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Trade: ONE/USDT/120/T3/WMA/1132

Strategy
ONE/USDT/120/T3/WMA/1132
Pair
ONE_USDT
Interval
2h
Score
377260
Daily Profit
0.370865
Profit Factor
1.698005
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
2082.920000
Evaluation Time
2025-09-28 20:49
Expiration Time
2025-12-12 17:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 772481.11 775536.7559 -3055.6459 -33866.7274 68475.1721 -102341.8995
Total P&L (%) 772.4811 775.5368 -3.0556 -33.8667 68.4752 -102.3419
Avg Daily Profit (%) 0.3709 0.3723 -0.0015 -0.0199 0.025 0
Buy And Hold Return (%) 82.6347 82.6347 82.6347 82.6347 82.6347 82.6347
Max Trade Drawdown -143594 -151767 -240561 -295985 -238525 -236222
Profit Factor 1.698 2.3614 0.9943 0.9693 1.1183 0.8044
Total Trades 148 74 74 148 74 74
Winning Trades 64 29 35 64 29 35
Losing Trades 84 45 39 84 45 39
Profitability (%) 43.2432 39.1892 47.2973 43.2432 39.1892 47.2973
Ratio Avg Win / Avg Loss 2.2286 3.6642 1.1079 1.2722 1.7353 0.8963
Largest Winning Trade 379366 379366 66387 210440 210440 49047
Largest Losing Trade -92179 -35856 -92179 -130446 -74600 -130446
Avg Bars in Trades 165 176 155 165 176 155
Avg Bars in Winners 247 268 230 247 268 230
Avg Bars in Losers 103 116 87 103 116 87
Bars Traded 24506 13026 11480 24506 13026 11480
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 377260 -54654 -644620 -581347 -483137 -646287
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580169600000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759081792168,
    "expiration_time": 1765553904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 157,
            "offset": 0,
            "a": 0.79786
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 68,
            "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": [
        [
            772481.1099741977,
            775536.7559091855,
            -3055.6459349874,
            -33866.7274261126,
            68475.1720555642,
            -102341.8994816768
        ],
        [
            772.48111,
            775.536756,
            -3.055646,
            -33.866727,
            68.475172,
            -102.341899
        ],
        [
            0.370865,
            0.372332,
            -0.001467,
            -0.01985,
            0.025046,
            0
        ],
        [
            82.634731,
            82.634731,
            82.634731,
            82.634731,
            82.634731,
            82.634731
        ],
        [
            -143594,
            -151767,
            -240561,
            -295985,
            -238525,
            -236222
        ],
        [
            1.698005,
            2.361376,
            0.99431,
            0.969266,
            1.1183,
            0.804357
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            64,
            29,
            35,
            64,
            29,
            35
        ],
        [
            84,
            45,
            39,
            84,
            45,
            39
        ],
        [
            43.243243,
            39.189189,
            47.297297,
            43.243243,
            39.189189,
            47.297297
        ],
        [
            2.228632,
            3.664204,
            1.107946,
            1.272162,
            1.735294,
            0.896284
        ],
        [
            379366,
            379366,
            66387,
            210440,
            210440,
            49047
        ],
        [
            -92179,
            -35856,
            -92179,
            -130446,
            -74600,
            -130446
        ],
        [
            165,
            176,
            155,
            165,
            176,
            155
        ],
        [
            247,
            268,
            230,
            247,
            268,
            230
        ],
        [
            103,
            116,
            87,
            103,
            116,
            87
        ],
        [
            24506,
            13026,
            11480,
            24506,
            13026,
            11480
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377260,
            -54654,
            -644620,
            -581347,
            -483137,
            -646287
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580169600000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759081792168,
    "expiration_time": 1765553904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 157,
            "offset": 0,
            "a": 0.79786
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 68,
            "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)