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Trade: ONE/USDT/720/SINWMA/DCM/9797

Strategy
ONE/USDT/720/SINWMA/DCM/9797
Pair
ONE_USDT
Interval
12h
Score
693723
Daily Profit
2.466024
Profit Factor
14.598783
Profitability
38.709677
Streak
100.621828
Best Strategy
Training Data Length
2312.500000
Evaluation Time
2025-09-29 05:55
Expiration Time
2025-12-07 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 5713282.076 5702681.1914 10600.8846 125479.174 2546244.7419 -2420765.5679
Total P&L (%) 5713.2821 5702.6812 10.6009 125.4792 2546.2447 -2420.7656
Avg Daily Profit (%) 2.4706 2.466 0.0046 0.0352 0.1418 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192911 -187620 -80932 -9142170 -5036050 -4855685
Profit Factor 10.2665 14.5988 1.0538 1.01 1.3621 0.5597
Total Trades 63 31 32 63 31 32
Winning Trades 30 12 18 30 12 18
Losing Trades 33 19 14 33 19 14
Profitability (%) 47.619 38.7097 56.25 47.619 38.7097 56.25
Ratio Avg Win / Avg Loss 11.2932 23.1147 0.8196 1.111 2.1567 0.4353
Largest Winning Trade 5703936 5703936 52174 5264712 5264712 1541903
Largest Losing Trade -67739 -67739 -48420 -3678680 -3678680 -3555262
Avg Bars in Trades 68 113 25 68 113 25
Avg Bars in Winners 83 168 26 83 168 26
Avg Bars in Losers 55 79 24 55 79 24
Bars Traded 4338 3529 809 4338 3529 809
Profit Streak 82.1218 100.6218 82.1218 82.1218 100.6218 82.1218
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -127819 693723 -495225 -506393 -5681 -579164
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4625,
    "evaluation_days": 2312.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566086400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759114525962,
    "expiration_time": 1765098000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 142,
            "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": [
        [
            5713282.076000996,
            5702681.191418988,
            10600.8845820078,
            125479.1740064905,
            2546244.7419394604,
            -2420765.56793297
        ],
        [
            5713.282076,
            5702.681191,
            10.600885,
            125.479174,
            2546.244742,
            -2420.765568
        ],
        [
            2.470608,
            2.466024,
            0.004584,
            0.035165,
            0.141753,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192911,
            -187620,
            -80932,
            -9142170,
            -5036050,
            -4855685
        ],
        [
            10.266508,
            14.598783,
            1.053757,
            1.010015,
            1.362141,
            0.559698
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            30,
            12,
            18,
            30,
            12,
            18
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            47.619048,
            38.709677,
            56.25,
            47.619048,
            38.709677,
            56.25
        ],
        [
            11.293159,
            23.11474,
            0.819589,
            1.111017,
            2.156723,
            0.43532
        ],
        [
            5703936,
            5703936,
            52174,
            5264712,
            5264712,
            1541903
        ],
        [
            -67739,
            -67739,
            -48420,
            -3678680,
            -3678680,
            -3555262
        ],
        [
            68,
            113,
            25,
            68,
            113,
            25
        ],
        [
            83,
            168,
            26,
            83,
            168,
            26
        ],
        [
            55,
            79,
            24,
            55,
            79,
            24
        ],
        [
            4338,
            3529,
            809,
            4338,
            3529,
            809
        ],
        [
            82.121828,
            100.621828,
            82.121828,
            82.121828,
            100.621828,
            82.121828
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -127819,
            693723,
            -495225,
            -506393,
            -5681,
            -579164
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4625,
    "evaluation_days": 2312.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566086400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759114525962,
    "expiration_time": 1765098000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 142,
            "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)