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Trade: ONE/USDT/720/PWMA/SSF/9615

Strategy
ONE/USDT/720/PWMA/SSF/9615
Pair
ONE_USDT
Interval
12h
Score
661124
Daily Profit
0.692884
Profit Factor
5.563512
Profitability
43.333333
Streak
38.607331
Best Strategy
Training Data Length
2326.000000
Evaluation Time
2025-10-12 17:34
Expiration Time
2025-12-21 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1354161.764 1611647.8475 -257486.0835 -100009.2922 16251.427 -116260.7192
Total P&L (%) 1354.1618 1611.6478 -257.4861 -100.0093 16.2514 -116.2607
Avg Daily Profit (%) 0.5822 0.6929 -0.1107 0 0.0065 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -410327 -165105 -305213 -146143 -64110 -139565
Profit Factor 2.4256 5.5635 0.5685 0.6979 1.1346 0.4472
Total Trades 60 30 30 60 30 30
Winning Trades 27 13 14 30 16 14
Losing Trades 33 17 16 30 14 16
Profitability (%) 45 43.3333 46.6667 50 53.3333 46.6667
Ratio Avg Win / Avg Loss 2.9646 7.2754 0.6497 0.6979 0.9928 0.511
Largest Winning Trade 1717876 1717876 71865 65091 65091 28848
Largest Losing Trade -109952 -65189 -109952 -64110 -64110 -52075
Avg Bars in Trades 73 61 84 73 61 84
Avg Bars in Winners 85 78 92 85 85 85
Avg Bars in Losers 63 48 78 60 33 84
Bars Traded 4387 1842 2545 4387 1842 2545
Profit Streak 38.6073 38.6073 66.1073 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -158530 661124 -581563 -754277 -267337 -582121
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4652,
    "evaluation_days": 2326,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568980800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760279673409,
    "expiration_time": 1766299392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 241,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            1354161.7640082485,
            1611647.847468127,
            -257486.0834598785,
            -100009.2922394856,
            16251.4269597816,
            -116260.7191992673
        ],
        [
            1354.161764,
            1611.647847,
            -257.486083,
            -100.009292,
            16.251427,
            -116.260719
        ],
        [
            0.582185,
            0.692884,
            -0.110699,
            0,
            0.006474,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -410327,
            -165105,
            -305213,
            -146143,
            -64110,
            -139565
        ],
        [
            2.425594,
            5.563512,
            0.568508,
            0.697912,
            1.134576,
            0.447167
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            27,
            13,
            14,
            30,
            16,
            14
        ],
        [
            33,
            17,
            16,
            30,
            14,
            16
        ],
        [
            45,
            43.333333,
            46.666667,
            50,
            53.333333,
            46.666667
        ],
        [
            2.964614,
            7.275362,
            0.649723,
            0.697912,
            0.992754,
            0.511048
        ],
        [
            1717876,
            1717876,
            71865,
            65091,
            65091,
            28848
        ],
        [
            -109952,
            -65189,
            -109952,
            -64110,
            -64110,
            -52075
        ],
        [
            73,
            61,
            84,
            73,
            61,
            84
        ],
        [
            85,
            78,
            92,
            85,
            85,
            85
        ],
        [
            63,
            48,
            78,
            60,
            33,
            84
        ],
        [
            4387,
            1842,
            2545,
            4387,
            1842,
            2545
        ],
        [
            38.607331,
            38.607331,
            66.107331,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158530,
            661124,
            -581563,
            -754277,
            -267337,
            -582121
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4652,
    "evaluation_days": 2326,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568980800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760279673409,
    "expiration_time": 1766299392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 241,
            "offset": 0,
            "poles": 3
        }
    }
}

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)