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Trade: ONE/USDT/720/SINWMA/DCM/1674

Strategy
ONE/USDT/720/SINWMA/DCM/1674
Pair
ONE_USDT
Interval
12h
Score
309291
Daily Profit
0.396936
Profit Factor
1.967352
Profitability
36.666667
Streak
0.000000
Best Strategy
Training Data Length
2322.500000
Evaluation Time
2025-10-09 08:42
Expiration Time
2025-12-17 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 921884.7254 882506.4353 39378.2901 396342.2679 857752.8499 -461410.5821
Total P&L (%) 921.8847 882.5064 39.3783 396.3423 857.7529 -461.4106
Avg Daily Profit (%) 0.3969 0.38 0.017 0.069 0.0973 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138580 -94540 -141547 -1048245 -474428 -809831
Profit Factor 1.9674 2.8154 1.0843 1.0948 1.4093 0.7787
Total Trades 120 60 60 120 60 60
Winning Trades 44 19 25 44 19 25
Losing Trades 76 41 35 76 41 35
Profitability (%) 36.6667 31.6667 41.6667 36.6667 31.6667 41.6667
Ratio Avg Win / Avg Loss 3.3982 6.0753 1.5181 1.891 3.0411 1.0901
Largest Winning Trade 400594 400594 84215 944911 944911 215496
Largest Losing Trade -48771 -32275 -48771 -402199 -270321 -402199
Avg Bars in Trades 37 36 39 37 36 39
Avg Bars in Winners 63 66 61 63 66 61
Avg Bars in Losers 22 21 23 22 21 23
Bars Traded 4506 2162 2344 4506 2162 2344
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 309291 -161638 -471811 -220794 -237339 -751810
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4645,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561464000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759988524951,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 15,
            "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": [
        [
            921884.7254295406,
            882506.4352916887,
            39378.2901378515,
            396342.2678646068,
            857752.8499235378,
            -461410.5820589307
        ],
        [
            921.884725,
            882.506435,
            39.37829,
            396.342268,
            857.75285,
            -461.410582
        ],
        [
            0.396936,
            0.379981,
            0.016955,
            0.069005,
            0.097331,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138580,
            -94540,
            -141547,
            -1048245,
            -474428,
            -809831
        ],
        [
            1.967352,
            2.815363,
            1.084346,
            1.094807,
            1.409281,
            0.778675
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            76,
            41,
            35,
            76,
            41,
            35
        ],
        [
            36.666667,
            31.666667,
            41.666667,
            36.666667,
            31.666667,
            41.666667
        ],
        [
            3.398153,
            6.075258,
            1.518084,
            1.89103,
            3.041079,
            1.090145
        ],
        [
            400594,
            400594,
            84215,
            944911,
            944911,
            215496
        ],
        [
            -48771,
            -32275,
            -48771,
            -402199,
            -270321,
            -402199
        ],
        [
            37,
            36,
            39,
            37,
            36,
            39
        ],
        [
            63,
            66,
            61,
            63,
            66,
            61
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            4506,
            2162,
            2344,
            4506,
            2162,
            2344
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309291,
            -161638,
            -471811,
            -220794,
            -237339,
            -751810
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4645,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561464000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759988524951,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 15,
            "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)