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Trade: ONE/USDT/120/SWMA/SSF/9132

Strategy
ONE/USDT/120/SWMA/SSF/9132
Pair
ONE_USDT
Interval
2h
Score
358513
Daily Profit
0.493531
Profit Factor
1.934087
Profitability
36.458333
Streak
0.000000
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-09-30 05:34
Expiration Time
2025-12-14 03:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1028063.7985 938967.9744 89095.8241 1568148.2373 2370972.1062 -802823.8688
Total P&L (%) 1028.0638 938.968 89.0958 1568.1482 2370.9721 -802.8239
Avg Daily Profit (%) 0.4935 0.4508 0.0428 0.1352 0.1541 0
Buy And Hold Return (%) 74.8077 74.8077 74.8077 74.8077 74.8077 74.8077
Max Trade Drawdown -199856 -142407 -183195 -14951911 -10505386 -5571554
Profit Factor 1.9341 2.7994 1.1539 1.0507 1.1332 0.9389
Total Trades 192 96 96 192 96 96
Winning Trades 70 29 41 70 29 41
Losing Trades 122 67 55 122 67 55
Profitability (%) 36.4583 30.2083 42.7083 36.4583 30.2083 42.7083
Ratio Avg Win / Avg Loss 3.3708 6.4675 1.548 1.8312 2.618 1.2594
Largest Winning Trade 484451 484451 58872 10087367 10087367 1847137
Largest Losing Trade -40737 -26561 -40737 -2974066 -2974066 -2655321
Avg Bars in Trades 127 119 135 127 119 135
Avg Bars in Winners 238 242 234 238 242 234
Avg Bars in Losers 64 66 61 64 66 61
Bars Traded 24492 11490 13002 24492 11490 13002
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 358513 271047 -295352 -180046 -73290 -582244
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579154400000,
    "first_datapoint_time": 1580536800000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759199685941,
    "expiration_time": 1765676822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 64,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1028063.798538256,
            938967.9744398373,
            89095.8240984185,
            1568148.2373264977,
            2370972.1061678715,
            -802823.8688413764
        ],
        [
            1028.063799,
            938.967974,
            89.095824,
            1568.148237,
            2370.972106,
            -802.823869
        ],
        [
            0.493531,
            0.450759,
            0.042771,
            0.135194,
            0.154083,
            0
        ],
        [
            74.807692,
            74.807692,
            74.807692,
            74.807692,
            74.807692,
            74.807692
        ],
        [
            -199856,
            -142407,
            -183195,
            -14951911,
            -10505386,
            -5571554
        ],
        [
            1.934087,
            2.799377,
            1.153938,
            1.050692,
            1.133159,
            0.938853
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            70,
            29,
            41,
            70,
            29,
            41
        ],
        [
            122,
            67,
            55,
            122,
            67,
            55
        ],
        [
            36.458333,
            30.208333,
            42.708333,
            36.458333,
            30.208333,
            42.708333
        ],
        [
            3.370838,
            6.467526,
            1.547965,
            1.831205,
            2.617988,
            1.259437
        ],
        [
            484451,
            484451,
            58872,
            10087367,
            10087367,
            1847137
        ],
        [
            -40737,
            -26561,
            -40737,
            -2974066,
            -2974066,
            -2655321
        ],
        [
            127,
            119,
            135,
            127,
            119,
            135
        ],
        [
            238,
            242,
            234,
            238,
            242,
            234
        ],
        [
            64,
            66,
            61,
            64,
            66,
            61
        ],
        [
            24492,
            11490,
            13002,
            24492,
            11490,
            13002
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
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        ],
        [
            358513,
            271047,
            -295352,
            -180046,
            -73290,
            -582244
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579154400000,
    "first_datapoint_time": 1580536800000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759199685941,
    "expiration_time": 1765676822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 64,
            "offset": 0,
            "poles": 2
        }
    }
}

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)