807119.543880015
        ],
        [
            1047.070442,
            1013.789232,
            33.28121,
            784.351052,
            3591.470596,
            -2807.119544
        ],
        [
            0.502595,
            0.48662,
            0.015975,
            0.10468,
            0.173364,
            0
        ],
        [
            35.606061,
            35.606061,
            35.606061,
            35.606061,
            35.606061,
            35.606061
        ],
        [
            -136178,
            -114437,
            -137355,
            -6824284,
            -3409669,
            -4512559
        ],
        [
            2.195923,
            3.342945,
            1.075155,
            1.04068,
            1.375876,
            0.71138
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            82,
            42,
            40,
            82,
            42,
            40
        ],
        [
            34.920635,
            33.333333,
            36.507937,
            34.920635,
            33.333333,
            36.507937
        ],
        [
            4.092402,
            6.685891,
            1.869835,
            1.939449,
            2.751752,
            1.237183
        ],
        [
            478430,
            478430,
            81371,
            5770918,
            5770918,
            1091911
        ],
        [
            -41611,
            -41611,
            -41301,
            -2698988,
            -1596171,
            -2698988
        ],
        [
            194,
            162,
            226,
            194,
            162,
            226
        ],
        [
            378,
            314,
            437,
            378,
            314,
            437
        ],
        [
            95,
            86,
            105,
            95,
            86,
            105
        ],
        [
            24483,
            10218,
            14265,
            24483,
            10218,
            14265
        ],
        [
            11.25146,
            13.834794,
            0,
            11.25146,
            13.834794,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356718,
            -135961,
            -626234,
            -232377,
            -143372,
            -731316
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579183200000,
    "first_datapoint_time": 1581472800000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759248126173,
    "expiration_time": 1765728000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "offset": 77
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 42,
            "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)