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Trade: ONE/USDT/720/SWMA/SUPERTREND/5162

Strategy
ONE/USDT/720/SWMA/SUPERTREND/5162
Pair
ONE_USDT
Interval
12h
Score
523037
Daily Profit
0.768391
Profit Factor
2.410845
Profitability
40.000000
Streak
70.093096
Best Strategy
Training Data Length
2318.000000
Evaluation Time
2025-10-04 17:14
Expiration Time
2025-12-13 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1781130.7076 1889255.0831 -108124.3756 -82752.7428 510324.5294 -593077.2722
Total P&L (%) 1781.1307 1889.2551 -108.1244 -82.7527 510.3245 -593.0773
Avg Daily Profit (%) 0.7684 0.815 -0.0466 -0.0758 0.0781 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -289209 -194344 -168894 -1205167 -574360 -980630
Profit Factor 2.4108 3.6352 0.8018 0.9659 1.4133 0.5024
Total Trades 140 70 70 140 70 70
Winning Trades 56 29 27 56 29 27
Losing Trades 84 41 43 84 41 43
Profitability (%) 40 41.4286 38.5714 40 41.4286 38.5714
Ratio Avg Win / Avg Loss 3.6163 5.1394 1.2769 1.4488 1.9981 0.8002
Largest Winning Trade 1857328 1857328 50768 500011 500011 199686
Largest Losing Trade -69653 -69653 -45531 -453021 -453021 -209947
Avg Bars in Trades 30 42 19 30 42 19
Avg Bars in Winners 42 51 33 42 51 33
Avg Bars in Losers 22 35 10 22 35 10
Bars Traded 4296 2948 1348 4296 2948 1348
Profit Streak 70.0931 0 78.5931 70.0931 0 78.5931
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 523037 -77818 -677178 -582071 -184208 -678844
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565827200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587243524,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 223,
            "offset": 0,
            "multiplier": 3.04898
        }
    }
}
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": [
        [
            1781130.7075668639,
            1889255.0831460347,
            -108124.3755791709,
            -82752.7427923497,
            510324.5294077481,
            -593077.2722000978
        ],
        [
            1781.130708,
            1889.255083,
            -108.124376,
            -82.752743,
            510.324529,
            -593.077272
        ],
        [
            0.768391,
            0.815037,
            -0.046646,
            -0.075792,
            0.078064,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -289209,
            -194344,
            -168894,
            -1205167,
            -574360,
            -980630
        ],
        [
            2.410845,
            3.635196,
            0.801798,
            0.9659,
            1.413294,
            0.502438
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            84,
            41,
            43,
            84,
            41,
            43
        ],
        [
            40,
            41.428571,
            38.571429,
            40,
            41.428571,
            38.571429
        ],
        [
            3.616268,
            5.139415,
            1.276937,
            1.448849,
            1.998105,
            0.800179
        ],
        [
            1857328,
            1857328,
            50768,
            500011,
            500011,
            199686
        ],
        [
            -69653,
            -69653,
            -45531,
            -453021,
            -453021,
            -209947
        ],
        [
            30,
            42,
            19,
            30,
            42,
            19
        ],
        [
            42,
            51,
            33,
            42,
            51,
            33
        ],
        [
            22,
            35,
            10,
            22,
            35,
            10
        ],
        [
            4296,
            2948,
            1348,
            4296,
            2948,
            1348
        ],
        [
            70.093096,
            0,
            78.593096,
            70.093096,
            0,
            78.593096
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            523037,
            -77818,
            -677178,
            -582071,
            -184208,
            -678844
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565827200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587243524,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 223,
            "offset": 0,
            "multiplier": 3.04898
        }
    }
}

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)