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Trade: ONE/USDT/240/PWMA/MIDPRICE/8891

Strategy
ONE/USDT/240/PWMA/MIDPRICE/8891
Pair
ONE_USDT
Interval
4h
Score
736851
Daily Profit
0.871513
Profit Factor
3.527878
Profitability
51.006711
Streak
0.000000
Best Strategy
Training Data Length
2316.830000
Evaluation Time
2025-10-04 10:29
Expiration Time
2025-12-12 18:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2019147.195 1801868.4285 217278.7665 8327277.1713 3152205.5999 5175071.5714
Total P&L (%) 2019.1472 1801.8684 217.2788 8327.2772 3152.2056 5175.0716
Avg Daily Profit (%) 0.8715 0.7777 0.0938 0.1916 0.1504 0.1713
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103513 -106853 -99420 -8055939 -5493134 -3716052
Profit Factor 3.5279 5.3177 1.5696 1.2991 1.218 1.3868
Total Trades 149 75 74 149 75 74
Winning Trades 76 37 39 76 37 39
Losing Trades 73 38 35 73 38 35
Profitability (%) 51.0067 49.3333 52.7027 51.0067 49.3333 52.7027
Ratio Avg Win / Avg Loss 3.3886 5.4614 1.4087 1.2479 1.2509 1.2446
Largest Winning Trade 1527885 1527885 70133 4653719 3466744 4653719
Largest Losing Trade -47447 -43024 -47447 -3554822 -2397347 -3554822
Avg Bars in Trades 90 95 84 90 95 84
Avg Bars in Winners 114 120 108 114 120 108
Avg Bars in Losers 64 71 57 64 71 57
Bars Traded 13429 7172 6257 13429 7172 6257
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 736851 -36213 -130138 308481 -50020 -55700
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13901,
    "evaluation_days": 2316.83,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1563782400000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759562979667,
    "expiration_time": 1765555632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 223,
            "offset": 85
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 232,
            "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": [
        [
            2019147.1949538742,
            1801868.4284648176,
            217278.7664890551,
            8327277.171306165,
            3152205.5999251315,
            5175071.57138103
        ],
        [
            2019.147195,
            1801.868428,
            217.278766,
            8327.277171,
            3152.2056,
            5175.071571
        ],
        [
            0.871513,
            0.77773,
            0.093783,
            0.191568,
            0.150401,
            0.171311
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103513,
            -106853,
            -99420,
            -8055939,
            -5493134,
            -3716052
        ],
        [
            3.527878,
            5.317654,
            1.569649,
            1.299141,
            1.218007,
            1.386833
        ],
        [
            149,
            75,
            74,
            149,
            75,
            74
        ],
        [
            76,
            37,
            39,
            76,
            37,
            39
        ],
        [
            73,
            38,
            35,
            73,
            38,
            35
        ],
        [
            51.006711,
            49.333333,
            52.702703,
            51.006711,
            49.333333,
            52.702703
        ],
        [
            3.38862,
            5.461375,
            1.408659,
            1.24786,
            1.250926,
            1.244594
        ],
        [
            1527885,
            1527885,
            70133,
            4653719,
            3466744,
            4653719
        ],
        [
            -47447,
            -43024,
            -47447,
            -3554822,
            -2397347,
            -3554822
        ],
        [
            90,
            95,
            84,
            90,
            95,
            84
        ],
        [
            114,
            120,
            108,
            114,
            120,
            108
        ],
        [
            64,
            71,
            57,
            64,
            71,
            57
        ],
        [
            13429,
            7172,
            6257,
            13429,
            7172,
            6257
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            736851,
            -36213,
            -130138,
            308481,
            -50020,
            -55700
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13901,
    "evaluation_days": 2316.83,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1563782400000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759562979667,
    "expiration_time": 1765555632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 223,
            "offset": 85
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 232,
            "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)