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Trade: ONE/USDT/120/SINWMA/VWMA/4622

Strategy
ONE/USDT/120/SINWMA/VWMA/4622
Pair
ONE_USDT
Interval
2h
Score
353135
Daily Profit
0.547577
Profit Factor
2.150693
Profitability
35.416667
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 03:57
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 1140329.5801 1076820.4334 63509.1467 1522496.4902 1959988.8445 -437492.3543
Total P&L (%) 1140.3296 1076.8204 63.5091 1522.4965 1959.9888 -437.4924
Avg Daily Profit (%) 0.5476 0.5171 0.0305 0.1339 0.1454 0
Buy And Hold Return (%) 87.6228 87.6228 87.6228 87.6228 87.6228 87.6228
Max Trade Drawdown -171736 -90626 -174344 -3312759 -2116114 -1771295
Profit Factor 2.1507 3.2576 1.1236 1.1065 1.2641 0.9363
Total Trades 144 72 72 144 72 72
Winning Trades 51 22 29 51 22 29
Losing Trades 93 50 43 93 50 43
Profitability (%) 35.4167 30.5556 40.2778 35.4167 30.5556 40.2778
Ratio Avg Win / Avg Loss 3.9219 7.4037 1.666 2.0178 2.8729 1.3883
Largest Winning Trade 432477 432477 83013 2651577 2651577 847606
Largest Losing Trade -57109 -57109 -41259 -996976 -996976 -792149
Avg Bars in Trades 170 160 179 170 160 179
Avg Bars in Winners 312 304 318 312 304 318
Avg Bars in Losers 91 97 85 91 97 85
Bars Traded 24482 11559 12923 24482 11559 12923
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 353135 -70044 -484669 -121382 -84598 -662350

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": 1580472000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758848271082,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 65,
            "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": [
        [
            1140329.5800733813,
            1076820.4333506913,
            63509.1467226894,
            1522496.490204804,
            1959988.844460857,
            -437492.354256055
        ],
        [
            1140.32958,
            1076.820433,
            63.509147,
            1522.49649,
            1959.988844,
            -437.492354
        ],
        [
            0.547577,
            0.517081,
            0.030497,
            0.133898,
            0.145377,
            0
        ],
        [
            87.62279,
            87.62279,
            87.62279,
            87.62279,
            87.62279,
            87.62279
        ],
        [
            -171736,
            -90626,
            -174344,
            -3312759,
            -2116114,
            -1771295
        ],
        [
            2.150693,
            3.257644,
            1.123552,
            1.10653,
            1.264077,
            0.936315
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            51,
            22,
            29,
            51,
            22,
            29
        ],
        [
            93,
            50,
            43,
            93,
            50,
            43
        ],
        [
            35.416667,
            30.555556,
            40.277778,
            35.416667,
            30.555556,
            40.277778
        ],
        [
            3.921852,
            7.403737,
            1.665956,
            2.01779,
            2.872902,
            1.388329
        ],
        [
            432477,
            432477,
            83013,
            2651577,
            2651577,
            847606
        ],
        [
            -57109,
            -57109,
            -41259,
            -996976,
            -996976,
            -792149
        ],
        [
            170,
            160,
            179,
            170,
            160,
            179
        ],
        [
            312,
            304,
            318,
            312,
            304,
            318
        ],
        [
            91,
            97,
            85,
            91,
            97,
            85
        ],
        [
            24482,
            11559,
            12923,
            24482,
            11559,
            12923
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353135,
            -70044,
            -484669,
            -121382,
            -84598,
            -662350
        ]
    ]
}
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": 1580472000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758848271082,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 65,
            "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)