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Trade: ONE/USDT/120/SWMA/SSF/2775

Strategy
ONE/USDT/120/SWMA/SSF/2775
Pair
ONE_USDT
Interval
2h
Score
386718
Daily Profit
0.546508
Profit Factor
1.904646
Profitability
36.501901
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-28 11:05
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 1138102.9023 1015034.9125 123067.9898 3404088.0179 4662367.5584 -1258279.5405
Total P&L (%) 1138.1029 1015.0349 123.068 3404.088 4662.3676 -1258.2795
Avg Daily Profit (%) 0.5465 0.4874 0.0591 0.1709 0.1857 0
Buy And Hold Return (%) 95.6967 95.6967 95.6967 95.6967 95.6967 95.6967
Max Trade Drawdown -188755 -140253 -162235 -26530120 -19185016 -11700461
Profit Factor 1.9046 2.5928 1.1982 1.0516 1.1279 0.9573
Total Trades 263 132 131 263 132 131
Winning Trades 96 43 53 96 43 53
Losing Trades 167 89 78 167 89 78
Profitability (%) 36.5019 32.5758 40.458 36.5019 32.5758 40.458
Ratio Avg Win / Avg Loss 3.3133 5.3664 1.7635 1.8294 2.3344 1.4089
Largest Winning Trade 523858 523858 57671 17227730 17227730 3316723
Largest Losing Trade -33228 -24267 -33228 -4642867 -4642867 -4247302
Avg Bars in Trades 94 90 98 94 90 98
Avg Bars in Winners 175 183 169 175 183 169
Avg Bars in Losers 47 45 49 47 45 49
Bars Traded 24780 11932 12848 24780 11932 12848
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 386718 304498 -196070 -158732 -77842 -583028
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": 1579766400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759046737246,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 35,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1138102.9023126357,
            1015034.9125174594,
            123067.9897951752,
            3404088.01792021,
            4662367.558423633,
            -1258279.5405034197
        ],
        [
            1138.102902,
            1015.034913,
            123.06799,
            3404.088018,
            4662.367558,
            -1258.279541
        ],
        [
            0.546508,
            0.487412,
            0.059096,
            0.170927,
            0.185686,
            0
        ],
        [
            95.696721,
            95.696721,
            95.696721,
            95.696721,
            95.696721,
            95.696721
        ],
        [
            -188755,
            -140253,
            -162235,
            -26530120,
            -19185016,
            -11700461
        ],
        [
            1.904646,
            2.592778,
            1.198244,
            1.051607,
            1.127853,
            0.95734
        ],
        [
            263,
            132,
            131,
            263,
            132,
            131
        ],
        [
            96,
            43,
            53,
            96,
            43,
            53
        ],
        [
            167,
            89,
            78,
            167,
            89,
            78
        ],
        [
            36.501901,
            32.575758,
            40.458015,
            36.501901,
            32.575758,
            40.458015
        ],
        [
            3.31329,
            5.366447,
            1.763453,
            1.829358,
            2.334393,
            1.408915
        ],
        [
            523858,
            523858,
            57671,
            17227730,
            17227730,
            3316723
        ],
        [
            -33228,
            -24267,
            -33228,
            -4642867,
            -4642867,
            -4247302
        ],
        [
            94,
            90,
            98,
            94,
            90,
            98
        ],
        [
            175,
            183,
            169,
            175,
            183,
            169
        ],
        [
            47,
            45,
            49,
            47,
            45,
            49
        ],
        [
            24780,
            11932,
            12848,
            24780,
            11932,
            12848
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386718,
            304498,
            -196070,
            -158732,
            -77842,
            -583028
        ]
    ]
}
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": 1579766400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759046737246,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 35,
            "offset": 0,
            "poles": 2
        }
    }
}

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)