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Trade: ONE/USDT/240/FWMA/DCM/6466

Strategy
ONE/USDT/240/FWMA/DCM/6466
Pair
ONE_USDT
Interval
4h
Score
714571
Daily Profit
1.010843
Profit Factor
4.066912
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
2317.000000
Evaluation Time
2025-10-04 16:14
Expiration Time
2025-12-12 22:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2342122.3115 2185177.733 156944.5785 3397373.4713 2300283.8346 1097089.6366
Total P&L (%) 2342.1223 2185.1777 156.9446 3397.3735 2300.2838 1097.0896
Avg Daily Profit (%) 1.0108 0.9431 0.0677 0.1535 0.1373 0.1072
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129716 -141109 -87626 -6784962 -6906886 -4406326
Profit Factor 4.0669 6.5171 1.4269 1.1372 1.1869 1.0882
Total Trades 169 85 84 169 85 84
Winning Trades 78 34 44 78 34 44
Losing Trades 91 51 40 91 51 40
Profitability (%) 46.1538 40 52.381 46.1538 40 52.381
Ratio Avg Win / Avg Loss 4.7447 9.7756 1.2972 1.3268 1.7803 0.9892
Largest Winning Trade 2008279 2008279 77454 3438421 3438421 2924661
Largest Losing Trade -39786 -39786 -33382 -2467564 -2467564 -2354182
Avg Bars in Trades 78 78 79 78 78 79
Avg Bars in Winners 107 114 102 107 114 102
Avg Bars in Losers 54 54 53 54 54 53
Bars Traded 13328 6670 6659 13328 6670 6659
Profit Streak 0 0 44.5518 0 0 44.5518
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 714571 633702 -100232 -62533 -27455 -173281
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13902,
    "evaluation_days": 2317,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1565539200000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759583672249,
    "expiration_time": 1765570464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 208,
            "offset": 222
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 184,
            "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": [
        [
            2342122.311511411,
            2185177.7330442932,
            156944.5784671166,
            3397373.471278723,
            2300283.8346415358,
            1097089.636637186
        ],
        [
            2342.122312,
            2185.177733,
            156.944578,
            3397.373471,
            2300.283835,
            1097.089637
        ],
        [
            1.010843,
            0.943106,
            0.067736,
            0.153532,
            0.137262,
            0.107199
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129716,
            -141109,
            -87626,
            -6784962,
            -6906886,
            -4406326
        ],
        [
            4.066912,
            6.517066,
            1.426946,
            1.13724,
            1.186864,
            1.088155
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            78,
            34,
            44,
            78,
            34,
            44
        ],
        [
            91,
            51,
            40,
            91,
            51,
            40
        ],
        [
            46.153846,
            40,
            52.380952,
            46.153846,
            40,
            52.380952
        ],
        [
            4.74473,
            9.775598,
            1.297223,
            1.326781,
            1.780296,
            0.989232
        ],
        [
            2008279,
            2008279,
            77454,
            3438421,
            3438421,
            2924661
        ],
        [
            -39786,
            -39786,
            -33382,
            -2467564,
            -2467564,
            -2354182
        ],
        [
            78,
            78,
            79,
            78,
            78,
            79
        ],
        [
            107,
            114,
            102,
            107,
            114,
            102
        ],
        [
            54,
            54,
            53,
            54,
            54,
            53
        ],
        [
            13328,
            6670,
            6659,
            13328,
            6670,
            6659
        ],
        [
            0,
            0,
            44.551762,
            0,
            0,
            44.551762
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            714571,
            633702,
            -100232,
            -62533,
            -27455,
            -173281
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13902,
    "evaluation_days": 2317,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1565539200000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759583672249,
    "expiration_time": 1765570464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 208,
            "offset": 222
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 184,
            "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)