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Trade: ONE/USDT/360/SINWMA/PWMA/4117

Strategy
ONE/USDT/360/SINWMA/PWMA/4117
Pair
ONE_USDT
Interval
6h
Score
671159
Daily Profit
0.839847
Profit Factor
4.068758
Profitability
41.176471
Streak
34.710172
Best Strategy
Training Data Length
2314.000000
Evaluation Time
2025-10-01 02:02
Expiration Time
2025-12-09 06:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1943405.1305 1838139.2842 105265.8463 2800809.1732 1035675.1988 1765133.9743
Total P&L (%) 1943.4051 1838.1393 105.2658 2800.8092 1035.6752 1765.134
Avg Daily Profit (%) 0.8398 0.7944 0.0455 0.1456 0.1051 0.1265
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116963 -105989 -119458 -1182675 -1813419 -459838
Profit Factor 4.0688 6.2674 1.3702 1.4635 1.2573 1.8749
Total Trades 85 43 42 85 43 42
Winning Trades 35 16 19 35 16 19
Losing Trades 50 27 23 50 27 23
Profitability (%) 41.1765 37.2093 45.2381 41.1765 37.2093 45.2381
Ratio Avg Win / Avg Loss 5.8125 10.5763 1.6587 2.0907 2.1217 2.2696
Largest Winning Trade 1454975 1454975 80847 1780836 1780836 1056464
Largest Losing Trade -43099 -39761 -43099 -838853 -838853 -274098
Avg Bars in Trades 100 86 115 100 86 115
Avg Bars in Winners 173 157 186 173 157 186
Avg Bars in Losers 50 44 57 50 44 57
Bars Traded 8582 3735 4847 8582 3735 4847
Profit Streak 34.7102 42.2102 34.7102 34.7102 42.2102 34.7102
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 671159 653258 -131343 83392 -54875 -20948
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9256,
    "evaluation_days": 2314,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564552800000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759273358903,
    "expiration_time": 1765253088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 38,
            "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": [
        [
            1943405.1305202171,
            1838139.2842172463,
            105265.8463029699,
            2800809.173151978,
            1035675.1988285223,
            1765133.9743234562
        ],
        [
            1943.405131,
            1838.139284,
            105.265846,
            2800.809173,
            1035.675199,
            1765.133974
        ],
        [
            0.839847,
            0.794356,
            0.045491,
            0.145636,
            0.10506,
            0.126524
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116963,
            -105989,
            -119458,
            -1182675,
            -1813419,
            -459838
        ],
        [
            4.068758,
            6.267445,
            1.370231,
            1.463476,
            1.257285,
            1.87485
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            41.176471,
            37.209302,
            45.238095,
            41.176471,
            37.209302,
            45.238095
        ],
        [
            5.812512,
            10.576314,
            1.6587,
            2.09068,
            2.121668,
            2.269556
        ],
        [
            1454975,
            1454975,
            80847,
            1780836,
            1780836,
            1056464
        ],
        [
            -43099,
            -39761,
            -43099,
            -838853,
            -838853,
            -274098
        ],
        [
            100,
            86,
            115,
            100,
            86,
            115
        ],
        [
            173,
            157,
            186,
            173,
            157,
            186
        ],
        [
            50,
            44,
            57,
            50,
            44,
            57
        ],
        [
            8582,
            3735,
            4847,
            8582,
            3735,
            4847
        ],
        [
            34.710172,
            42.210172,
            34.710172,
            34.710172,
            42.210172,
            34.710172
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            671159,
            653258,
            -131343,
            83392,
            -54875,
            -20948
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9256,
    "evaluation_days": 2314,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564552800000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759273358903,
    "expiration_time": 1765253088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 38,
            "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)