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Trade: ONE/USDT/240/DCM/SWMA/9617

Strategy
ONE/USDT/240/DCM/SWMA/9617
Pair
ONE_USDT
Interval
4h
Score
481948
Daily Profit
0.267506
Profit Factor
2.185334
Profitability
57.142857
Streak
0.000000
Best Strategy
Training Data Length
2317.000000
Evaluation Time
2025-10-04 16:14
Expiration Time
2025-12-12 22:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 624221.2556 619811.9289 4409.3267 110732.9682 5108517.7502 -4997784.782
Total P&L (%) 624.2213 619.8119 4.4093 110.733 5108.5178 -4997.7848
Avg Daily Profit (%) 0.2694 0.2675 0.0019 0.0322 0.1707 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -198507 -118817 -213147 -4050436 -1703734 -6951896
Profit Factor 1.5371 2.1853 1.0069 1.0068 1.8882 0.5294
Total Trades 181 91 90 181 91 90
Winning Trades 98 52 46 98 52 46
Losing Trades 83 39 44 83 39 44
Profitability (%) 54.1436 57.1429 51.1111 54.1436 57.1429 51.1111
Ratio Avg Win / Avg Loss 1.3018 1.639 0.9631 0.8527 1.4161 0.5064
Largest Winning Trade 101467 101467 78884 1744333 1744333 646952
Largest Losing Trade -78178 -42412 -78178 -2901893 -571134 -2901893
Avg Bars in Trades 71 56 87 71 56 87
Avg Bars in Winners 73 54 95 73 54 95
Avg Bars in Losers 69 58 78 69 58 78
Bars Traded 12995 5129 7866 12995 5129 7866
Profit Streak 0 0 38.0518 0 0 38.0518
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419352 481948 -569834 -363172 391530 -579958
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13902,
    "evaluation_days": 2317,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561953600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759583671187,
    "expiration_time": 1765570464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 61,
            "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": [
        [
            624221.2555907476,
            619811.9288890825,
            4409.3267016654,
            110732.9682091269,
            5108517.750166582,
            -4997784.781957457
        ],
        [
            624.221256,
            619.811929,
            4.409327,
            110.732968,
            5108.51775,
            -4997.784782
        ],
        [
            0.269409,
            0.267506,
            0.001903,
            0.032177,
            0.170749,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -198507,
            -118817,
            -213147,
            -4050436,
            -1703734,
            -6951896
        ],
        [
            1.537078,
            2.185334,
            1.006897,
            1.006764,
            1.888152,
            0.529411
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            98,
            52,
            46,
            98,
            52,
            46
        ],
        [
            83,
            39,
            44,
            83,
            39,
            44
        ],
        [
            54.143646,
            57.142857,
            51.111111,
            54.143646,
            57.142857,
            51.111111
        ],
        [
            1.301811,
            1.639001,
            0.963118,
            0.852667,
            1.416114,
            0.506393
        ],
        [
            101467,
            101467,
            78884,
            1744333,
            1744333,
            646952
        ],
        [
            -78178,
            -42412,
            -78178,
            -2901893,
            -571134,
            -2901893
        ],
        [
            71,
            56,
            87,
            71,
            56,
            87
        ],
        [
            73,
            54,
            95,
            73,
            54,
            95
        ],
        [
            69,
            58,
            78,
            69,
            58,
            78
        ],
        [
            12995,
            5129,
            7866,
            12995,
            5129,
            7866
        ],
        [
            0,
            0,
            38.05175,
            0,
            0,
            38.05175
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419352,
            481948,
            -569834,
            -363172,
            391530,
            -579958
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13902,
    "evaluation_days": 2317,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561953600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759583671187,
    "expiration_time": 1765570464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 61,
            "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)