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Trade: ONE/USDT/720/BBM/FWMA/5379

Strategy
ONE/USDT/720/BBM/FWMA/5379
Pair
ONE_USDT
Interval
12h
Score
336973
Daily Profit
0.327105
Profit Factor
1.370707
Profitability
36.920223
Streak
13.562011
Best Strategy
Training Data Length
2317.000000
Evaluation Time
2025-10-03 16:29
Expiration Time
2025-12-12 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 757902.4255 619726.6292 138175.7963 1252000.4879 -10783.1582 1262783.6461
Total P&L (%) 757.9024 619.7266 138.1758 1252.0005 -10.7832 1262.7836
Avg Daily Profit (%) 0.3271 0.2675 0.0596 0.1125 -0.0049 0.1128
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113559 -83107 -273422 -3408354 -2843706 -1282863
Profit Factor 1.3707 1.6498 1.1267 1.0808 0.9987 1.1703
Total Trades 539 269 270 539 269 270
Winning Trades 199 89 110 199 89 110
Losing Trades 340 180 160 340 180 160
Profitability (%) 36.9202 33.0855 40.7407 36.9202 33.0855 40.7407
Ratio Avg Win / Avg Loss 2.3419 3.3366 1.6388 1.8466 2.0198 1.7023
Largest Winning Trade 186046 186046 58768 717096 717096 702085
Largest Losing Trade -27927 -16430 -27927 -652341 -564874 -652341
Avg Bars in Trades 8 8 8 8 8 8
Avg Bars in Winners 14 15 14 14 15 14
Avg Bars in Losers 4 4 4 4 4 4
Bars Traded 4561 2196 2365 4561 2196 2365
Profit Streak 13.562 0 15.562 13.562 0 15.562
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336973 226451 -195243 -174338 -583448 -75935
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4634,
    "evaluation_days": 2317,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561982400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498157741,
    "expiration_time": 1765498464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 9,
            "offset": 0,
            "std": 4.20132
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 62,
            "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": [
        [
            757902.4255218207,
            619726.6292304987,
            138175.7962913215,
            1252000.487892909,
            -10783.1582261947,
            1262783.6461191052
        ],
        [
            757.902426,
            619.726629,
            138.175796,
            1252.000488,
            -10.783158,
            1262.783646
        ],
        [
            0.327105,
            0.267469,
            0.059636,
            0.112457,
            -0.004924,
            0.1128
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113559,
            -83107,
            -273422,
            -3408354,
            -2843706,
            -1282863
        ],
        [
            1.370707,
            1.649783,
            1.126681,
            1.080832,
            0.998665,
            1.170323
        ],
        [
            539,
            269,
            270,
            539,
            269,
            270
        ],
        [
            199,
            89,
            110,
            199,
            89,
            110
        ],
        [
            340,
            180,
            160,
            340,
            180,
            160
        ],
        [
            36.920223,
            33.085502,
            40.740741,
            36.920223,
            33.085502,
            40.740741
        ],
        [
            2.341911,
            3.336639,
            1.638809,
            1.846648,
            2.019771,
            1.702288
        ],
        [
            186046,
            186046,
            58768,
            717096,
            717096,
            702085
        ],
        [
            -27927,
            -16430,
            -27927,
            -652341,
            -564874,
            -652341
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            14,
            15,
            14,
            14,
            15,
            14
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            4561,
            2196,
            2365,
            4561,
            2196,
            2365
        ],
        [
            13.562011,
            0,
            15.562011,
            13.562011,
            0,
            15.562011
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336973,
            226451,
            -195243,
            -174338,
            -583448,
            -75935
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4634,
    "evaluation_days": 2317,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561982400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498157741,
    "expiration_time": 1765498464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 9,
            "offset": 0,
            "std": 4.20132
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 62,
            "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)