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Trade: ONE/USDT/120/T3/PWMA/3984

Strategy
ONE/USDT/120/T3/PWMA/3984
Pair
ONE_USDT
Interval
2h
Score
448221
Daily Profit
0.574009
Profit Factor
1.946530
Profitability
39.156627
Streak
0.000000
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-10-10 20:36
Expiration Time
2025-12-24 17:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1195470.4729 1043355.0822 152115.3906 5205851.3092 2849755.9287 2356095.3805
Total P&L (%) 1195.4705 1043.3551 152.1154 5205.8513 2849.7559 2356.0954
Avg Daily Profit (%) 0.574 0.501 0.073 0.1909 0.1626 0.1538
Buy And Hold Return (%) 54.3403 54.3403 54.3403 54.3403 54.3403 54.3403
Max Trade Drawdown -173637 -138524 -173834 -30863987 -26588288 -9869573
Profit Factor 1.9465 2.6909 1.2355 1.0713 1.0662 1.0786
Total Trades 332 166 166 332 166 166
Winning Trades 130 54 76 130 54 76
Losing Trades 202 112 90 202 112 90
Profitability (%) 39.1566 32.5301 45.7831 39.1566 32.5301 45.7831
Ratio Avg Win / Avg Loss 3.0246 5.581 1.4631 1.6646 2.2114 1.2773
Largest Winning Trade 547069 547069 61176 19232318 19232318 2905003
Largest Losing Trade -24485 -21347 -24485 -4247947 -4247947 -4228560
Avg Bars in Trades 74 74 74 74 74 74
Avg Bars in Winners 126 149 109 126 149 109
Avg Bars in Losers 41 37 45 41 37 45
Bars Traded 24717 12284 12433 24717 12284 12433
Profit Streak 0 0 22.0671 0 0 22.0671
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448221 333498 -99797 -135506 -145337 -127204
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1580104800000,
    "first_datapoint_time": 1580875200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760117797512,
    "expiration_time": 1766589926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 108,
            "offset": 0,
            "a": 0.6288
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 21,
            "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": [
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            2849755.928730863,
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        ],
        [
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            2356.09538
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        [
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            0.50097,
            0.073039,
            0.19087,
            0.162631,
            0.153823
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        [
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            54.340278,
            54.340278,
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            54.340278,
            54.340278
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        [
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        ],
        [
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            1.071301,
            1.066218,
            1.078597
        ],
        [
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        ],
        [
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        ],
        [
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        ],
        [
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        [
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            2.211416,
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        ],
        [
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        ],
        [
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        ],
        [
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        ],
        [
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            109,
            126,
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        ],
        [
            41,
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            45,
            41,
            37,
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        ],
        [
            24717,
            12284,
            12433,
            24717,
            12284,
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        ],
        [
            0,
            0,
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            0,
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        [
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        [
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        [
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1580104800000,
    "first_datapoint_time": 1580875200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760117797512,
    "expiration_time": 1766589926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 108,
            "offset": 0,
            "a": 0.6288
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 21,
            "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)