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Trade: ONE/USDT/720/SWMA/HILO/3617

Strategy
ONE/USDT/720/SWMA/HILO/3617
Pair
ONE_USDT
Interval
12h
Score
658396
Daily Profit
0.759248
Profit Factor
7.720199
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
2322.500000
Evaluation Time
2025-10-09 11:58
Expiration Time
2025-12-17 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1942807.563 1763354.6301 179452.9329 13505028.3435 3904213.6566 9600814.6868
Total P&L (%) 1942.8076 1763.3546 179.4529 13505.0283 3904.2137 9600.8147
Avg Daily Profit (%) 0.8365 0.7592 0.0773 0.2118 0.159 0.1972
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75174 -107231 -84698 -5051485 -7624450 -2423779
Profit Factor 4.9307 7.7202 1.7739 1.5169 1.2358 2.003
Total Trades 75 38 37 75 38 37
Winning Trades 39 16 23 39 16 23
Losing Trades 36 22 14 36 22 14
Profitability (%) 52 42.1053 62.1622 52 42.1053 62.1622
Ratio Avg Win / Avg Loss 4.5514 10.6153 1.0798 1.4002 1.6992 1.2192
Largest Winning Trade 1338322 1338322 79911 5218197 5218197 4740694
Largest Losing Trade -43822 -30750 -43822 -2475969 -2475969 -1842689
Avg Bars in Trades 57 46 68 57 46 68
Avg Bars in Winners 80 78 82 80 78 82
Avg Bars in Losers 31 22 44 31 22 44
Bars Traded 4283 1752 2531 4283 1752 2531
Profit Streak 0 0 83.3739 0 0 83.3739
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -40076 658396 -84538 -51470 195585 493240
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4645,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564660800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760000300864,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1942807.562997262,
            1763354.6300735376,
            179452.9329237242,
            13505028.343471343,
            3904213.656639811,
            9600814.686831528
        ],
        [
            1942.807563,
            1763.35463,
            179.452933,
            13505.028343,
            3904.213657,
            9600.814687
        ],
        [
            0.836516,
            0.759248,
            0.077267,
            0.211764,
            0.159004,
            0.197171
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75174,
            -107231,
            -84698,
            -5051485,
            -7624450,
            -2423779
        ],
        [
            4.930707,
            7.720199,
            1.773945,
            1.516871,
            1.235816,
            2.002984
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            39,
            16,
            23,
            39,
            16,
            23
        ],
        [
            36,
            22,
            14,
            36,
            22,
            14
        ],
        [
            52,
            42.105263,
            62.162162,
            52,
            42.105263,
            62.162162
        ],
        [
            4.551422,
            10.615273,
            1.079792,
            1.400189,
            1.699248,
            1.219207
        ],
        [
            1338322,
            1338322,
            79911,
            5218197,
            5218197,
            4740694
        ],
        [
            -43822,
            -30750,
            -43822,
            -2475969,
            -2475969,
            -1842689
        ],
        [
            57,
            46,
            68,
            57,
            46,
            68
        ],
        [
            80,
            78,
            82,
            80,
            78,
            82
        ],
        [
            31,
            22,
            44,
            31,
            22,
            44
        ],
        [
            4283,
            1752,
            2531,
            4283,
            1752,
            2531
        ],
        [
            0,
            0,
            83.373852,
            0,
            0,
            83.373853
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40076,
            658396,
            -84538,
            -51470,
            195585,
            493240
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4645,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564660800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760000300864,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)