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Trade: ONE/USDT/240/SSF/PWMA/1998

Strategy
ONE/USDT/240/SSF/PWMA/1998
Pair
ONE_USDT
Interval
4h
Score
307231
Daily Profit
0.298504
Profit Factor
1.299040
Profitability
35.131579
Streak
0.000000
Best Strategy
Training Data Length
2307.170000
Evaluation Time
2025-09-27 01:36
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 688698.4374 569713.9328 118984.5046 651098.0624 -67690.111 718788.1734
Total P&L (%) 688.6984 569.7139 118.9845 651.0981 -67.6901 718.7882
Avg Daily Profit (%) 0.2985 0.2469 0.0516 0.0874 -0.049 0.0912
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109378 -90522 -287282 -1811493 -1461959 -993123
Profit Factor 1.299 1.5368 1.0958 1.0766 0.9847 1.1765
Total Trades 760 380 380 760 380 380
Winning Trades 267 132 135 267 132 135
Losing Trades 493 248 245 493 248 245
Profitability (%) 35.1316 34.7368 35.5263 35.1316 34.7368 35.5263
Ratio Avg Win / Avg Loss 2.3986 2.8873 1.9887 1.9879 1.85 2.1351
Largest Winning Trade 202245 202245 60027 445667 445667 374282
Largest Losing Trade -25829 -16667 -25829 -297087 -297087 -227759
Avg Bars in Trades 18 17 18 18 17 18
Avg Bars in Winners 33 31 35 33 31 35
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 13774 6649 7125 13774 6649 7125
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 307231 246746 -241975 -212477 -582227 -100022

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": 1559404800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926208456,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 49,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 4,
            "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": [
        [
            688698.4373914833,
            569713.932803297,
            118984.5045881867,
            651098.0624106119,
            -67690.11100204,
            718788.1734126519
        ],
        [
            688.698437,
            569.713933,
            118.984505,
            651.098062,
            -67.690111,
            718.788173
        ],
        [
            0.298504,
            0.246932,
            0.051572,
            0.087434,
            -0.048957,
            0.091177
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109378,
            -90522,
            -287282,
            -1811493,
            -1461959,
            -993123
        ],
        [
            1.29904,
            1.536809,
            1.095822,
            1.076622,
            0.984702,
            1.176485
        ],
        [
            760,
            380,
            380,
            760,
            380,
            380
        ],
        [
            267,
            132,
            135,
            267,
            132,
            135
        ],
        [
            493,
            248,
            245,
            493,
            248,
            245
        ],
        [
            35.131579,
            34.736842,
            35.526316,
            35.131579,
            34.736842,
            35.526316
        ],
        [
            2.398603,
            2.887337,
            1.988713,
            1.987919,
            1.850046,
            2.135102
        ],
        [
            202245,
            202245,
            60027,
            445667,
            445667,
            374282
        ],
        [
            -25829,
            -16667,
            -25829,
            -297087,
            -297087,
            -227759
        ],
        [
            18,
            17,
            18,
            18,
            17,
            18
        ],
        [
            33,
            31,
            35,
            33,
            31,
            35
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            13774,
            6649,
            7125,
            13774,
            6649,
            7125
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307231,
            246746,
            -241975,
            -212477,
            -582227,
            -100022
        ]
    ]
}
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": 1559404800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926208456,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 49,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 4,
            "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)