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Trade: ONE/USDT/120/SWMA/PWMA/2388

Strategy
ONE/USDT/120/SWMA/PWMA/2388
Pair
ONE_USDT
Interval
2h
Score
364151
Daily Profit
0.284189
Profit Factor
1.227458
Profitability
36.837209
Streak
0.000000
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-10-09 14:31
Expiration Time
2025-12-23 11:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 592037.6228 545341.5447 46696.0781 693362.5039 448491.5507 244870.9532
Total P&L (%) 592.0376 545.3415 46.6961 693.3625 448.4916 244.871
Avg Daily Profit (%) 0.2842 0.2618 0.0224 0.0995 0.0817 0.0594
Buy And Hold Return (%) 82.505 82.505 82.505 82.505 82.505 82.505
Max Trade Drawdown -122292 -83739 -241559 -994062 -667402 -617662
Profit Factor 1.2275 1.4543 1.0333 1.0537 1.071 1.0371
Total Trades 1075 538 537 1075 538 537
Winning Trades 396 195 201 396 195 201
Losing Trades 679 343 336 679 343 336
Profitability (%) 36.8372 36.2454 37.4302 36.8372 36.2454 37.4302
Ratio Avg Win / Avg Loss 2.1047 2.558 1.7273 1.8067 1.8839 1.7337
Largest Winning Trade 94492 94492 60359 319213 319213 288217
Largest Losing Trade -25066 -24212 -25066 -167841 -167841 -166513
Avg Bars in Trades 23 22 23 23 22 23
Avg Bars in Winners 41 39 42 41 39 42
Avg Bars in Losers 12 13 12 12 13 12
Bars Traded 24912 12206 12706 24912 12206 12706
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 364151 274598 -513846 -219508 -229002 -297623
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1580241600000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760009468269,
    "expiration_time": 1766483740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 6,
            "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": [
        [
            592037.6227916498,
            545341.544684246,
            46696.0781074032,
            693362.5038895902,
            448491.5507340356,
            244870.9531555526
        ],
        [
            592.037623,
            545.341545,
            46.696078,
            693.362504,
            448.491551,
            244.870953
        ],
        [
            0.284189,
            0.261774,
            0.022415,
            0.099467,
            0.081733,
            0.059444
        ],
        [
            82.50497,
            82.50497,
            82.50497,
            82.50497,
            82.50497,
            82.50497
        ],
        [
            -122292,
            -83739,
            -241559,
            -994062,
            -667402,
            -617662
        ],
        [
            1.227458,
            1.454282,
            1.033297,
            1.053698,
            1.071001,
            1.037127
        ],
        [
            1075,
            538,
            537,
            1075,
            538,
            537
        ],
        [
            396,
            195,
            201,
            396,
            195,
            201
        ],
        [
            679,
            343,
            336,
            679,
            343,
            336
        ],
        [
            36.837209,
            36.245353,
            37.430168,
            36.837209,
            36.245353,
            37.430168
        ],
        [
            2.104657,
            2.558045,
            1.727303,
            1.80672,
            1.883863,
            1.733704
        ],
        [
            94492,
            94492,
            60359,
            319213,
            319213,
            288217
        ],
        [
            -25066,
            -24212,
            -25066,
            -167841,
            -167841,
            -166513
        ],
        [
            23,
            22,
            23,
            23,
            22,
            23
        ],
        [
            41,
            39,
            42,
            41,
            39,
            42
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            24912,
            12206,
            12706,
            24912,
            12206,
            12706
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364151,
            274598,
            -513846,
            -219508,
            -229002,
            -297623
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1580241600000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760009468269,
    "expiration_time": 1766483740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 6,
            "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)