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Trade: ONE/USDT/240/SSF/FWMA/9015

Strategy
ONE/USDT/240/SSF/FWMA/9015
Pair
ONE_USDT
Interval
4h
Score
332382
Daily Profit
0.512408
Profit Factor
1.776399
Profitability
30.710660
Streak
13.865457
Best Strategy
Training Data Length
2315.830000
Evaluation Time
2025-10-03 11:46
Expiration Time
2025-12-11 17:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1186649.1645 973398.1247 213251.0399 4757428.7627 1089873.4172 3667555.3455
Total P&L (%) 1186.6492 973.3981 213.251 4757.4288 1089.8734 3667.5553
Avg Daily Profit (%) 0.5124 0.4203 0.0921 0.1678 0.107 0.1568
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151496 -131064 -169279 -4044479 -4727143 -1998899
Profit Factor 1.7764 2.1825 1.3024 1.1794 1.0727 1.3184
Total Trades 394 197 197 394 197 197
Winning Trades 121 53 68 121 53 68
Losing Trades 273 144 129 273 144 129
Profitability (%) 30.7107 26.9036 34.5178 30.7107 26.9036 34.5178
Ratio Avg Win / Avg Loss 4.0079 5.9298 2.4707 2.6609 2.9144 2.5011
Largest Winning Trade 544070 544070 59717 4125346 4125346 1277207
Largest Losing Trade -23400 -21808 -23400 -1007237 -1007237 -603600
Avg Bars in Trades 34 32 37 34 32 37
Avg Bars in Winners 79 79 78 79 79 78
Avg Bars in Losers 15 15 14 15 15 14
Bars Traded 13775 6480 7295 13775 6480 7295
Profit Streak 13.8655 0 15.3655 13.8655 0 15.3655
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332382 -6875 -73779 -19163 -210177 144512
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13895,
    "evaluation_days": 2315.83,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560830400000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759481175521,
    "expiration_time": 1765466640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 116,
            "offset": 4,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 103,
            "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": [
        [
            1186649.1645067236,
            973398.1246508516,
            213251.0398558718,
            4757428.762669357,
            1089873.4171574032,
            3667555.3455119533
        ],
        [
            1186.649165,
            973.398125,
            213.25104,
            4757.428763,
            1089.873417,
            3667.555346
        ],
        [
            0.512408,
            0.420324,
            0.092084,
            0.167817,
            0.106992,
            0.156827
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151496,
            -131064,
            -169279,
            -4044479,
            -4727143,
            -1998899
        ],
        [
            1.776399,
            2.182513,
            1.30238,
            1.179394,
            1.072656,
            1.318391
        ],
        [
            394,
            197,
            197,
            394,
            197,
            197
        ],
        [
            121,
            53,
            68,
            121,
            53,
            68
        ],
        [
            273,
            144,
            129,
            273,
            144,
            129
        ],
        [
            30.71066,
            26.903553,
            34.517766,
            30.71066,
            26.903553,
            34.517766
        ],
        [
            4.007907,
            5.929847,
            2.470692,
            2.660947,
            2.914387,
            2.501065
        ],
        [
            544070,
            544070,
            59717,
            4125346,
            4125346,
            1277207
        ],
        [
            -23400,
            -21808,
            -23400,
            -1007237,
            -1007237,
            -603600
        ],
        [
            34,
            32,
            37,
            34,
            32,
            37
        ],
        [
            79,
            79,
            78,
            79,
            79,
            78
        ],
        [
            15,
            15,
            14,
            15,
            15,
            14
        ],
        [
            13775,
            6480,
            7295,
            13775,
            6480,
            7295
        ],
        [
            13.865457,
            0,
            15.365457,
            13.865457,
            0,
            15.365457
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332382,
            -6875,
            -73779,
            -19163,
            -210177,
            144512
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13895,
    "evaluation_days": 2315.83,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560830400000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759481175521,
    "expiration_time": 1765466640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 116,
            "offset": 4,
            "poles": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 103,
            "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)