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Trade: ONE/USDT/720/SINWMA/PSAR/3756

Strategy
ONE/USDT/720/SINWMA/PSAR/3756
Pair
ONE_USDT
Interval
12h
Score
692498
Daily Profit
0.890110
Profit Factor
3.774450
Profitability
46.902655
Streak
0.000000
Best Strategy
Training Data Length
2313.000000
Evaluation Time
2025-09-29 18:39
Expiration Time
2025-12-07 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2058823.3525 2005960.8298 52862.5227 687455.002 1027334.1177 -339879.1157
Total P&L (%) 2058.8234 2005.9608 52.8625 687.455 1027.3341 -339.8791
Avg Daily Profit (%) 0.8901 0.8673 0.0229 0.0893 0.1048 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113351 -117108 -78560 -3532447 -2428938 -1991952
Profit Factor 3.7745 6.5743 1.1383 1.0764 1.2336 0.9261
Total Trades 113 57 56 113 57 56
Winning Trades 53 27 26 53 27 26
Losing Trades 60 30 30 60 30 30
Profitability (%) 46.9027 47.3684 46.4286 46.9027 47.3684 46.4286
Ratio Avg Win / Avg Loss 4.273 7.3048 1.3134 1.2186 1.3706 1.0686
Largest Winning Trade 1886084 1886084 78275 2284035 2284035 1021785
Largest Losing Trade -56860 -35258 -56860 -1329582 -731537 -1329582
Avg Bars in Trades 37 32 43 37 32 43
Avg Bars in Winners 56 46 67 56 46 67
Avg Bars in Losers 21 20 22 21 20 22
Bars Traded 4267 1843 2424 4267 1843 2424
Profit Streak 0 0 14.6522 0 0 14.6522
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 692498 -159326 -412718 -210754 -234075 -759965
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4626,
    "evaluation_days": 2313,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566172800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759160346711,
    "expiration_time": 1765142496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            2058823.3525115568,
            2005960.8298480725,
            52862.5226634849,
            687455.0020443054,
            1027334.1177080155,
            -339879.1156637095
        ],
        [
            2058.823353,
            2005.96083,
            52.862523,
            687.455002,
            1027.334118,
            -339.879116
        ],
        [
            0.89011,
            0.867255,
            0.022855,
            0.089259,
            0.104786,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113351,
            -117108,
            -78560,
            -3532447,
            -2428938,
            -1991952
        ],
        [
            3.77445,
            6.574321,
            1.138308,
            1.076413,
            1.233559,
            0.92608
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            46.902655,
            47.368421,
            46.428571,
            46.902655,
            47.368421,
            46.428571
        ],
        [
            4.272962,
            7.304801,
            1.313433,
            1.218581,
            1.370621,
            1.068553
        ],
        [
            1886084,
            1886084,
            78275,
            2284035,
            2284035,
            1021785
        ],
        [
            -56860,
            -35258,
            -56860,
            -1329582,
            -731537,
            -1329582
        ],
        [
            37,
            32,
            43,
            37,
            32,
            43
        ],
        [
            56,
            46,
            67,
            56,
            46,
            67
        ],
        [
            21,
            20,
            22,
            21,
            20,
            22
        ],
        [
            4267,
            1843,
            2424,
            4267,
            1843,
            2424
        ],
        [
            0,
            0,
            14.652161,
            0,
            0,
            14.652161
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            692498,
            -159326,
            -412718,
            -210754,
            -234075,
            -759965
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4626,
    "evaluation_days": 2313,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566172800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759160346711,
    "expiration_time": 1765142496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)