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Trade: ONE/USDT/360/SINWMA/SINWMA/3633

Strategy
ONE/USDT/360/SINWMA/SINWMA/3633
Pair
ONE_USDT
Interval
6h
Score
321214
Daily Profit
0.719426
Profit Factor
6.247383
Profitability
29.032258
Streak
0.000000
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-26 14:54
Expiration Time
2025-12-02 19:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1744703.0359 1660254.8392 84448.1967 606494.6584 198547.9227 407946.7356
Total P&L (%) 1744.703 1660.2548 84.4482 606.4947 198.5479 407.9467
Avg Daily Profit (%) 0.756 0.7194 0.0366 0.0848 0.0474 0.0704
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117454 -104929 -117658 -659271 -459215 -241274
Profit Factor 3.9945 6.2474 1.3172 1.289 1.1599 1.4762
Total Trades 61 31 30 61 31 30
Winning Trades 22 9 13 22 9 13
Losing Trades 39 22 17 39 22 17
Profitability (%) 36.0656 29.0323 43.3333 36.0656 29.0323 43.3333
Ratio Avg Win / Avg Loss 7.0812 15.2714 1.7225 2.285 2.8352 1.9305
Largest Winning Trade 1283648 1283648 81306 437686 401195 437686
Largest Losing Trade -89811 -31075 -89811 -180632 -180312 -180632
Avg Bars in Trades 140 121 160 140 121 160
Avg Bars in Winners 264 282 251 264 282 251
Avg Bars in Losers 70 55 90 70 55 90
Bars Traded 8574 3768 4806 8574 3768 4806
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 -151848 321214 -145355 -249949 -185249 -99242

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564077600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887689845,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 32,
            "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": [
        [
            1744703.0359463384,
            1660254.8392236552,
            84448.1967226828,
            606494.658379731,
            198547.9227418206,
            407946.7356379105
        ],
        [
            1744.703036,
            1660.254839,
            84.448197,
            606.494658,
            198.547923,
            407.946736
        ],
        [
            0.756019,
            0.719426,
            0.036593,
            0.084757,
            0.047406,
            0.070449
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117454,
            -104929,
            -117658,
            -659271,
            -459215,
            -241274
        ],
        [
            3.994539,
            6.247383,
            1.317198,
            1.289,
            1.159862,
            1.476238
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            22,
            9,
            13,
            22,
            9,
            13
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            36.065574,
            29.032258,
            43.333333,
            36.065574,
            29.032258,
            43.333333
        ],
        [
            7.081229,
            15.271381,
            1.72249,
            2.285045,
            2.835218,
            1.930465
        ],
        [
            1283648,
            1283648,
            81306,
            437686,
            401195,
            437686
        ],
        [
            -89811,
            -31075,
            -89811,
            -180632,
            -180312,
            -180632
        ],
        [
            140,
            121,
            160,
            140,
            121,
            160
        ],
        [
            264,
            282,
            251,
            264,
            282,
            251
        ],
        [
            70,
            55,
            90,
            70,
            55,
            90
        ],
        [
            8574,
            3768,
            4806,
            8574,
            3768,
            4806
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151848,
            321214,
            -145355,
            -249949,
            -185249,
            -99242
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564077600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758887689845,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 32,
            "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)