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Trade: ONE/USDT/120/PWMA/LINREG/2453

Strategy
ONE/USDT/120/PWMA/LINREG/2453
Pair
ONE_USDT
Interval
2h
Score
442775
Daily Profit
0.513771
Profit Factor
2.081269
Profitability
39.613527
Streak
15.954226
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-06 11:54
Expiration Time
2025-12-20 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1070354.3854 914712.0503 155642.335 5295609.5682 3183746.3663 2111863.2019
Total P&L (%) 1070.3544 914.7121 155.6423 5295.6096 3183.7464 2111.8632
Avg Daily Profit (%) 0.5138 0.4391 0.0747 0.1916 0.1677 0.1487
Buy And Hold Return (%) 63.3174 63.3174 63.3174 63.3174 63.3174 63.3174
Max Trade Drawdown -111772 -98882 -172399 -14553513 -11919272 -3781333
Profit Factor 2.0813 2.9333 1.3012 1.1362 1.1448 1.1249
Total Trades 207 103 104 207 103 104
Winning Trades 82 35 47 82 35 47
Losing Trades 125 68 57 125 68 57
Profitability (%) 39.6135 33.9806 45.1923 39.6135 33.9806 45.1923
Ratio Avg Win / Avg Loss 3.1727 5.699 1.578 1.732 2.2243 1.3642
Largest Winning Trade 456284 456284 58918 9541597 9541597 3624996
Largest Losing Trade -44397 -23229 -44397 -2539140 -2539140 -2106813
Avg Bars in Trades 119 114 123 119 114 123
Avg Bars in Winners 203 208 199 203 208 199
Avg Bars in Losers 63 66 61 63 66 61
Bars Traded 24639 11775 12864 24639 11775 12864
Profit Streak 15.9542 0 26.3709 15.9542 0 26.3709
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 442775 330221 -97433 -64041 -58836 -78821
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579672800000,
    "first_datapoint_time": 1581357600000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759740845141,
    "expiration_time": 1766217600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 61,
            "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": [
        [
            1070354.3853589487,
            914712.0503189983,
            155642.3350399493,
            5295609.568195368,
            3183746.3662969726,
            2111863.2018983974
        ],
        [
            1070.354385,
            914.71205,
            155.642335,
            5295.609568,
            3183.746366,
            2111.863202
        ],
        [
            0.513771,
            0.439062,
            0.074708,
            0.191616,
            0.167736,
            0.148739
        ],
        [
            63.317384,
            63.317384,
            63.317384,
            63.317384,
            63.317384,
            63.317384
        ],
        [
            -111772,
            -98882,
            -172399,
            -14553513,
            -11919272,
            -3781333
        ],
        [
            2.081269,
            2.933308,
            1.301181,
            1.136169,
            1.144843,
            1.124893
        ],
        [
            207,
            103,
            104,
            207,
            103,
            104
        ],
        [
            82,
            35,
            47,
            82,
            35,
            47
        ],
        [
            125,
            68,
            57,
            125,
            68,
            57
        ],
        [
            39.613527,
            33.980583,
            45.192308,
            39.613527,
            33.980583,
            45.192308
        ],
        [
            3.172666,
            5.698999,
            1.578029,
            1.731965,
            2.224267,
            1.364232
        ],
        [
            456284,
            456284,
            58918,
            9541597,
            9541597,
            3624996
        ],
        [
            -44397,
            -23229,
            -44397,
            -2539140,
            -2539140,
            -2106813
        ],
        [
            119,
            114,
            123,
            119,
            114,
            123
        ],
        [
            203,
            208,
            199,
            203,
            208,
            199
        ],
        [
            63,
            66,
            61,
            63,
            66,
            61
        ],
        [
            24639,
            11775,
            12864,
            24639,
            11775,
            12864
        ],
        [
            15.954226,
            0,
            26.370893,
            15.954226,
            0,
            26.370893
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442775,
            330221,
            -97433,
            -64041,
            -58836,
            -78821
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579672800000,
    "first_datapoint_time": 1581357600000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759740845141,
    "expiration_time": 1766217600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 61,
            "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)