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Trade: ONE/USDT/120/SWMA/MIDPOINT/1104

Strategy
ONE/USDT/120/SWMA/MIDPOINT/1104
Pair
ONE_USDT
Interval
2h
Score
303841
Daily Profit
0.249288
Profit Factor
1.208377
Profitability
40.653595
Streak
0.000000
Best Strategy
Training Data Length
2082.830000
Evaluation Time
2025-10-06 01:08
Expiration Time
2025-12-19 21:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 519224.6841 655513.3681 -136288.684 -82614.7664 73312.9829 -155927.7493
Total P&L (%) 519.2247 655.5134 -136.2887 -82.6148 73.313 -155.9277
Avg Daily Profit (%) 0.2493 0.3147 -0.0654 -0.084 0.0264 0
Buy And Hold Return (%) 94.7977 94.7977 94.7977 94.7977 94.7977 94.7977
Max Trade Drawdown -257565 -167548 -246161 -672195 -571364 -460965
Profit Factor 1.2084 1.4937 0.8829 0.9845 1.0246 0.9332
Total Trades 765 382 383 765 382 383
Winning Trades 311 140 171 311 140 171
Losing Trades 454 242 212 454 242 212
Profitability (%) 40.6536 36.6492 44.6475 40.6536 36.6492 44.6475
Ratio Avg Win / Avg Loss 1.764 2.582 1.0946 1.4371 1.7711 1.157
Largest Winning Trade 438471 438471 65903 322965 322965 116906
Largest Losing Trade -32848 -21642 -32848 -68700 -68700 -59357
Avg Bars in Trades 32 35 29 32 35 29
Avg Bars in Winners 46 55 39 46 55 39
Avg Bars in Losers 22 24 21 22 24 21
Bars Traded 24821 13571 11249 24821 13571 11249
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 303841 273229 -579468 -578750 -519500 -579468
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579672800000,
    "first_datapoint_time": 1580392800000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759702091983,
    "expiration_time": 1766172844800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 80,
            "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": [
        [
            519224.6840966266,
            655513.3680907706,
            -136288.6839941427,
            -82614.7664176341,
            73312.9828976157,
            -155927.7493152497
        ],
        [
            519.224684,
            655.513368,
            -136.288684,
            -82.614766,
            73.312983,
            -155.927749
        ],
        [
            0.249288,
            0.314722,
            -0.065434,
            -0.083963,
            0.026406,
            0
        ],
        [
            94.797688,
            94.797688,
            94.797688,
            94.797688,
            94.797688,
            94.797688
        ],
        [
            -257565,
            -167548,
            -246161,
            -672195,
            -571364,
            -460965
        ],
        [
            1.208377,
            1.493709,
            0.882916,
            0.984461,
            1.024584,
            0.933207
        ],
        [
            765,
            382,
            383,
            765,
            382,
            383
        ],
        [
            311,
            140,
            171,
            311,
            140,
            171
        ],
        [
            454,
            242,
            212,
            454,
            242,
            212
        ],
        [
            40.653595,
            36.649215,
            44.64752,
            40.653595,
            36.649215,
            44.64752
        ],
        [
            1.763997,
            2.581982,
            1.09461,
            1.437123,
            1.771067,
            1.156958
        ],
        [
            438471,
            438471,
            65903,
            322965,
            322965,
            116906
        ],
        [
            -32848,
            -21642,
            -32848,
            -68700,
            -68700,
            -59357
        ],
        [
            32,
            35,
            29,
            32,
            35,
            29
        ],
        [
            46,
            55,
            39,
            46,
            55,
            39
        ],
        [
            22,
            24,
            21,
            22,
            24,
            21
        ],
        [
            24821,
            13571,
            11249,
            24821,
            13571,
            11249
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303841,
            273229,
            -579468,
            -578750,
            -519500,
            -579468
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579672800000,
    "first_datapoint_time": 1580392800000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759702091983,
    "expiration_time": 1766172844800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 80,
            "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)