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Trade: ONE/USDT/240/PWMA/HL2/5611

Strategy
ONE/USDT/240/PWMA/HL2/5611
Pair
ONE_USDT
Interval
4h
Score
360629
Daily Profit
0.459196
Profit Factor
1.540540
Profitability
31.092437
Streak
18.362281
Best Strategy
Training Data Length
2322.500000
Evaluation Time
2025-10-09 23:41
Expiration Time
2025-12-18 14:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1066483.8126 979549.2209 86934.5916 261631.107 52951.9838 208679.1232
Total P&L (%) 1066.4838 979.5492 86.9346 261.6311 52.952 208.6791
Avg Daily Profit (%) 0.4592 0.4218 0.0374 0.0554 0.0183 0.0485
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -217515 -153054 -245021 -306531 -361432 -163980
Profit Factor 1.5405 1.9701 1.0903 1.1217 1.0446 1.2165
Total Trades 595 298 297 595 298 297
Winning Trades 185 87 98 185 87 98
Losing Trades 410 211 199 410 211 199
Profitability (%) 31.0924 29.1946 32.9966 31.0924 29.1946 32.9966
Ratio Avg Win / Avg Loss 3.4142 4.778 2.2139 2.4859 2.5335 2.4702
Largest Winning Trade 622469 622469 52222 307701 307701 148408
Largest Losing Trade -24036 -24036 -23400 -76515 -76515 -52458
Avg Bars in Trades 23 21 24 23 21 24
Avg Bars in Winners 50 49 51 50 49 51
Avg Bars in Losers 10 10 11 10 10 11
Bars Traded 13814 6484 7330 13814 6484 7330
Profit Streak 18.3623 18.3623 18.6956 18.3623 18.3623 18.6956
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360629 150911 -267812 -207455 -349342 -132173
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13935,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560283200000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760042501109,
    "expiration_time": 1766059920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            1066483.8125601325,
            979549.220932429,
            86934.5916277043,
            261631.1070381174,
            52951.9837949127,
            208679.1232432051
        ],
        [
            1066.483813,
            979.549221,
            86.934592,
            261.631107,
            52.951984,
            208.679123
        ],
        [
            0.459196,
            0.421765,
            0.037431,
            0.055363,
            0.018299,
            0.048543
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -217515,
            -153054,
            -245021,
            -306531,
            -361432,
            -163980
        ],
        [
            1.54054,
            1.97009,
            1.090252,
            1.121682,
            1.044638,
            1.216499
        ],
        [
            595,
            298,
            297,
            595,
            298,
            297
        ],
        [
            185,
            87,
            98,
            185,
            87,
            98
        ],
        [
            410,
            211,
            199,
            410,
            211,
            199
        ],
        [
            31.092437,
            29.194631,
            32.996633,
            31.092437,
            29.194631,
            32.996633
        ],
        [
            3.414169,
            4.778035,
            2.213878,
            2.485889,
            2.533548,
            2.470237
        ],
        [
            622469,
            622469,
            52222,
            307701,
            307701,
            148408
        ],
        [
            -24036,
            -24036,
            -23400,
            -76515,
            -76515,
            -52458
        ],
        [
            23,
            21,
            24,
            23,
            21,
            24
        ],
        [
            50,
            49,
            51,
            50,
            49,
            51
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            13814,
            6484,
            7330,
            13814,
            6484,
            7330
        ],
        [
            18.362281,
            18.362281,
            18.695614,
            18.362281,
            18.362281,
            18.695615
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360629,
            150911,
            -267812,
            -207455,
            -349342,
            -132173
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13935,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560283200000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760042501109,
    "expiration_time": 1766059920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)