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Trade: ONE/USDT/720/SINWMA/FWMA/2797

Strategy
ONE/USDT/720/SINWMA/FWMA/2797
Pair
ONE_USDT
Interval
12h
Score
330862
Daily Profit
0.415045
Profit Factor
1.775645
Profitability
35.944700
Streak
0.000000
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 13:25
Expiration Time
2025-12-02 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 957924.5556 904076.3231 53848.2324 735251.0528 620664.2703 114586.7825
Total P&L (%) 957.9246 904.0763 53.8482 735.2511 620.6643 114.5868
Avg Daily Profit (%) 0.415 0.3917 0.0233 0.092 0.0856 0.0331
Buy And Hold Return (%) 94.898 94.898 94.898 94.898 94.898 94.898
Max Trade Drawdown -167721 -128863 -177125 -4880932 -3698930 -1318162
Profit Factor 1.7756 2.5173 1.0843 1.0625 1.0923 1.0228
Total Trades 217 109 108 217 109 108
Winning Trades 78 37 41 78 37 41
Losing Trades 139 72 67 139 72 67
Profitability (%) 35.9447 33.945 37.963 35.9447 33.945 37.963
Ratio Avg Win / Avg Loss 3.1643 4.8985 1.7718 1.8935 2.1256 1.6713
Largest Winning Trade 479403 479403 57145 3508963 3508963 661855
Largest Losing Trade -54655 -21606 -54655 -835345 -835345 -731634
Avg Bars in Trades 20 19 21 20 19 21
Avg Bars in Winners 38 38 38 38 38 38
Avg Bars in Losers 9 9 10 9 9 10
Bars Traded 4348 2076 2272 4348 2076 2272
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 330862 296814 -458887 -224391 -202636 -448970

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1569801600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882337895,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 243,
            "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": [
        [
            957924.5555686476,
            904076.3231367326,
            53848.2324319153,
            735251.0527979416,
            620664.2702694342,
            114586.782528508
        ],
        [
            957.924556,
            904.076323,
            53.848232,
            735.251053,
            620.66427,
            114.586783
        ],
        [
            0.415045,
            0.391714,
            0.023331,
            0.092008,
            0.085609,
            0.033088
        ],
        [
            94.897959,
            94.897959,
            94.897959,
            94.897959,
            94.897959,
            94.897959
        ],
        [
            -167721,
            -128863,
            -177125,
            -4880932,
            -3698930,
            -1318162
        ],
        [
            1.775645,
            2.517268,
            1.08425,
            1.062536,
            1.092328,
            1.022759
        ],
        [
            217,
            109,
            108,
            217,
            109,
            108
        ],
        [
            78,
            37,
            41,
            78,
            37,
            41
        ],
        [
            139,
            72,
            67,
            139,
            72,
            67
        ],
        [
            35.9447,
            33.944954,
            37.962963,
            35.9447,
            33.944954,
            37.962963
        ],
        [
            3.16429,
            4.898467,
            1.771824,
            1.893494,
            2.125611,
            1.671338
        ],
        [
            479403,
            479403,
            57145,
            3508963,
            3508963,
            661855
        ],
        [
            -54655,
            -21606,
            -54655,
            -835345,
            -835345,
            -731634
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            38,
            38,
            38,
            38,
            38,
            38
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            4348,
            2076,
            2272,
            4348,
            2076,
            2272
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330862,
            296814,
            -458887,
            -224391,
            -202636,
            -448970
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1569801600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882337895,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 243,
            "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)