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Trade: ONE/USDT/120/SWMA/SWMA/1745

Strategy
ONE/USDT/120/SWMA/SWMA/1745
Pair
ONE_USDT
Interval
2h
Score
423761
Daily Profit
0.449626
Profit Factor
1.905381
Profitability
42.763158
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-28 05:51
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 936345.6516 878067.948 58277.7036 671797.3148 297390.4689 374406.8458
Total P&L (%) 936.3457 878.0679 58.2777 671.7973 297.3905 374.4068
Avg Daily Profit (%) 0.4496 0.4216 0.028 0.0982 0.0663 0.0748
Buy And Hold Return (%) 88.3629 88.3629 88.3629 88.3629 88.3629 88.3629
Max Trade Drawdown -120529 -91068 -129362 -2167871 -1169649 -1759536
Profit Factor 1.9054 2.8075 1.1063 1.079 1.0703 1.0876
Total Trades 152 76 76 152 76 76
Winning Trades 65 28 37 65 28 37
Losing Trades 87 48 39 87 48 39
Profitability (%) 42.7632 36.8421 48.6842 42.7632 36.8421 48.6842
Ratio Avg Win / Avg Loss 2.5503 4.8128 1.1661 1.4441 1.8347 1.1463
Largest Winning Trade 332731 332731 67959 1138184 1138184 437531
Largest Losing Trade -53978 -53978 -50008 -719379 -327364 -719379
Avg Bars in Trades 160 152 169 160 152 169
Avg Bars in Winners 230 236 226 230 236 226
Avg Bars in Losers 108 103 115 108 103 115
Bars Traded 24468 11590 12878 24468 11590 12878
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 423761 -39284 -474875 -197176 -303918 -269282
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": 1580205600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759027864665,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 166,
            "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": [
        [
            936345.6515832726,
            878067.9480310353,
            58277.7035522375,
            671797.3147672187,
            297390.4689322009,
            374406.8458350171
        ],
        [
            936.345652,
            878.067948,
            58.277704,
            671.797315,
            297.390469,
            374.406846
        ],
        [
            0.449626,
            0.421641,
            0.027984,
            0.098178,
            0.066276,
            0.074789
        ],
        [
            88.362919,
            88.362919,
            88.362919,
            88.362919,
            88.362919,
            88.362919
        ],
        [
            -120529,
            -91068,
            -129362,
            -2167871,
            -1169649,
            -1759536
        ],
        [
            1.905381,
            2.807488,
            1.106267,
            1.078958,
            1.07027,
            1.087558
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            65,
            28,
            37,
            65,
            28,
            37
        ],
        [
            87,
            48,
            39,
            87,
            48,
            39
        ],
        [
            42.763158,
            36.842105,
            48.684211,
            42.763158,
            36.842105,
            48.684211
        ],
        [
            2.550279,
            4.812836,
            1.166066,
            1.444144,
            1.834748,
            1.146345
        ],
        [
            332731,
            332731,
            67959,
            1138184,
            1138184,
            437531
        ],
        [
            -53978,
            -53978,
            -50008,
            -719379,
            -327364,
            -719379
        ],
        [
            160,
            152,
            169,
            160,
            152,
            169
        ],
        [
            230,
            236,
            226,
            230,
            236,
            226
        ],
        [
            108,
            103,
            115,
            108,
            103,
            115
        ],
        [
            24468,
            11590,
            12878,
            24468,
            11590,
            12878
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423761,
            -39284,
            -474875,
            -197176,
            -303918,
            -269282
        ]
    ]
}
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": 1580205600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759027864665,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 166,
            "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)