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Trade: ONE/USDT/120/SINWMA/SINWMA/7918

Strategy
ONE/USDT/120/SINWMA/SINWMA/7918
Pair
ONE_USDT
Interval
2h
Score
345755
Daily Profit
0.446010
Profit Factor
1.767955
Profitability
37.254902
Streak
0.000000
Best Strategy
Training Data Length
2082.830000
Evaluation Time
2025-09-29 23:58
Expiration Time
2025-12-13 21:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 928962.2879 878373.2211 50589.0667 547942.0375 952914.296 -404972.2585
Total P&L (%) 928.9623 878.3732 50.5891 547.942 952.9143 -404.9723
Avg Daily Profit (%) 0.446 0.4217 0.0243 0.0898 0.1131 0
Buy And Hold Return (%) 80.6576 80.6576 80.6576 80.6576 80.6576 80.6576
Max Trade Drawdown -205996 -143365 -249279 -6351396 -4416148 -2137963
Profit Factor 1.768 2.5615 1.0782 1.0457 1.1409 0.9224
Total Trades 204 102 102 204 102 102
Winning Trades 76 32 44 76 32 44
Losing Trades 128 70 58 128 70 58
Profitability (%) 37.2549 31.3725 43.1373 37.2549 31.3725 43.1373
Ratio Avg Win / Avg Loss 2.9776 5.6033 1.4212 1.7612 2.4957 1.2159
Largest Winning Trade 451518 451518 55586 4214609 4214609 921678
Largest Losing Trade -61979 -28053 -61979 -1295309 -1295309 -1137963
Avg Bars in Trades 120 113 127 120 113 127
Avg Bars in Winners 217 223 213 217 223 213
Avg Bars in Losers 62 62 61 62 62 61
Bars Traded 24494 11533 12961 24494 11533 12961
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345755 262450 -463688 -245849 -113541 -582062
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579154400000,
    "first_datapoint_time": 1580400000000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759179526716,
    "expiration_time": 1765654444800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 31,
            "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": [
        [
            928962.2878692225,
            878373.2211397573,
            50589.0667294656,
            547942.0375051327,
            952914.2960451774,
            -404972.2585400426
        ],
        [
            928.962288,
            878.373221,
            50.589067,
            547.942038,
            952.914296,
            -404.972259
        ],
        [
            0.44601,
            0.421721,
            0.024289,
            0.089756,
            0.11309,
            0
        ],
        [
            80.65764,
            80.65764,
            80.65764,
            80.65764,
            80.65764,
            80.65764
        ],
        [
            -205996,
            -143365,
            -249279,
            -6351396,
            -4416148,
            -2137963
        ],
        [
            1.767955,
            2.561528,
            1.078172,
            1.045734,
            1.140913,
            0.922399
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            76,
            32,
            44,
            76,
            32,
            44
        ],
        [
            128,
            70,
            58,
            128,
            70,
            58
        ],
        [
            37.254902,
            31.372549,
            43.137255,
            37.254902,
            31.372549,
            43.137255
        ],
        [
            2.977609,
            5.603343,
            1.421227,
            1.761236,
            2.495747,
            1.215889
        ],
        [
            451518,
            451518,
            55586,
            4214609,
            4214609,
            921678
        ],
        [
            -61979,
            -28053,
            -61979,
            -1295309,
            -1295309,
            -1137963
        ],
        [
            120,
            113,
            127,
            120,
            113,
            127
        ],
        [
            217,
            223,
            213,
            217,
            223,
            213
        ],
        [
            62,
            62,
            61,
            62,
            62,
            61
        ],
        [
            24494,
            11533,
            12961,
            24494,
            11533,
            12961
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345755,
            262450,
            -463688,
            -245849,
            -113541,
            -582062
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579154400000,
    "first_datapoint_time": 1580400000000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759179526716,
    "expiration_time": 1765654444800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 31,
            "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)