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Trade: ONE/USDT/240/SWMA/SSF/5265

Strategy
ONE/USDT/240/SWMA/SSF/5265
Pair
ONE_USDT
Interval
4h
Score
490398
Daily Profit
0.620257
Profit Factor
3.110706
Profitability
39.175258
Streak
0.000000
Best Strategy
Training Data Length
2307.170000
Evaluation Time
2025-09-25 15:07
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 1431038.7894 1192052.0889 238986.7005 17321680.7714 1887557.7592 15434123.0122
Total P&L (%) 1431.0388 1192.0521 238.9867 17321.6808 1887.5578 15434.123
Avg Daily Profit (%) 0.6203 0.5167 0.1036 0.2239 0.1297 0.2189
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104548 -73463 -60691 -29107863 -27961066 -13482136
Profit Factor 3.1107 4.0102 1.8475 1.1837 1.0313 1.4535
Total Trades 97 49 48 97 49 48
Winning Trades 38 15 23 38 15 23
Losing Trades 59 34 25 59 34 25
Profitability (%) 39.1753 30.6122 47.9167 39.1753 30.6122 47.9167
Ratio Avg Win / Avg Loss 4.8298 9.0899 2.0081 1.8378 2.3376 1.5799
Largest Winning Trade 432527 432527 83719 19483680 19483680 8491665
Largest Losing Trade -37644 -33398 -37644 -8073487 -8073487 -7161473
Avg Bars in Trades 141 118 163 141 118 163
Avg Bars in Winners 251 236 261 251 236 261
Avg Bars in Losers 69 67 73 69 67 73
Bars Traded 13689 5826 7863 13689 5826 7863
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 490398 373322 -51909 -13087 -211924 345998

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": 1561291200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758802043912,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 206,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1431038.789365154,
            1192052.088894979,
            238986.7004701751,
            17321680.771367483,
            1887557.7592147132,
            15434123.012152776
        ],
        [
            1431.038789,
            1192.052089,
            238.9867,
            17321.680771,
            1887.557759,
            15434.123012
        ],
        [
            0.620257,
            0.516673,
            0.103584,
            0.223914,
            0.129658,
            0.218933
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104548,
            -73463,
            -60691,
            -29107863,
            -27961066,
            -13482136
        ],
        [
            3.110706,
            4.010248,
            1.847493,
            1.183671,
            1.031316,
            1.453495
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            38,
            15,
            23,
            38,
            15,
            23
        ],
        [
            59,
            34,
            25,
            59,
            34,
            25
        ],
        [
            39.175258,
            30.612245,
            47.916667,
            39.175258,
            30.612245,
            47.916667
        ],
        [
            4.829781,
            9.089896,
            2.008145,
            1.837804,
            2.337649,
            1.579886
        ],
        [
            432527,
            432527,
            83719,
            19483680,
            19483680,
            8491665
        ],
        [
            -37644,
            -33398,
            -37644,
            -8073487,
            -8073487,
            -7161473
        ],
        [
            141,
            118,
            163,
            141,
            118,
            163
        ],
        [
            251,
            236,
            261,
            251,
            236,
            261
        ],
        [
            69,
            67,
            73,
            69,
            67,
            73
        ],
        [
            13689,
            5826,
            7863,
            13689,
            5826,
            7863
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490398,
            373322,
            -51909,
            -13087,
            -211924,
            345998
        ]
    ]
}
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": 1561291200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758802043912,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 206,
            "offset": 0,
            "poles": 2
        }
    }
}

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)