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Trade: ONE/USDT/240/MIDPRICE/SWMA/5847

Strategy
ONE/USDT/240/MIDPRICE/SWMA/5847
Pair
ONE_USDT
Interval
4h
Score
646309
Daily Profit
0.484114
Profit Factor
2.421197
Profitability
57.446809
Streak
31.441647
Best Strategy
Training Data Length
2307.170000
Evaluation Time
2025-09-26 13:35
Expiration Time
2025-12-02 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1116933.9049 874254.2307 242679.6742 59163131.2613 28753962.8188 30409168.4425
Total P&L (%) 1116.9339 874.2542 242.6797 59163.1313 28753.9628 30409.1684
Avg Daily Profit (%) 0.4841 0.3789 0.1052 0.2771 0.2458 0.2483
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108965 -74078 -86958 -52008863 -40545798 -34128663
Profit Factor 2.4212 3.0537 1.6737 1.2154 1.1796 1.2655
Total Trades 141 71 70 141 71 70
Winning Trades 81 41 40 81 41 40
Losing Trades 60 30 30 60 30 30
Profitability (%) 57.4468 57.7465 57.1429 57.4468 57.7465 57.1429
Ratio Avg Win / Avg Loss 1.7935 2.2344 1.2553 0.9003 0.8631 0.9491
Largest Winning Trade 190124 190124 80956 20047675 20047675 15498242
Largest Losing Trade -50105 -38868 -50105 -19533975 -18786264 -19533975
Avg Bars in Trades 91 73 109 91 73 109
Avg Bars in Winners 106 74 138 106 74 138
Avg Bars in Losers 70 71 70 70 71 70
Bars Traded 12874 5203 7671 12874 5203 7671
Profit Streak 31.4416 56.4416 31.4416 31.4416 56.4416 31.4416
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 646309 -68874 -142755 340951 -100515 -85598

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562184000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882958283,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 44,
            "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": [
        [
            1116933.9049018524,
            874254.2307300331,
            242679.6741718201,
            59163131.2613017,
            28753962.81878219,
            30409168.4425195
        ],
        [
            1116.933905,
            874.254231,
            242.679674,
            59163.131261,
            28753.962819,
            30409.168443
        ],
        [
            0.484114,
            0.378929,
            0.105185,
            0.277111,
            0.245833,
            0.248257
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108965,
            -74078,
            -86958,
            -52008863,
            -40545798,
            -34128663
        ],
        [
            2.421197,
            3.053719,
            1.673703,
            1.215397,
            1.179568,
            1.265485
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            57.446809,
            57.746479,
            57.142857,
            57.446809,
            57.746479,
            57.142857
        ],
        [
            1.793479,
            2.234429,
            1.255277,
            0.900294,
            0.863098,
            0.949114
        ],
        [
            190124,
            190124,
            80956,
            20047675,
            20047675,
            15498242
        ],
        [
            -50105,
            -38868,
            -50105,
            -19533975,
            -18786264,
            -19533975
        ],
        [
            91,
            73,
            109,
            91,
            73,
            109
        ],
        [
            106,
            74,
            138,
            106,
            74,
            138
        ],
        [
            70,
            71,
            70,
            70,
            71,
            70
        ],
        [
            12874,
            5203,
            7671,
            12874,
            5203,
            7671
        ],
        [
            31.441647,
            56.441647,
            31.441647,
            31.441647,
            56.441647,
            31.441647
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            646309,
            -68874,
            -142755,
            340951,
            -100515,
            -85598
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562184000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882958283,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 44,
            "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)