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Trade: ONE/USDT/360/SINWMA/KCB/3600

Strategy
ONE/USDT/360/SINWMA/KCB/3600
Pair
ONE_USDT
Interval
6h
Score
316356
Daily Profit
0.391221
Profit Factor
1.778253
Profitability
35.164835
Streak
19.089264
Best Strategy
Training Data Length
2322.500000
Evaluation Time
2025-10-09 11:08
Expiration Time
2025-12-18 00:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 908610.2191 854081.9684 54528.2507 555386.912 522745.6807 32641.2313
Total P&L (%) 908.6102 854.082 54.5283 555.3869 522.7457 32.6412
Avg Daily Profit (%) 0.3912 0.3677 0.0235 0.081 0.0788 0.0122
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130140 -106904 -167382 -2434515 -2054698 -876792
Profit Factor 1.7783 2.5239 1.0898 1.0756 1.1326 1.0096
Total Trades 182 91 91 182 91 91
Winning Trades 64 27 37 64 27 37
Losing Trades 118 64 54 118 64 54
Profitability (%) 35.1648 29.6703 40.6593 35.1648 29.6703 40.6593
Ratio Avg Win / Avg Loss 3.2787 5.9827 1.5906 1.9831 2.6848 1.4734
Largest Winning Trade 414334 414334 84727 1854984 1854984 747027
Largest Losing Trade -48161 -23266 -48161 -568207 -568207 -437043
Avg Bars in Trades 49 45 53 49 45 53
Avg Bars in Winners 96 93 99 96 93 99
Avg Bars in Losers 23 24 22 23 24 22
Bars Traded 8997 4101 4896 8997 4101 4896
Profit Streak 19.0893 0 47.5893 19.0893 0 47.5893
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316356 170673 -286098 -224957 -170401 -392411
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9290,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560902400000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759997312392,
    "expiration_time": 1766009520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 10,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            908610.2190815472,
            854081.9684144979,
            54528.250667049,
            555386.9119773745,
            522745.6807125728,
            32641.2312648012
        ],
        [
            908.610219,
            854.081968,
            54.528251,
            555.386912,
            522.745681,
            32.641231
        ],
        [
            0.391221,
            0.367743,
            0.023478,
            0.080982,
            0.078781,
            0.012163
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130140,
            -106904,
            -167382,
            -2434515,
            -2054698,
            -876792
        ],
        [
            1.778253,
            2.523936,
            1.089824,
            1.075572,
            1.132641,
            1.009578
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            64,
            27,
            37,
            64,
            27,
            37
        ],
        [
            118,
            64,
            54,
            118,
            64,
            54
        ],
        [
            35.164835,
            29.67033,
            40.659341,
            35.164835,
            29.67033,
            40.659341
        ],
        [
            3.278655,
            5.982663,
            1.590554,
            1.983085,
            2.684778,
            1.473438
        ],
        [
            414334,
            414334,
            84727,
            1854984,
            1854984,
            747027
        ],
        [
            -48161,
            -23266,
            -48161,
            -568207,
            -568207,
            -437043
        ],
        [
            49,
            45,
            53,
            49,
            45,
            53
        ],
        [
            96,
            93,
            99,
            96,
            93,
            99
        ],
        [
            23,
            24,
            22,
            23,
            24,
            22
        ],
        [
            8997,
            4101,
            4896,
            8997,
            4101,
            4896
        ],
        [
            19.089264,
            0,
            47.589264,
            19.089264,
            0,
            47.589264
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316356,
            170673,
            -286098,
            -224957,
            -170401,
            -392411
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9290,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560902400000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759997312392,
    "expiration_time": 1766009520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 10,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)