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Trade: ONE/USDT/720/MIDPRICE/SINWMA/1414

Strategy
ONE/USDT/720/MIDPRICE/SINWMA/1414
Pair
ONE_USDT
Interval
12h
Score
530610
Daily Profit
0.367339
Profit Factor
3.700903
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
2317.000000
Evaluation Time
2025-10-03 17:23
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 920833.0902 851123.9835 69709.1067 2022645.2488 1385328.555 637316.6938
Total P&L (%) 920.8331 851.124 69.7091 2022.6452 1385.3286 637.3167
Avg Daily Profit (%) 0.3974 0.3673 0.0301 0.1319 0.1165 0.0863
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139704 -96856 -121643 -3526831 -2948311 -1674361
Profit Factor 2.3095 3.7009 1.1796 1.1411 1.1739 1.1001
Total Trades 73 37 36 73 37 36
Winning Trades 34 17 17 34 17 17
Losing Trades 39 20 19 39 20 19
Profitability (%) 46.5753 45.9459 47.2222 46.5753 45.9459 47.2222
Ratio Avg Win / Avg Loss 2.6491 4.354 1.3184 1.3089 1.3811 1.2295
Largest Winning Trade 262264 262264 84648 1985660 1634883 1985660
Largest Losing Trade -52713 -35673 -52713 -1265196 -1265196 -1202597
Avg Bars in Trades 57 39 76 57 39 76
Avg Bars in Winners 74 40 108 74 40 108
Avg Bars in Losers 42 38 47 42 38 47
Bars Traded 4187 1449 2737 4187 1449 2737
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 -63486 530610 -176734 -159357 -67823 -188869
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4634,
    "evaluation_days": 2317,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564833600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759501414113,
    "expiration_time": 1765498464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 21,
            "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": [
        [
            920833.0901802984,
            851123.983507455,
            69709.1066728438,
            2022645.248769496,
            1385328.55499434,
            637316.6937751567
        ],
        [
            920.83309,
            851.123984,
            69.709107,
            2022.645249,
            1385.328555,
            637.316694
        ],
        [
            0.397425,
            0.367339,
            0.030086,
            0.131949,
            0.116521,
            0.086263
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139704,
            -96856,
            -121643,
            -3526831,
            -2948311,
            -1674361
        ],
        [
            2.309471,
            3.700903,
            1.179624,
            1.141124,
            1.173912,
            1.100102
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            46.575342,
            45.945946,
            47.222222,
            46.575342,
            45.945946,
            47.222222
        ],
        [
            2.649099,
            4.354003,
            1.318403,
            1.308937,
            1.381073,
            1.229526
        ],
        [
            262264,
            262264,
            84648,
            1985660,
            1634883,
            1985660
        ],
        [
            -52713,
            -35673,
            -52713,
            -1265196,
            -1265196,
            -1202597
        ],
        [
            57,
            39,
            76,
            57,
            39,
            76
        ],
        [
            74,
            40,
            108,
            74,
            40,
            108
        ],
        [
            42,
            38,
            47,
            42,
            38,
            47
        ],
        [
            4187,
            1449,
            2737,
            4187,
            1449,
            2737
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -63486,
            530610,
            -176734,
            -159357,
            -67823,
            -188869
        ]
    ]
}
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": 1564833600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759501414113,
    "expiration_time": 1765498464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 21,
            "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)