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Trade: ONE/USDT/240/PWMA/SSF/3979

Strategy
ONE/USDT/240/PWMA/SSF/3979
Pair
ONE_USDT
Interval
4h
Score
359121
Daily Profit
0.233639
Profit Factor
1.536098
Profitability
46.666667
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 384376.3371 541302.367 -156926.03 -98117.9413 -82843.5653 -15274.3761
Total P&L (%) 384.3763 541.3024 -156.926 -98.1179 -82.8436 -15.2744
Avg Daily Profit (%) 0.1659 0.2336 -0.0677 -0.1713 -0.0761 -0.0072
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -285827 -182899 -297546 -119750 -83736 -61772
Profit Factor 1.195 1.5361 0.8368 0.6744 0.5393 0.8743
Total Trades 330 165 165 330 165 165
Winning Trades 160 77 83 160 77 83
Losing Trades 170 88 82 170 88 82
Profitability (%) 48.4848 46.6667 50.303 48.4848 46.6667 50.303
Ratio Avg Win / Avg Loss 1.2697 1.7555 0.8268 0.7166 0.6164 0.8638
Largest Winning Trade 470847 470847 43107 21063 21063 17174
Largest Losing Trade -59085 -59085 -35626 -22194 -22194 -21632
Avg Bars in Trades 41 40 42 41 40 42
Avg Bars in Winners 51 52 51 51 52 51
Avg Bars in Losers 32 30 33 32 30 33
Bars Traded 13768 6718 7050 13768 6718 7050
Profit Streak 15.3123 0 23.3123 15.3123 0 23.3123
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 107577 359121 -579883 -579058 -581765 -579883
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": 1561032000000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759562979570,
    "expiration_time": 1765555632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 199,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            384376.3370614701,
            541302.3670483198,
            -156926.0299868496,
            -98117.9413201647,
            -82843.5652559166,
            -15274.3760642482
        ],
        [
            384.376337,
            541.302367,
            -156.92603,
            -98.117941,
            -82.843565,
            -15.274376
        ],
        [
            0.165906,
            0.233639,
            -0.067733,
            -0.171329,
            -0.076058,
            -0.007154
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -285827,
            -182899,
            -297546,
            -119750,
            -83736,
            -61772
        ],
        [
            1.194969,
            1.536098,
            0.836835,
            0.674445,
            0.539335,
            0.874339
        ],
        [
            330,
            165,
            165,
            330,
            165,
            165
        ],
        [
            160,
            77,
            83,
            160,
            77,
            83
        ],
        [
            170,
            88,
            82,
            170,
            88,
            82
        ],
        [
            48.484848,
            46.666667,
            50.30303,
            48.484848,
            46.666667,
            50.30303
        ],
        [
            1.269655,
            1.755541,
            0.826753,
            0.716598,
            0.616382,
            0.863805
        ],
        [
            470847,
            470847,
            43107,
            21063,
            21063,
            17174
        ],
        [
            -59085,
            -59085,
            -35626,
            -22194,
            -22194,
            -21632
        ],
        [
            41,
            40,
            42,
            41,
            40,
            42
        ],
        [
            51,
            52,
            51,
            51,
            52,
            51
        ],
        [
            32,
            30,
            33,
            32,
            30,
            33
        ],
        [
            13768,
            6718,
            7050,
            13768,
            6718,
            7050
        ],
        [
            15.312263,
            0,
            23.312263,
            15.312263,
            0,
            23.312264
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            107577,
            359121,
            -579883,
            -579058,
            -581765,
            -579883
        ]
    ]
}
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": 1561032000000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759562979570,
    "expiration_time": 1765555632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 199,
            "offset": 0,
            "poles": 2
        }
    }
}

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)