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Trade: ONE/USDT/120/PWMA/T3/9461

Strategy
ONE/USDT/120/PWMA/T3/9461
Pair
ONE_USDT
Interval
2h
Score
443265
Daily Profit
0.320085
Profit Factor
1.490941
Profitability
48.689139
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 17:02
Expiration Time
2025-12-18 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 666842.4398 685829.8845 -18987.4447 53140.8722 866604.9781 -813464.1059
Total P&L (%) 666.8424 685.8299 -18.9874 53.1409 866.605 -813.4641
Avg Daily Profit (%) 0.3201 0.3292 -0.0091 0.0205 0.109 0
Buy And Hold Return (%) 54.3077 54.3077 54.3077 54.3077 54.3077 54.3077
Max Trade Drawdown -134881 -114043 -155689 -1274149 -819493 -915756
Profit Factor 1.4909 2.1827 0.9756 1.0097 1.3874 0.7505
Total Trades 267 133 134 267 133 134
Winning Trades 130 60 70 130 60 70
Losing Trades 137 73 64 137 73 64
Profitability (%) 48.6891 45.1128 52.2388 48.6891 45.1128 52.2388
Ratio Avg Win / Avg Loss 1.5712 2.6557 0.892 1.064 1.688 0.6862
Largest Winning Trade 308560 308560 81323 619739 619739 289958
Largest Losing Trade -65635 -49444 -65635 -673023 -517346 -673023
Avg Bars in Trades 92 82 102 92 82 102
Avg Bars in Winners 117 115 120 117 115 120
Avg Bars in Losers 68 55 82 68 55 82
Bars Traded 24646 10972 13674 24646 10972 13674
Profit Streak 0 16.335 0 0 16.335 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443265 423656 -580686 -540311 -46916 -580686
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579514400000,
    "first_datapoint_time": 1581148800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759586547127,
    "expiration_time": 1766059200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 158,
            "offset": 0,
            "a": 0.81169
        }
    }
}
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": [
        [
            666842.4397744517,
            685829.8844905866,
            -18987.4447161349,
            53140.8721908663,
            866604.9780737457,
            -813464.1058828796
        ],
        [
            666.84244,
            685.829884,
            -18.987445,
            53.140872,
            866.604978,
            -813.464106
        ],
        [
            0.320085,
            0.329199,
            -0.009114,
            0.020459,
            0.108953,
            0
        ],
        [
            54.307692,
            54.307692,
            54.307692,
            54.307692,
            54.307692,
            54.307692
        ],
        [
            -134881,
            -114043,
            -155689,
            -1274149,
            -819493,
            -915756
        ],
        [
            1.490941,
            2.182744,
            0.975608,
            1.009667,
            1.387421,
            0.750487
        ],
        [
            267,
            133,
            134,
            267,
            133,
            134
        ],
        [
            130,
            60,
            70,
            130,
            60,
            70
        ],
        [
            137,
            73,
            64,
            137,
            73,
            64
        ],
        [
            48.689139,
            45.112782,
            52.238806,
            48.689139,
            45.112782,
            52.238806
        ],
        [
            1.571222,
            2.655672,
            0.891985,
            1.064034,
            1.688029,
            0.68616
        ],
        [
            308560,
            308560,
            81323,
            619739,
            619739,
            289958
        ],
        [
            -65635,
            -49444,
            -65635,
            -673023,
            -517346,
            -673023
        ],
        [
            92,
            82,
            102,
            92,
            82,
            102
        ],
        [
            117,
            115,
            120,
            117,
            115,
            120
        ],
        [
            68,
            55,
            82,
            68,
            55,
            82
        ],
        [
            24646,
            10972,
            13674,
            24646,
            10972,
            13674
        ],
        [
            0,
            16.335036,
            0,
            0,
            16.335036,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443265,
            423656,
            -580686,
            -540311,
            -46916,
            -580686
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579514400000,
    "first_datapoint_time": 1581148800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759586547127,
    "expiration_time": 1766059200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 158,
            "offset": 0,
            "a": 0.81169
        }
    }
}

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)