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Trade: ONE/USDT/480/SINWMA/SINWMA/2442

Strategy
ONE/USDT/480/SINWMA/SINWMA/2442
Pair
ONE_USDT
Interval
8h
Score
618019
Daily Profit
0.198333
Profit Factor
6.675567
Profitability
55.172414
Streak
0.000000
Best Strategy
Training Data Length
2315.670000
Evaluation Time
2025-10-02 15:23
Expiration Time
2025-12-10 21:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1835277.3036 -81867.5579 -1753409.7457 -208237.6419 9731693.8429 -9939931.4848
Total P&L (%) -1835.2773 -81.8676 -1753.4097 -208.2376 9731.6938 -9939.9315
Avg Daily Profit (%) -0.7925 -0.0354 -0.7572 0 0.1983 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1962657 -174043 -1835393 -14212947 -964655 -14730786
Profit Factor 0.2234 0.7475 0.14 0.9877 6.6756 0.3442
Total Trades 59 29 30 59 29 30
Winning Trades 39 17 22 29 16 13
Losing Trades 20 12 8 30 13 17
Profitability (%) 66.1017 58.6207 73.3333 49.1525 55.1724 43.3333
Ratio Avg Win / Avg Loss 0.1145 0.5276 0.0509 1.0217 5.4239 0.4502
Largest Winning Trade 47562 47562 36137 8351568 8351568 2130219
Largest Losing Trade -1454377 -82962 -1454377 -10245981 -542281 -10245981
Avg Bars in Trades 108 124 93 108 124 93
Avg Bars in Winners 50 58 44 131 159 97
Avg Bars in Losers 222 219 227 86 82 90
Bars Traded 6421 3624 2797 6421 3624 2797
Profit Streak 0 80.1829 0 17.8496 0 43.8496
Trades During Streak 0 2 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -758190 -578752 -577800 -758375 618019 -582864
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6947,
    "evaluation_days": 2315.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564588800000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759407802619,
    "expiration_time": 1765394208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 183,
            "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": [
        [
            -1835277.3035991467,
            -81867.5578725656,
            -1753409.745726581,
            -208237.6418835105,
            9731693.84294854,
            -9939931.484832045
        ],
        [
            -1835.277304,
            -81.867558,
            -1753.409746,
            -208.237642,
            9731.693843,
            -9939.931485
        ],
        [
            -0.792547,
            -0.035354,
            -0.757193,
            0,
            0.198333,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1962657,
            -174043,
            -1835393,
            -14212947,
            -964655,
            -14730786
        ],
        [
            0.223357,
            0.747502,
            0.140005,
            0.987658,
            6.675567,
            0.344248
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            39,
            17,
            22,
            29,
            16,
            13
        ],
        [
            20,
            12,
            8,
            30,
            13,
            17
        ],
        [
            66.101695,
            58.62069,
            73.333333,
            49.152542,
            55.172414,
            43.333333
        ],
        [
            0.114542,
            0.527648,
            0.050911,
            1.021716,
            5.423898,
            0.450171
        ],
        [
            47562,
            47562,
            36137,
            8351568,
            8351568,
            2130219
        ],
        [
            -1454377,
            -82962,
            -1454377,
            -10245981,
            -542281,
            -10245981
        ],
        [
            108,
            124,
            93,
            108,
            124,
            93
        ],
        [
            50,
            58,
            44,
            131,
            159,
            97
        ],
        [
            222,
            219,
            227,
            86,
            82,
            90
        ],
        [
            6421,
            3624,
            2797,
            6421,
            3624,
            2797
        ],
        [
            0,
            80.182901,
            0,
            17.849567,
            0,
            43.849567
        ],
        [
            0,
            2,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -758190,
            -578752,
            -577800,
            -758375,
            618019,
            -582864
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6947,
    "evaluation_days": 2315.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564588800000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759407802619,
    "expiration_time": 1765394208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 183,
            "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)