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Trade: ONE/USDT/720/SWMA/HILO/4699

Strategy
ONE/USDT/720/SWMA/HILO/4699
Pair
ONE_USDT
Interval
12h
Score
511642
Daily Profit
0.637090
Profit Factor
7.442596
Profitability
34.482759
Streak
0.000000
Best Strategy
Training Data Length
2317.000000
Evaluation Time
2025-10-03 16:29
Expiration Time
2025-12-12 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1441141.3197 1476136.4155 -34995.0958 85755.4627 812131.7685 -726376.3058
Total P&L (%) 1441.1413 1476.1364 -34.9951 85.7555 812.1318 -726.3763
Avg Daily Profit (%) 0.622 0.6371 -0.0151 0.0267 0.0955 0
Buy And Hold Return (%) 31.4474 31.4474 31.4474 31.4474 31.4474 31.4474
Max Trade Drawdown -102366 -90385 -99133 -1363249 -661175 -830259
Profit Factor 3.6492 7.4426 0.8889 1.0331 1.8772 0.5639
Total Trades 57 29 28 57 29 28
Winning Trades 25 10 15 25 10 15
Losing Trades 32 19 13 32 19 13
Profitability (%) 43.8596 34.4828 53.5714 43.8596 34.4828 53.5714
Ratio Avg Win / Avg Loss 4.671 14.1409 0.7703 1.3224 3.5666 0.4887
Largest Winning Trade 1431052 1431052 86785 720488 720488 371129
Largest Losing Trade -43099 -41917 -43099 -508246 -308624 -508246
Avg Bars in Trades 74 54 94 74 54 94
Avg Bars in Winners 136 128 142 136 128 142
Avg Bars in Losers 25 15 39 25 15 39
Bars Traded 4222 1581 2641 4222 1581 2641
Profit Streak 0 0 18.062 0 0 18.062
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -163438 511642 -600805 -526531 -67644 -600805
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4634,
    "evaluation_days": 2317,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568851200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498152947,
    "expiration_time": 1765498464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 221,
            "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": [
        [
            1441141.319712465,
            1476136.4155280278,
            -34995.095815563,
            85755.4627042158,
            812131.7685184586,
            -726376.305814243
        ],
        [
            1441.14132,
            1476.136416,
            -34.995096,
            85.755463,
            812.131769,
            -726.376306
        ],
        [
            0.621986,
            0.63709,
            -0.015104,
            0.02673,
            0.095454,
            0
        ],
        [
            31.447368,
            31.447368,
            31.447368,
            31.447368,
            31.447368,
            31.447368
        ],
        [
            -102366,
            -90385,
            -99133,
            -1363249,
            -661175,
            -830259
        ],
        [
            3.649248,
            7.442596,
            0.888855,
            1.033094,
            1.877176,
            0.563852
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            25,
            10,
            15,
            25,
            10,
            15
        ],
        [
            32,
            19,
            13,
            32,
            19,
            13
        ],
        [
            43.859649,
            34.482759,
            53.571429,
            43.859649,
            34.482759,
            53.571429
        ],
        [
            4.671037,
            14.140933,
            0.770341,
            1.32236,
            3.566634,
            0.488672
        ],
        [
            1431052,
            1431052,
            86785,
            720488,
            720488,
            371129
        ],
        [
            -43099,
            -41917,
            -43099,
            -508246,
            -308624,
            -508246
        ],
        [
            74,
            54,
            94,
            74,
            54,
            94
        ],
        [
            136,
            128,
            142,
            136,
            128,
            142
        ],
        [
            25,
            15,
            39,
            25,
            15,
            39
        ],
        [
            4222,
            1581,
            2641,
            4222,
            1581,
            2641
        ],
        [
            0,
            0,
            18.061955,
            0,
            0,
            18.061955
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163438,
            511642,
            -600805,
            -526531,
            -67644,
            -600805
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4634,
    "evaluation_days": 2317,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568851200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498152947,
    "expiration_time": 1765498464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 221,
            "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)