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Trade: OP/USDT/120/WMA/BBU/5398

Strategy
OP/USDT/120/WMA/BBU/5398
Pair
OP_USDT
Interval
2h
Score
416812
Daily Profit
0.286391
Profit Factor
1.285055
Profitability
45.189003
Streak
9.148109
Best Strategy
Training Data Length
1218.670000
Evaluation Time
2025-10-02 02:33
Expiration Time
2025-11-14 20:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 349016.2816 291996.823 57019.4586 157059.5213 -88483.9027 245543.424
Total P&L (%) 349.0163 291.9968 57.0195 157.0595 -88.4839 245.5434
Avg Daily Profit (%) 0.2864 0.2396 0.0468 0.0775 -0.1772 0.1018
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151856 -138753 -43953 -1046001 -1211585 -211574
Profit Factor 1.2851 1.4007 1.1151 1.025 0.9765 1.0976
Total Trades 582 291 291 582 291 291
Winning Trades 263 116 147 263 116 147
Losing Trades 319 175 144 319 175 144
Profitability (%) 45.189 39.8625 50.5155 45.189 39.8625 50.5155
Ratio Avg Win / Avg Loss 1.5587 2.1131 1.0923 1.2432 1.4732 1.0752
Largest Winning Trade 173002 173002 16216 357845 357845 130274
Largest Losing Trade -22768 -22768 -17281 -196993 -196993 -127902
Avg Bars in Trades 24 41 8 24 41 8
Avg Bars in Winners 34 66 8 34 66 8
Avg Bars in Losers 17 24 8 17 24 8
Bars Traded 14458 11943 2515 14458 11943 2515
Profit Streak 9.1481 0 15.5648 9.1481 0 15.5648
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416812 244574 -223359 -280394 -582087 -168299
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14624,
    "evaluation_days": 1218.67,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1654826400000,
    "last_datapoint_time": 1759356000000,
    "evaluation_time": 1759361596644,
    "expiration_time": 1763146540800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 9,
            "offset": 0,
            "std": 4.5273
        }
    }
}
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": [
        [
            349016.2815702002,
            291996.8229583918,
            57019.4586118084,
            157059.5213110081,
            -88483.9026860577,
            245543.4239970659
        ],
        [
            349.016282,
            291.996823,
            57.019459,
            157.059521,
            -88.483903,
            245.543424
        ],
        [
            0.286391,
            0.239603,
            0.046788,
            0.077503,
            -0.177202,
            0.101798
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151856,
            -138753,
            -43953,
            -1046001,
            -1211585,
            -211574
        ],
        [
            1.285055,
            1.400651,
            1.115057,
            1.024988,
            0.976534,
            1.097646
        ],
        [
            582,
            291,
            291,
            582,
            291,
            291
        ],
        [
            263,
            116,
            147,
            263,
            116,
            147
        ],
        [
            319,
            175,
            144,
            319,
            175,
            144
        ],
        [
            45.189003,
            39.862543,
            50.515464,
            45.189003,
            39.862543,
            50.515464
        ],
        [
            1.558678,
            2.113051,
            1.0923,
            1.243237,
            1.473219,
            1.075245
        ],
        [
            173002,
            173002,
            16216,
            357845,
            357845,
            130274
        ],
        [
            -22768,
            -22768,
            -17281,
            -196993,
            -196993,
            -127902
        ],
        [
            24,
            41,
            8,
            24,
            41,
            8
        ],
        [
            34,
            66,
            8,
            34,
            66,
            8
        ],
        [
            17,
            24,
            8,
            17,
            24,
            8
        ],
        [
            14458,
            11943,
            2515,
            14458,
            11943,
            2515
        ],
        [
            9.148109,
            0,
            15.564776,
            9.148109,
            0,
            15.564776
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416812,
            244574,
            -223359,
            -280394,
            -582087,
            -168299
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14624,
    "evaluation_days": 1218.67,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1654826400000,
    "last_datapoint_time": 1759356000000,
    "evaluation_time": 1759361596644,
    "expiration_time": 1763146540800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 9,
            "offset": 0,
            "std": 4.5273
        }
    }
}

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)