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Trade: ONE/USDT/360/SINWMA/VWMA/3173

Strategy
ONE/USDT/360/SINWMA/VWMA/3173
Pair
ONE_USDT
Interval
6h
Score
408779
Daily Profit
0.390791
Profit Factor
1.981443
Profitability
43.925234
Streak
0.000000
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-26 13:45
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 901847.7937 880092.5252 21755.2684 363102.5355 -389587.7345 752690.27
Total P&L (%) 901.8478 880.0925 21.7553 363.1025 -389.5877 752.6903
Avg Daily Profit (%) 0.3908 0.3814 0.0094 0.0664 0 0.0929
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -183698 -216461 -82165 -3567277 -4074863 -484766
Profit Factor 1.9814 2.5678 1.0608 1.0357 0.9492 1.2999
Total Trades 107 53 54 107 53 54
Winning Trades 47 22 25 47 22 25
Losing Trades 60 31 29 60 31 29
Profitability (%) 43.9252 41.5094 46.2963 43.9252 41.5094 46.2963
Ratio Avg Win / Avg Loss 2.5295 3.6182 1.2306 1.3221 1.3375 1.5079
Largest Winning Trade 280443 280443 44687 2568839 2568839 397921
Largest Losing Trade -49549 -49549 -32247 -1187087 -1187087 -484766
Avg Bars in Trades 75 104 47 75 104 47
Avg Bars in Winners 98 138 63 98 138 63
Avg Bars in Losers 57 79 34 57 79 34
Bars Traded 8099 5513 2586 8099 5513 2586
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 408779 -168873 -521044 -287598 -762468 -248805

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": 1563213600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758883517483,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "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": [
        [
            901847.7936569859,
            880092.5252453157,
            21755.26841167,
            363102.535532302,
            -389587.7344740439,
            752690.2700063457
        ],
        [
            901.847794,
            880.092525,
            21.755268,
            363.102536,
            -389.587734,
            752.69027
        ],
        [
            0.390791,
            0.381364,
            0.009427,
            0.066441,
            0,
            0.092914
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -183698,
            -216461,
            -82165,
            -3567277,
            -4074863,
            -484766
        ],
        [
            1.981443,
            2.567757,
            1.060849,
            1.035659,
            0.949226,
            1.29992
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            60,
            31,
            29,
            60,
            31,
            29
        ],
        [
            43.925234,
            41.509434,
            46.296296,
            43.925234,
            41.509434,
            46.296296
        ],
        [
            2.529502,
            3.618204,
            1.230585,
            1.322118,
            1.337546,
            1.507907
        ],
        [
            280443,
            280443,
            44687,
            2568839,
            2568839,
            397921
        ],
        [
            -49549,
            -49549,
            -32247,
            -1187087,
            -1187087,
            -484766
        ],
        [
            75,
            104,
            47,
            75,
            104,
            47
        ],
        [
            98,
            138,
            63,
            98,
            138,
            63
        ],
        [
            57,
            79,
            34,
            57,
            79,
            34
        ],
        [
            8099,
            5513,
            2586,
            8099,
            5513,
            2586
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408779,
            -168873,
            -521044,
            -287598,
            -762468,
            -248805
        ]
    ]
}
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": 1563213600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758883517483,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "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)