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Trade: ONE/USDT/720/SMA/FWMA/1157

Strategy
ONE/USDT/720/SMA/FWMA/1157
Pair
ONE_USDT
Interval
12h
Score
516198
Daily Profit
1.111153
Profit Factor
4.948398
Profitability
31.683168
Streak
0.000000
Best Strategy
Training Data Length
2317.500000
Evaluation Time
2025-10-04 07:12
Expiration Time
2025-12-12 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2575098.0827 2432531.6208 142566.4619 9534566.8654 5843365.1926 3691201.6728
Total P&L (%) 2575.0981 2432.5316 142.5665 9534.5669 5843.3652 3691.2017
Avg Daily Profit (%) 1.1112 1.0496 0.0615 0.1973 0.1764 0.157
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93210 -76722 -89450 -9574192 -6973296 -5802386
Profit Factor 4.9484 7.8447 1.4803 1.2614 1.2889 1.2272
Total Trades 101 51 50 101 51 50
Winning Trades 32 12 20 32 12 20
Losing Trades 69 39 30 69 39 30
Profitability (%) 31.6832 23.5294 40 31.6832 23.5294 40
Ratio Avg Win / Avg Loss 10.67 25.4953 2.2205 2.72 4.189 1.8408
Largest Winning Trade 2019756 2019756 81340 6047854 5965533 6047854
Largest Losing Trade -42265 -32275 -42265 -2245877 -2245877 -2143945
Avg Bars in Trades 42 37 47 42 37 47
Avg Bars in Winners 106 110 103 106 110 103
Avg Bars in Losers 13 14 10 13 14 10
Bars Traded 4293 1898 2395 4293 1898 2395
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 516198 -194718 -292430 76306 -207665 -175524
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4635,
    "evaluation_days": 2317.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563753600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759551138295,
    "expiration_time": 1765542960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 103,
            "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": [
        [
            2575098.082685773,
            2432531.620813333,
            142566.4618724398,
            9534566.865402559,
            5843365.192614473,
            3691201.67278809
        ],
        [
            2575.098083,
            2432.531621,
            142.566462,
            9534.566865,
            5843.365193,
            3691.201673
        ],
        [
            1.111153,
            1.049636,
            0.061517,
            0.197301,
            0.176417,
            0.156985
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93210,
            -76722,
            -89450,
            -9574192,
            -6973296,
            -5802386
        ],
        [
            4.948398,
            7.84471,
            1.480346,
            1.261437,
            1.288936,
            1.227206
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            32,
            12,
            20,
            32,
            12,
            20
        ],
        [
            69,
            39,
            30,
            69,
            39,
            30
        ],
        [
            31.683168,
            23.529412,
            40,
            31.683168,
            23.529412,
            40
        ],
        [
            10.669984,
            25.495309,
            2.220519,
            2.719974,
            4.18904,
            1.84081
        ],
        [
            2019756,
            2019756,
            81340,
            6047854,
            5965533,
            6047854
        ],
        [
            -42265,
            -32275,
            -42265,
            -2245877,
            -2245877,
            -2143945
        ],
        [
            42,
            37,
            47,
            42,
            37,
            47
        ],
        [
            106,
            110,
            103,
            106,
            110,
            103
        ],
        [
            13,
            14,
            10,
            13,
            14,
            10
        ],
        [
            4293,
            1898,
            2395,
            4293,
            1898,
            2395
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            516198,
            -194718,
            -292430,
            76306,
            -207665,
            -175524
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4635,
    "evaluation_days": 2317.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563753600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759551138295,
    "expiration_time": 1765542960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 103,
            "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)