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Trade: ONE/USDT/360/SSF/WMA/2223

Strategy
ONE/USDT/360/SSF/WMA/2223
Pair
ONE_USDT
Interval
6h
Score
513512
Daily Profit
1.168194
Profit Factor
7.229643
Profitability
30.000000
Streak
0.000000
Best Strategy
Training Data Length
2312.000000
Evaluation Time
2025-09-28 23:42
Expiration Time
2025-12-07 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2942962.4572 2700865.5845 242096.8727 12612091.0156 -1321650.5293 13933741.5449
Total P&L (%) 2942.9625 2700.8656 242.0969 12612.091 -1321.6505 13933.7415
Avg Daily Profit (%) 1.2729 1.1682 0.1047 0.2098 0 0.2141
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104968 -139945 -64156 -19457229 -14254302 -10129038
Profit Factor 5.2476 7.2296 1.9336 1.1984 0.9682 1.6325
Total Trades 80 40 40 80 40 40
Winning Trades 32 12 20 32 12 20
Losing Trades 48 28 20 48 28 20
Profitability (%) 40 30 50 40 30 50
Ratio Avg Win / Avg Loss 7.8713 16.8692 1.9336 1.7976 2.2591 1.6325
Largest Winning Trade 2303188 2303188 66884 9750112 9750112 5589686
Largest Losing Trade -35431 -33691 -35431 -4831019 -4831019 -4601499
Avg Bars in Trades 113 108 119 113 108 119
Avg Bars in Winners 177 201 162 177 201 162
Avg Bars in Losers 71 68 75 71 68 75
Bars Traded 9098 4335 4763 9098 4335 4763
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 -6113 513512 -49488 -20717 -585749 405975
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9248,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561053600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759092143798,
    "expiration_time": 1765075104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 174,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 80,
            "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": [
        [
            2942962.457239716,
            2700865.584532318,
            242096.8727073975,
            12612091.015600212,
            -1321650.5292554838,
            13933741.5448557
        ],
        [
            2942.962457,
            2700.865585,
            242.096873,
            12612.091016,
            -1321.650529,
            13933.741545
        ],
        [
            1.272908,
            1.168194,
            0.104713,
            0.209785,
            0,
            0.214072
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104968,
            -139945,
            -64156,
            -19457229,
            -14254302,
            -10129038
        ],
        [
            5.247556,
            7.229643,
            1.933621,
            1.198403,
            0.968182,
            1.632463
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            32,
            12,
            20,
            32,
            12,
            20
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            40,
            30,
            50,
            40,
            30,
            50
        ],
        [
            7.871334,
            16.869167,
            1.933621,
            1.797604,
            2.25909,
            1.632463
        ],
        [
            2303188,
            2303188,
            66884,
            9750112,
            9750112,
            5589686
        ],
        [
            -35431,
            -33691,
            -35431,
            -4831019,
            -4831019,
            -4601499
        ],
        [
            113,
            108,
            119,
            113,
            108,
            119
        ],
        [
            177,
            201,
            162,
            177,
            201,
            162
        ],
        [
            71,
            68,
            75,
            71,
            68,
            75
        ],
        [
            9098,
            4335,
            4763,
            9098,
            4335,
            4763
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -6113,
            513512,
            -49488,
            -20717,
            -585749,
            405975
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9248,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561053600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759092143798,
    "expiration_time": 1765075104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 174,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 80,
            "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)