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Trade: ONE/USDT/120/SINWMA/WMA/5816

Strategy
ONE/USDT/120/SINWMA/WMA/5816
Pair
ONE_USDT
Interval
2h
Score
448607
Daily Profit
0.500492
Profit Factor
2.026860
Profitability
41.212121
Streak
19.813266
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-10-09 14:31
Expiration Time
2025-12-23 11:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1042650.416 942050.7712 100599.6448 1783080.6166 1947595.1173 -164514.5007
Total P&L (%) 1042.6504 942.0508 100.5996 1783.0806 1947.5951 -164.5145
Avg Daily Profit (%) 0.5005 0.4522 0.0483 0.141 0.145 0
Buy And Hold Return (%) 43.662 43.662 43.662 43.662 43.662 43.662
Max Trade Drawdown -197227 -139563 -171287 -16147015 -10995663 -5151351
Profit Factor 2.0269 2.8462 1.1992 1.0598 1.1119 0.9867
Total Trades 165 82 83 165 82 83
Winning Trades 68 28 40 68 28 40
Losing Trades 97 54 43 97 54 43
Profitability (%) 41.2121 34.1463 48.1928 41.2121 34.1463 48.1928
Ratio Avg Win / Avg Loss 2.8913 5.4891 1.2891 1.5118 2.1443 1.0607
Largest Winning Trade 472329 472329 55940 10446337 10446337 1711967
Largest Losing Trade -41932 -40851 -41932 -2702267 -2702267 -2600525
Avg Bars in Trades 149 141 156 149 141 156
Avg Bars in Winners 243 255 235 243 255 235
Avg Bars in Losers 83 83 83 83 83 83
Bars Traded 24637 11634 13002 24637 11634 13002
Profit Streak 19.8133 0 29.6466 19.8133 0 29.6466
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448607 180113 -135226 -159969 -106013 -579605
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1581184800000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760009466216,
    "expiration_time": 1766483740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 73,
            "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": [
        [
            1042650.4159802573,
            942050.7712220226,
            100599.6447582347,
            1783080.6165832332,
            1947595.1172701772,
            -164514.5006869418
        ],
        [
            1042.650416,
            942.050771,
            100.599645,
            1783.080617,
            1947.595117,
            -164.514501
        ],
        [
            0.500492,
            0.452202,
            0.04829,
            0.141009,
            0.145035,
            0
        ],
        [
            43.661972,
            43.661972,
            43.661972,
            43.661972,
            43.661972,
            43.661972
        ],
        [
            -197227,
            -139563,
            -171287,
            -16147015,
            -10995663,
            -5151351
        ],
        [
            2.02686,
            2.846214,
            1.199161,
            1.059837,
            1.111851,
            0.986718
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            68,
            28,
            40,
            68,
            28,
            40
        ],
        [
            97,
            54,
            43,
            97,
            54,
            43
        ],
        [
            41.212121,
            34.146341,
            48.192771,
            41.212121,
            34.146341,
            48.192771
        ],
        [
            2.891257,
            5.489128,
            1.289098,
            1.511826,
            2.144284,
            1.060722
        ],
        [
            472329,
            472329,
            55940,
            10446337,
            10446337,
            1711967
        ],
        [
            -41932,
            -40851,
            -41932,
            -2702267,
            -2702267,
            -2600525
        ],
        [
            149,
            141,
            156,
            149,
            141,
            156
        ],
        [
            243,
            255,
            235,
            243,
            255,
            235
        ],
        [
            83,
            83,
            83,
            83,
            83,
            83
        ],
        [
            24637,
            11634,
            13002,
            24637,
            11634,
            13002
        ],
        [
            19.813266,
            0,
            29.6466,
            19.813266,
            0,
            29.6466
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448607,
            180113,
            -135226,
            -159969,
            -106013,
            -579605
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1581184800000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760009466216,
    "expiration_time": 1766483740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 73,
            "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)