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Trade: ONE/USDT/720/SINWMA/SWMA/8955

Strategy
ONE/USDT/720/SINWMA/SWMA/8955
Pair
ONE_USDT
Interval
12h
Score
358312
Daily Profit
0.439052
Profit Factor
2.171934
Profitability
38.260870
Streak
0.000000
Best Strategy
Training Data Length
2315.000000
Evaluation Time
2025-10-01 17:05
Expiration Time
2025-12-10 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1016405.1661 915163.4101 101241.756 1684002.8561 865199.2223 818803.6338
Total P&L (%) 1016.4052 915.1634 101.2418 1684.0029 865.1992 818.8036
Avg Daily Profit (%) 0.4391 0.3953 0.0437 0.1245 0.098 0.0959
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99971 -105006 -138547 -2016870 -1823663 -912561
Profit Factor 2.1719 2.9696 1.2514 1.1273 1.1087 1.1554
Total Trades 115 58 57 115 58 57
Winning Trades 44 20 24 44 20 24
Losing Trades 71 38 33 71 38 33
Profitability (%) 38.2609 34.4828 42.1053 38.2609 34.4828 42.1053
Ratio Avg Win / Avg Loss 3.5047 5.6423 1.7207 1.819 2.1065 1.5886
Largest Winning Trade 343599 343599 83577 1549353 1549353 825006
Largest Losing Trade -39442 -32530 -39442 -686587 -686587 -411615
Avg Bars in Trades 38 35 42 38 35 42
Avg Bars in Winners 64 59 68 64 59 68
Avg Bars in Losers 23 22 24 23 22 24
Bars Traded 4472 2035 2437 4472 2035 2437
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 358312 -170989 -316722 -110014 -347999 -296233
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4630,
    "evaluation_days": 2315,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561420800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759327554367,
    "expiration_time": 1765320480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 21,
            "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": [
        [
            1016405.1660795214,
            915163.4100698542,
            101241.7560096667,
            1684002.8561292477,
            865199.2223055733,
            818803.6338236743
        ],
        [
            1016.405166,
            915.16341,
            101.241756,
            1684.002856,
            865.199222,
            818.803634
        ],
        [
            0.439052,
            0.395319,
            0.043733,
            0.124546,
            0.097982,
            0.095852
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99971,
            -105006,
            -138547,
            -2016870,
            -1823663,
            -912561
        ],
        [
            2.171934,
            2.969624,
            1.251439,
            1.127263,
            1.108665,
            1.155359
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            71,
            38,
            33,
            71,
            38,
            33
        ],
        [
            38.26087,
            34.482759,
            42.105263,
            38.26087,
            34.482759,
            42.105263
        ],
        [
            3.504712,
            5.642286,
            1.720728,
            1.818993,
            2.106464,
            1.588619
        ],
        [
            343599,
            343599,
            83577,
            1549353,
            1549353,
            825006
        ],
        [
            -39442,
            -32530,
            -39442,
            -686587,
            -686587,
            -411615
        ],
        [
            38,
            35,
            42,
            38,
            35,
            42
        ],
        [
            64,
            59,
            68,
            64,
            59,
            68
        ],
        [
            23,
            22,
            24,
            23,
            22,
            24
        ],
        [
            4472,
            2035,
            2437,
            4472,
            2035,
            2437
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358312,
            -170989,
            -316722,
            -110014,
            -347999,
            -296233
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4630,
    "evaluation_days": 2315,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561420800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759327554367,
    "expiration_time": 1765320480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 21,
            "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)