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Trade: ONE/USDT/480/PWMA/SINWMA/9692

Strategy
ONE/USDT/480/PWMA/SINWMA/9692
Pair
ONE_USDT
Interval
8h
Score
638417
Daily Profit
0.550326
Profit Factor
2.388400
Profitability
52.941176
Streak
58.788920
Best Strategy
Training Data Length
2322.670000
Evaluation Time
2025-10-09 13:56
Expiration Time
2025-12-18 02:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1278226.3369 1189020.3102 89206.0267 284115.6156 2116813.113 -1832697.4974
Total P&L (%) 1278.2263 1189.0203 89.206 284.1156 2116.8131 -1832.6975
Avg Daily Profit (%) 0.5503 0.5119 0.0384 0.058 0.1335 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152354 -83002 -195471 -2252394 -786186 -2359880
Profit Factor 2.3884 3.9053 1.1744 1.0375 1.7354 0.6091
Total Trades 119 60 59 119 60 59
Winning Trades 63 31 32 63 31 32
Losing Trades 56 29 27 56 29 27
Profitability (%) 52.9412 51.6667 54.2373 52.9412 51.6667 54.2373
Ratio Avg Win / Avg Loss 2.123 3.6533 0.9909 0.9223 1.6235 0.514
Largest Winning Trade 989077 989077 69149 2288220 2288220 269859
Largest Losing Trade -73862 -48939 -73862 -1244502 -378211 -1244502
Avg Bars in Trades 56 57 55 56 57 55
Avg Bars in Winners 66 70 62 66 70 62
Avg Bars in Losers 45 43 47 45 43 47
Bars Traded 6716 3434 3282 6716 3434 3282
Profit Streak 58.7889 58.7889 84.1223 58.7889 58.7889 84.1223
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 638417 -150290 -347076 -294271 -179088 -755947
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6968,
    "evaluation_days": 2322.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564761600000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760007362687,
    "expiration_time": 1766017152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 159,
            "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": [
        [
            1278226.3369214039,
            1189020.3102205752,
            89206.0267008282,
            284115.6155843728,
            2116813.112985937,
            -1832697.4974015644
        ],
        [
            1278.226337,
            1189.02031,
            89.206027,
            284.115616,
            2116.813113,
            -1832.697497
        ],
        [
            0.550326,
            0.51192,
            0.038407,
            0.057958,
            0.133498,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152354,
            -83002,
            -195471,
            -2252394,
            -786186,
            -2359880
        ],
        [
            2.3884,
            3.905282,
            1.17444,
            1.037545,
            1.735415,
            0.609145
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            52.941176,
            51.666667,
            54.237288,
            52.941176,
            51.666667,
            54.237288
        ],
        [
            2.123022,
            3.653329,
            0.990934,
            0.922262,
            1.623453,
            0.513966
        ],
        [
            989077,
            989077,
            69149,
            2288220,
            2288220,
            269859
        ],
        [
            -73862,
            -48939,
            -73862,
            -1244502,
            -378211,
            -1244502
        ],
        [
            56,
            57,
            55,
            56,
            57,
            55
        ],
        [
            66,
            70,
            62,
            66,
            70,
            62
        ],
        [
            45,
            43,
            47,
            45,
            43,
            47
        ],
        [
            6716,
            3434,
            3282,
            6716,
            3434,
            3282
        ],
        [
            58.78892,
            58.78892,
            84.122253,
            58.78892,
            58.78892,
            84.122253
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
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            -150290,
            -347076,
            -294271,
            -179088,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6968,
    "evaluation_days": 2322.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564761600000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760007362687,
    "expiration_time": 1766017152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 159,
            "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)