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Trade: ONE/USDT/120/SINWMA/SSF/8804

Strategy
ONE/USDT/120/SINWMA/SSF/8804
Pair
ONE_USDT
Interval
2h
Score
540466
Daily Profit
0.448048
Profit Factor
1.952042
Profitability
51.724138
Streak
28.872379
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 09:56
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 933060.2192 834894.8953 98165.3238 2252831.7297 4602808.2855 -2349976.5558
Total P&L (%) 933.0602 834.8949 98.1653 2252.8317 4602.8083 -2349.9766
Avg Daily Profit (%) 0.448 0.4009 0.0471 0.1518 0.1851 0
Buy And Hold Return (%) 88.7352 88.7352 88.7352 88.7352 88.7352 88.7352
Max Trade Drawdown -232128 -212071 -98684 -15690449 -11638803 -7791597
Profit Factor 1.952 2.6881 1.2022 1.0624 1.2144 0.8392
Total Trades 145 72 73 145 72 73
Winning Trades 75 38 37 75 38 37
Losing Trades 70 34 36 70 34 36
Profitability (%) 51.7241 52.7778 50.6849 51.7241 52.7778 50.6849
Ratio Avg Win / Avg Loss 1.8219 2.4051 1.1697 0.9916 1.0866 0.8166
Largest Winning Trade 262794 262794 74758 6216986 6216986 1926804
Largest Losing Trade -50642 -36817 -50642 -4554649 -4554649 -3917053
Avg Bars in Trades 170 164 176 170 164 176
Avg Bars in Winners 194 180 209 194 180 209
Avg Bars in Losers 144 146 142 144 146 142
Bars Traded 24716 11836 12880 24716 11836 12880
Profit Streak 28.8724 0 41.1224 28.8724 0 41.1224
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 540466 -63937 -334504 -144743 -71349 -652097

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579824000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758869773590,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 218,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            933060.2191593731,
            834894.8953396946,
            98165.3238196785,
            2252831.729716511,
            4602808.285545006,
            -2349976.5558284963
        ],
        [
            933.060219,
            834.894895,
            98.165324,
            2252.83173,
            4602.808286,
            -2349.976556
        ],
        [
            0.448048,
            0.40091,
            0.047138,
            0.15177,
            0.185081,
            0
        ],
        [
            88.735178,
            88.735178,
            88.735178,
            88.735178,
            88.735178,
            88.735178
        ],
        [
            -232128,
            -212071,
            -98684,
            -15690449,
            -11638803,
            -7791597
        ],
        [
            1.952042,
            2.688108,
            1.202199,
            1.062434,
            1.214435,
            0.839246
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            70,
            34,
            36,
            70,
            34,
            36
        ],
        [
            51.724138,
            52.777778,
            50.684932,
            51.724138,
            52.777778,
            50.684932
        ],
        [
            1.821906,
            2.405149,
            1.169708,
            0.991605,
            1.086599,
            0.816564
        ],
        [
            262794,
            262794,
            74758,
            6216986,
            6216986,
            1926804
        ],
        [
            -50642,
            -36817,
            -50642,
            -4554649,
            -4554649,
            -3917053
        ],
        [
            170,
            164,
            176,
            170,
            164,
            176
        ],
        [
            194,
            180,
            209,
            194,
            180,
            209
        ],
        [
            144,
            146,
            142,
            144,
            146,
            142
        ],
        [
            24716,
            11836,
            12880,
            24716,
            11836,
            12880
        ],
        [
            28.872379,
            0,
            41.122379,
            28.872379,
            0,
            41.122379
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            540466,
            -63937,
            -334504,
            -144743,
            -71349,
            -652097
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579824000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758869773590,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 218,
            "offset": 0,
            "poles": 3
        }
    }
}

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)