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Trade: ONE/USDT/120/WMA/JMA/6566

Strategy
ONE/USDT/120/WMA/JMA/6566
Pair
ONE_USDT
Interval
2h
Score
321959
Daily Profit
0.458712
Profit Factor
1.765231
Profitability
34.913793
Streak
0.000000
Best Strategy
Training Data Length
2083.170000
Evaluation Time
2025-09-30 07:47
Expiration Time
2025-12-14 05:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 955574.1653 897414.6222 58159.5431 792861.4954 774977.2166 17884.2788
Total P&L (%) 955.5742 897.4146 58.1595 792.8615 774.9772 17.8843
Avg Daily Profit (%) 0.4587 0.4308 0.0279 0.1051 0.1042 0.0079
Buy And Hold Return (%) 70.7547 70.7547 70.7547 70.7547 70.7547 70.7547
Max Trade Drawdown -218040 -136109 -243542 -6707812 -4995070 -1880692
Profit Factor 1.7652 2.5473 1.087 1.0542 1.0984 1.0027
Total Trades 232 116 116 232 116 116
Winning Trades 81 36 45 81 36 45
Losing Trades 151 80 71 151 80 71
Profitability (%) 34.9138 31.0345 38.7931 34.9138 31.0345 38.7931
Ratio Avg Win / Avg Loss 3.2907 5.6607 1.715 1.9653 2.4408 1.582
Largest Winning Trade 474562 474562 58696 4067317 4067317 1430629
Largest Losing Trade -30297 -25154 -30297 -1337362 -1337362 -1256098
Avg Bars in Trades 105 99 111 105 99 111
Avg Bars in Winners 196 195 198 196 195 198
Avg Bars in Losers 56 56 56 56 56 56
Bars Traded 24504 11571 12933 24504 11571 12933
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 321959 260835 -449714 -216626 -172306 -569157
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1579154400000,
    "first_datapoint_time": 1580630400000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759207641951,
    "expiration_time": 1765684281600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 63,
            "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": [
        [
            955574.1653097547,
            897414.6221920574,
            58159.5431176969,
            792861.4954403739,
            774977.2165922424,
            17884.2788481324
        ],
        [
            955.574165,
            897.414622,
            58.159543,
            792.861495,
            774.977217,
            17.884279
        ],
        [
            0.458712,
            0.430793,
            0.027919,
            0.105148,
            0.104176,
            0.007899
        ],
        [
            70.754717,
            70.754717,
            70.754717,
            70.754717,
            70.754717,
            70.754717
        ],
        [
            -218040,
            -136109,
            -243542,
            -6707812,
            -4995070,
            -1880692
        ],
        [
            1.765231,
            2.547292,
            1.086968,
            1.054213,
            1.098381,
            1.00265
        ],
        [
            232,
            116,
            116,
            232,
            116,
            116
        ],
        [
            81,
            36,
            45,
            81,
            36,
            45
        ],
        [
            151,
            80,
            71,
            151,
            80,
            71
        ],
        [
            34.913793,
            31.034483,
            38.793103,
            34.913793,
            31.034483,
            38.793103
        ],
        [
            3.29074,
            5.66065,
            1.714994,
            1.965261,
            2.440847,
            1.58196
        ],
        [
            474562,
            474562,
            58696,
            4067317,
            4067317,
            1430629
        ],
        [
            -30297,
            -25154,
            -30297,
            -1337362,
            -1337362,
            -1256098
        ],
        [
            105,
            99,
            111,
            105,
            99,
            111
        ],
        [
            196,
            195,
            198,
            196,
            195,
            198
        ],
        [
            56,
            56,
            56,
            56,
            56,
            56
        ],
        [
            24504,
            11571,
            12933,
            24504,
            11571,
            12933
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321959,
            260835,
            -449714,
            -216626,
            -172306,
            -569157
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1579154400000,
    "first_datapoint_time": 1580630400000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759207641951,
    "expiration_time": 1765684281600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 63,
            "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)