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Trade: ONE/USDT/120/SSF/SINWMA/6078

Strategy
ONE/USDT/120/SSF/SINWMA/6078
Pair
ONE_USDT
Interval
2h
Score
447306
Daily Profit
0.575570
Profit Factor
2.050584
Profitability
40.191388
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 13:42
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1198625.5017 1046454.1257 152171.376 6104241.1379 5598499.1097 505742.0282
Total P&L (%) 1198.6255 1046.4541 152.1714 6104.2411 5598.4991 505.742
Avg Daily Profit (%) 0.5756 0.5025 0.0731 0.1984 0.1943 0.0865
Buy And Hold Return (%) 102.7601 102.7601 102.7601 102.7601 102.7601 102.7601
Max Trade Drawdown -164719 -124956 -201906 -35724276 -26215702 -9508573
Profit Factor 2.0506 2.8782 1.2607 1.0985 1.1497 1.0206
Total Trades 209 105 104 209 105 104
Winning Trades 84 38 46 84 38 46
Losing Trades 125 67 58 125 67 58
Profitability (%) 40.1914 36.1905 44.2308 40.1914 36.1905 44.2308
Ratio Avg Win / Avg Loss 3.0515 5.0746 1.5896 1.6347 2.0271 1.2868
Largest Winning Trade 487953 487953 57474 25265402 25265402 5616808
Largest Losing Trade -28952 -28053 -28952 -6993224 -6993224 -5736532
Avg Bars in Trades 118 115 121 118 115 121
Avg Bars in Winners 202 203 201 202 203 201
Avg Bars in Losers 62 64 58 62 64 58
Bars Traded 24751 12078 12673 24751 12078 12673
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 447306 377035 -113127 -105729 -52418 -278803
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578938400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758969719949,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 244,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 30,
            "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": [
        [
            1198625.5016572569,
            1046454.1256685001,
            152171.3759887567,
            6104241.137920271,
            5598499.109697807,
            505742.0282224716
        ],
        [
            1198.625502,
            1046.454126,
            152.171376,
            6104.241138,
            5598.49911,
            505.742028
        ],
        [
            0.57557,
            0.502499,
            0.073071,
            0.198411,
            0.19432,
            0.086534
        ],
        [
            102.760085,
            102.760085,
            102.760085,
            102.760085,
            102.760085,
            102.760085
        ],
        [
            -164719,
            -124956,
            -201906,
            -35724276,
            -26215702,
            -9508573
        ],
        [
            2.050584,
            2.87815,
            1.260683,
            1.09853,
            1.149685,
            1.020599
        ],
        [
            209,
            105,
            104,
            209,
            105,
            104
        ],
        [
            84,
            38,
            46,
            84,
            38,
            46
        ],
        [
            125,
            67,
            58,
            125,
            67,
            58
        ],
        [
            40.191388,
            36.190476,
            44.230769,
            40.191388,
            36.190476,
            44.230769
        ],
        [
            3.051465,
            5.074633,
            1.589557,
            1.634717,
            2.027076,
            1.286843
        ],
        [
            487953,
            487953,
            57474,
            25265402,
            25265402,
            5616808
        ],
        [
            -28952,
            -28053,
            -28952,
            -6993224,
            -6993224,
            -5736532
        ],
        [
            118,
            115,
            121,
            118,
            115,
            121
        ],
        [
            202,
            203,
            201,
            202,
            203,
            201
        ],
        [
            62,
            64,
            58,
            62,
            64,
            58
        ],
        [
            24751,
            12078,
            12673,
            24751,
            12078,
            12673
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447306,
            377035,
            -113127,
            -105729,
            -52418,
            -278803
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578938400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758969719949,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 244,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 30,
            "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)