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Trade: ONE/USDT/720/SWMA/HWMA/8764

Strategy
ONE/USDT/720/SWMA/HWMA/8764
Pair
ONE_USDT
Interval
12h
Score
302817
Daily Profit
0.165247
Profit Factor
1.423705
Profitability
49.101796
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 289069.459 382547.3855 -93477.9265 -206533.0484 -57630.4397 -148902.6087
Total P&L (%) 289.0695 382.5474 -93.4779 -206.533 -57.6304 -148.9026
Avg Daily Profit (%) 0.1249 0.1652 -0.0404 0 -0.0371 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -361196 -150617 -433815 -582711 -352437 -372766
Profit Factor 1.1454 1.4237 0.9138 0.8927 0.9393 0.8473
Total Trades 335 167 168 335 167 168
Winning Trades 181 82 99 161 87 74
Losing Trades 154 85 69 174 80 94
Profitability (%) 54.0299 49.1018 58.9286 48.0597 52.0958 44.0476
Ratio Avg Win / Avg Loss 0.9746 1.4758 0.6369 0.9648 0.8637 1.0763
Largest Winning Trade 112826 112826 41135 74860 74860 65034
Largest Losing Trade -204945 -62967 -204945 -151861 -151861 -73898
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 4604 2294 2310 4604 2294 2310
Profit Streak 0 0 0 21.0874 21.0874 28.0874
Trades During Streak 0 0 0 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -85996 302817 -579018 -578035 -579357 -579814
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4630,
    "evaluation_days": 2315,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560254400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759327549166,
    "expiration_time": 1765320480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.77276
        }
    }
}
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": [
        [
            289069.4589987656,
            382547.3854635195,
            -93477.9264647538,
            -206533.0483826032,
            -57630.4397316156,
            -148902.6086509876
        ],
        [
            289.069459,
            382.547385,
            -93.477926,
            -206.533048,
            -57.63044,
            -148.902609
        ],
        [
            0.124868,
            0.165247,
            -0.040379,
            0,
            -0.037088,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -361196,
            -150617,
            -433815,
            -582711,
            -352437,
            -372766
        ],
        [
            1.145419,
            1.423705,
            0.913843,
            0.892695,
            0.939322,
            0.847271
        ],
        [
            335,
            167,
            168,
            335,
            167,
            168
        ],
        [
            181,
            82,
            99,
            161,
            87,
            74
        ],
        [
            154,
            85,
            69,
            174,
            80,
            94
        ],
        [
            54.029851,
            49.101796,
            58.928571,
            48.059701,
            52.095808,
            44.047619
        ],
        [
            0.974555,
            1.475792,
            0.636921,
            0.964776,
            0.863744,
            1.076263
        ],
        [
            112826,
            112826,
            41135,
            74860,
            74860,
            65034
        ],
        [
            -204945,
            -62967,
            -204945,
            -151861,
            -151861,
            -73898
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            4604,
            2294,
            2310,
            4604,
            2294,
            2310
        ],
        [
            0,
            0,
            0,
            21.087375,
            21.087375,
            28.087375
        ],
        [
            0,
            0,
            0,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -85996,
            302817,
            -579018,
            -578035,
            -579357,
            -579814
        ]
    ]
}
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": 1560254400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759327549166,
    "expiration_time": 1765320480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.77276
        }
    }
}

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)