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Trade: ONE/USDT/360/SWMA/MIDPRICE/3967

Strategy
ONE/USDT/360/SWMA/MIDPRICE/3967
Pair
ONE_USDT
Interval
6h
Score
665121
Daily Profit
1.088885
Profit Factor
6.913596
Profitability
41.025641
Streak
0.000000
Best Strategy
Training Data Length
2322.000000
Evaluation Time
2025-10-09 02:13
Expiration Time
2025-12-17 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2574351.0455 2528390.6048 45960.4406 429800.254 -1064402.8542 1494203.1083
Total P&L (%) 2574.351 2528.3906 45.9604 429.8003 -1064.4029 1494.2031
Avg Daily Profit (%) 1.1087 1.0889 0.0198 0.0718 0 0.1193
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148148 -165844 -127848 -3600354 -4339233 -1270188
Profit Factor 4.4093 6.9136 1.1403 1.043 0.8551 1.5636
Total Trades 79 39 40 79 39 40
Winning Trades 37 16 21 37 16 21
Losing Trades 42 23 19 42 23 19
Profitability (%) 46.8354 41.0256 52.5 46.8354 41.0256 52.5
Ratio Avg Win / Avg Loss 5.0051 9.9383 1.0317 1.1839 1.2292 1.4147
Largest Winning Trade 2364137 2364137 47305 2416915 2416915 912009
Largest Losing Trade -69099 -69099 -59845 -1928946 -1928946 -390915
Avg Bars in Trades 103 154 53 103 154 53
Avg Bars in Winners 124 191 73 124 191 73
Avg Bars in Losers 84 128 31 84 128 31
Bars Traded 8159 6024 2134 8159 6024 2134
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 -11712 665121 -233935 -302777 -582580 -31249
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9288,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564488000000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759965195247,
    "expiration_time": 1765965024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 239,
            "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": [
        [
            2574351.0454561026,
            2528390.604823338,
            45960.4406327643,
            429800.2540352588,
            -1064402.8542448487,
            1494203.1082801071
        ],
        [
            2574.351045,
            2528.390605,
            45.960441,
            429.800254,
            -1064.402854,
            1494.203108
        ],
        [
            1.108678,
            1.088885,
            0.019793,
            0.071832,
            0,
            0.11932
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148148,
            -165844,
            -127848,
            -3600354,
            -4339233,
            -1270188
        ],
        [
            4.409261,
            6.913596,
            1.140316,
            1.042989,
            0.855116,
            1.563578
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            46.835443,
            41.025641,
            52.5,
            46.835443,
            41.025641,
            52.5
        ],
        [
            5.005108,
            9.938294,
            1.031714,
            1.183934,
            1.229229,
            1.414666
        ],
        [
            2364137,
            2364137,
            47305,
            2416915,
            2416915,
            912009
        ],
        [
            -69099,
            -69099,
            -59845,
            -1928946,
            -1928946,
            -390915
        ],
        [
            103,
            154,
            53,
            103,
            154,
            53
        ],
        [
            124,
            191,
            73,
            124,
            191,
            73
        ],
        [
            84,
            128,
            31,
            84,
            128,
            31
        ],
        [
            8159,
            6024,
            2134,
            8159,
            6024,
            2134
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -11712,
            665121,
            -233935,
            -302777,
            -582580,
            -31249
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9288,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564488000000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759965195247,
    "expiration_time": 1765965024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 239,
            "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)