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Trade: ONE/USDT/240/SINWMA/SSF/8991

Strategy
ONE/USDT/240/SINWMA/SSF/8991
Pair
ONE_USDT
Interval
4h
Score
585977
Daily Profit
1.314696
Profit Factor
5.250409
Profitability
35.643564
Streak
0.000000
Best Strategy
Training Data Length
2315.830000
Evaluation Time
2025-10-03 09:13
Expiration Time
2025-12-11 17:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3044611.6127 2862330.255 182281.3577 10311230.4563 4605305.9244 5705924.5319
Total P&L (%) 3044.6116 2862.3303 182.2814 10311.2305 4605.3059 5705.9245
Avg Daily Profit (%) 1.3147 1.236 0.0787 0.2008 0.1664 0.1755
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112693 -113410 -85813 -15071201 -9407338 -7813193
Profit Factor 5.2504 7.8266 1.6137 1.2308 1.1636 1.3453
Total Trades 101 51 50 101 51 50
Winning Trades 36 18 18 36 18 18
Losing Trades 65 33 32 65 33 32
Profitability (%) 35.6436 35.2941 36 35.6436 35.2941 36
Ratio Avg Win / Avg Loss 9.4799 14.3487 2.8688 2.2223 2.1333 2.3916
Largest Winning Trade 2436723 2436723 79556 7998981 7998981 5904902
Largest Losing Trade -38321 -38321 -28070 -2781531 -2781531 -1619209
Avg Bars in Trades 132 114 151 132 114 151
Avg Bars in Winners 277 235 319 277 235 319
Avg Bars in Losers 52 48 57 52 48 57
Bars Traded 13411 5838 7573 13411 5838 7573
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 585977 -163701 -270303 126088 -217488 -176199
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13895,
    "evaluation_days": 2315.83,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562803200000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759472035182,
    "expiration_time": 1765466640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 38,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            3044611.6127448804,
            2862330.2550084325,
            182281.3577364478,
            10311230.456251688,
            4605305.924361462,
            5705924.531890229
        ],
        [
            3044.611613,
            2862.330255,
            182.281358,
            10311.230456,
            4605.305924,
            5705.924532
        ],
        [
            1.314696,
            1.235985,
            0.078711,
            0.200798,
            0.166441,
            0.175532
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112693,
            -113410,
            -85813,
            -15071201,
            -9407338,
            -7813193
        ],
        [
            5.250409,
            7.826561,
            1.613706,
            1.230798,
            1.163592,
            1.345282
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            35.643564,
            35.294118,
            36,
            35.643564,
            35.294118,
            36
        ],
        [
            9.479904,
            14.348696,
            2.868811,
            2.222274,
            2.133253,
            2.391613
        ],
        [
            2436723,
            2436723,
            79556,
            7998981,
            7998981,
            5904902
        ],
        [
            -38321,
            -38321,
            -28070,
            -2781531,
            -2781531,
            -1619209
        ],
        [
            132,
            114,
            151,
            132,
            114,
            151
        ],
        [
            277,
            235,
            319,
            277,
            235,
            319
        ],
        [
            52,
            48,
            57,
            52,
            48,
            57
        ],
        [
            13411,
            5838,
            7573,
            13411,
            5838,
            7573
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            585977,
            -163701,
            -270303,
            126088,
            -217488,
            -176199
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13895,
    "evaluation_days": 2315.83,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562803200000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759472035182,
    "expiration_time": 1765466640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 38,
            "offset": 0,
            "poles": 3
        }
    }
}

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)