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Trade: ONE/USDT/720/WMA/PWMA/6272

Strategy
ONE/USDT/720/WMA/PWMA/6272
Pair
ONE_USDT
Interval
12h
Score
625742
Daily Profit
0.755995
Profit Factor
8.395749
Profitability
40.000000
Streak
0.000000
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 1815255.7732 1752395.7739 62859.9993 1133820.782 1613478.4295 -479657.6474
Total P&L (%) 1815.2558 1752.3958 62.86 1133.8208 1613.4784 -479.6576
Avg Daily Profit (%) 0.7831 0.756 0.0271 0.1085 0.1226 0
Buy And Hold Return (%) 32.8063 32.8063 32.8063 32.8063 32.8063 32.8063
Max Trade Drawdown -84324 -63171 -99660 -2389237 -2202320 -1830000
Profit Factor 4.3894 8.3957 1.2105 1.1072 1.3376 0.9172
Total Trades 59 30 29 59 30 29
Winning Trades 26 12 14 26 12 14
Losing Trades 33 18 15 33 18 15
Profitability (%) 44.0678 40 48.2759 44.0678 40 48.2759
Ratio Avg Win / Avg Loss 5.5711 12.5936 1.297 1.4053 2.0064 0.9827
Largest Winning Trade 1594230 1594230 88119 2028818 2028818 1476089
Largest Losing Trade -65774 -34912 -65774 -1084982 -898513 -1084982
Avg Bars in Trades 71 55 88 71 55 88
Avg Bars in Winners 119 107 129 119 107 129
Avg Bars in Losers 34 20 50 34 20 50
Bars Traded 4241 1672 2569 4241 1672 2569
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 -161437 625742 -165285 -332168 -31378 -581503
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1569067200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587243264,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 35,
            "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": [
        [
            1815255.7731594043,
            1752395.7738685342,
            62859.99929087,
            1133820.782048991,
            1613478.4294563762,
            -479657.6474073862
        ],
        [
            1815.255773,
            1752.395774,
            62.859999,
            1133.820782,
            1613.478429,
            -479.657647
        ],
        [
            0.783113,
            0.755995,
            0.027118,
            0.108458,
            0.122642,
            0
        ],
        [
            32.806324,
            32.806324,
            32.806324,
            32.806324,
            32.806324,
            32.806324
        ],
        [
            -84324,
            -63171,
            -99660,
            -2389237,
            -2202320,
            -1830000
        ],
        [
            4.389376,
            8.395749,
            1.210497,
            1.107222,
            1.337587,
            0.91723
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            44.067797,
            40,
            48.275862,
            44.067797,
            40,
            48.275862
        ],
        [
            5.571131,
            12.593624,
            1.296962,
            1.40532,
            2.00638,
            0.982746
        ],
        [
            1594230,
            1594230,
            88119,
            2028818,
            2028818,
            1476089
        ],
        [
            -65774,
            -34912,
            -65774,
            -1084982,
            -898513,
            -1084982
        ],
        [
            71,
            55,
            88,
            71,
            55,
            88
        ],
        [
            119,
            107,
            129,
            119,
            107,
            129
        ],
        [
            34,
            20,
            50,
            34,
            20,
            50
        ],
        [
            4241,
            1672,
            2569,
            4241,
            1672,
            2569
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161437,
            625742,
            -165285,
            -332168,
            -31378,
            -581503
        ]
    ]
}
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": 1569067200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587243264,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 35,
            "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)