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Trade: ONE/USDT/120/WMA/MIDPOINT/5900

Strategy
ONE/USDT/120/WMA/MIDPOINT/5900
Pair
ONE_USDT
Interval
2h
Score
434695
Daily Profit
0.539395
Profit Factor
2.336699
Profitability
40.740741
Streak
0.000000
Best Strategy
Training Data Length
2083.170000
Evaluation Time
2025-09-30 08:11
Expiration Time
2025-12-14 05:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1123650.8579 1059467.1265 64183.7314 1290762.4315 2032815.2249 -742052.7934
Total P&L (%) 1123.6509 1059.4671 64.1837 1290.7624 2032.8152 -742.0528
Avg Daily Profit (%) 0.5394 0.5086 0.0308 0.1264 0.147 0
Buy And Hold Return (%) 40.6832 40.6832 40.6832 40.6832 40.6832 40.6832
Max Trade Drawdown -168613 -169906 -154004 -4258507 -2765764 -2526048
Profit Factor 2.3367 3.3867 1.1618 1.0893 1.2427 0.8779
Total Trades 108 54 54 108 54 54
Winning Trades 44 19 25 44 19 25
Losing Trades 64 35 29 64 35 29
Profitability (%) 40.7407 35.1852 46.2963 40.7407 35.1852 46.2963
Ratio Avg Win / Avg Loss 3.3988 6.2386 1.3477 1.5844 2.2892 1.0184
Largest Winning Trade 389146 389146 81056 2845913 2845913 695273
Largest Losing Trade -52156 -50209 -52156 -2140100 -2140100 -1137514
Avg Bars in Trades 226 222 230 226 222 230
Avg Bars in Winners 362 396 336 362 396 336
Avg Bars in Losers 133 128 139 133 128 139
Bars Traded 24467 12023 12444 24467 12023 12444
Profit Streak 0 0 42.5498 0 0 42.5498
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434695 -168942 -384494 -148289 -181637 -759619
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1579154400000,
    "first_datapoint_time": 1581264000000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759209100084,
    "expiration_time": 1765684281600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 89,
            "offset": 205
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 204,
            "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": [
        [
            1123650.8578598301,
            1059467.1265053453,
            64183.7313544851,
            1290762.4314559456,
            2032815.2248916072,
            -742052.79343566
        ],
        [
            1123.650858,
            1059.467127,
            64.183731,
            1290.762431,
            2032.815225,
            -742.052793
        ],
        [
            0.539395,
            0.508584,
            0.030811,
            0.126447,
            0.147001,
            0
        ],
        [
            40.68323,
            40.68323,
            40.68323,
            40.68323,
            40.68323,
            40.68323
        ],
        [
            -168613,
            -169906,
            -154004,
            -4258507,
            -2765764,
            -2526048
        ],
        [
            2.336699,
            3.386674,
            1.161792,
            1.089304,
            1.242693,
            0.877902
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            64,
            35,
            29,
            64,
            35,
            29
        ],
        [
            40.740741,
            35.185185,
            46.296296,
            40.740741,
            35.185185,
            46.296296
        ],
        [
            3.398835,
            6.238609,
            1.347678,
            1.584442,
            2.289172,
            1.018366
        ],
        [
            389146,
            389146,
            81056,
            2845913,
            2845913,
            695273
        ],
        [
            -52156,
            -50209,
            -52156,
            -2140100,
            -2140100,
            -1137514
        ],
        [
            226,
            222,
            230,
            226,
            222,
            230
        ],
        [
            362,
            396,
            336,
            362,
            396,
            336
        ],
        [
            133,
            128,
            139,
            133,
            128,
            139
        ],
        [
            24467,
            12023,
            12444,
            24467,
            12023,
            12444
        ],
        [
            0,
            0,
            42.549769,
            0,
            0,
            42.549769
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434695,
            -168942,
            -384494,
            -148289,
            -181637,
            -759619
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1579154400000,
    "first_datapoint_time": 1581264000000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759209100084,
    "expiration_time": 1765684281600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 89,
            "offset": 205
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 204,
            "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)