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Trade: ONE/USDT/360/MIDPRICE/PWMA/8345

Strategy
ONE/USDT/360/MIDPRICE/PWMA/8345
Pair
ONE_USDT
Interval
6h
Score
353322
Daily Profit
0.173845
Profit Factor
1.736538
Profitability
54.081633
Streak
0.000000
Best Strategy
Training Data Length
2319.000000
Evaluation Time
2025-10-05 23:00
Expiration Time
2025-12-14 09:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 139363.528 403146.4719 -263782.9439 -39358.448 410812.3552 -450170.8032
Total P&L (%) 139.3635 403.1465 -263.7829 -39.3584 410.8124 -450.1708
Avg Daily Profit (%) 0.0601 0.1738 -0.1137 -0.0216 0.0704 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -279002 -125878 -433633 -2151166 -1461412 -2050657
Profit Factor 1.089 1.7365 0.741 0.9966 1.0866 0.9352
Total Trades 195 98 97 195 98 97
Winning Trades 105 53 52 105 52 53
Losing Trades 90 45 45 90 46 44
Profitability (%) 53.8462 54.0816 53.6082 53.8462 53.0612 54.6392
Ratio Avg Win / Avg Loss 0.9334 1.4744 0.6413 0.8543 0.9612 0.7764
Largest Winning Trade 91617 91617 78269 1824109 659535 1824109
Largest Losing Trade -203795 -40675 -203795 -1723210 -427956 -1723210
Avg Bars in Trades 44 31 56 44 31 56
Avg Bars in Winners 45 31 60 45 30 60
Avg Bars in Losers 42 32 52 42 33 51
Bars Traded 8589 3103 5486 8589 3103 5486
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 -235450 353322 -580605 -579258 -225880 -580472
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9276,
    "evaluation_days": 2319,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562328000000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759694458280,
    "expiration_time": 1765698048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "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": [
        [
            139363.5280383068,
            403146.4719225251,
            -263782.9438842185,
            -39358.4480118377,
            410812.355227771,
            -450170.8032396081
        ],
        [
            139.363528,
            403.146472,
            -263.782944,
            -39.358448,
            410.812355,
            -450.170803
        ],
        [
            0.060096,
            0.173845,
            -0.113749,
            -0.021567,
            0.07035,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -279002,
            -125878,
            -433633,
            -2151166,
            -1461412,
            -2050657
        ],
        [
            1.089002,
            1.736538,
            0.741006,
            0.996634,
            1.08656,
            0.935199
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            105,
            53,
            52,
            105,
            52,
            53
        ],
        [
            90,
            45,
            45,
            90,
            46,
            44
        ],
        [
            53.846154,
            54.081633,
            53.608247,
            53.846154,
            53.061224,
            54.639175
        ],
        [
            0.93343,
            1.474419,
            0.641255,
            0.854258,
            0.961187,
            0.776391
        ],
        [
            91617,
            91617,
            78269,
            1824109,
            659535,
            1824109
        ],
        [
            -203795,
            -40675,
            -203795,
            -1723210,
            -427956,
            -1723210
        ],
        [
            44,
            31,
            56,
            44,
            31,
            56
        ],
        [
            45,
            31,
            60,
            45,
            30,
            60
        ],
        [
            42,
            32,
            52,
            42,
            33,
            51
        ],
        [
            8589,
            3103,
            5486,
            8589,
            3103,
            5486
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -235450,
            353322,
            -580605,
            -579258,
            -225880,
            -580472
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9276,
    "evaluation_days": 2319,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562328000000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759694458280,
    "expiration_time": 1765698048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "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)