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Trade: ONE/USDT/360/JMA/PWMA/9032

Strategy
ONE/USDT/360/JMA/PWMA/9032
Pair
ONE_USDT
Interval
6h
Score
608040
Daily Profit
0.196693
Profit Factor
13.661859
Profitability
52.500000
Streak
0.000000
Best Strategy
Training Data Length
2312.750000
Evaluation Time
2025-09-29 17:18
Expiration Time
2025-12-07 23:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2792898.2778 -194194.6117 -2598703.6661 -117239.5488 9311733.7337 -9428973.2825
Total P&L (%) -2792.8983 -194.1946 -2598.7037 -117.2395 9311.7337 -9428.9733
Avg Daily Profit (%) -1.2076 -0.084 -1.1236 0 0.1967 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2897799 -210445 -2698943 -13462877 -466145 -15152972
Profit Factor 0.1727 0.5387 0.1206 0.9927 13.6619 0.3887
Total Trades 81 40 41 81 40 41
Winning Trades 48 20 28 38 21 17
Losing Trades 33 20 13 43 19 24
Profitability (%) 59.2593 50 68.2927 46.9136 52.5 41.4634
Ratio Avg Win / Avg Loss 0.1187 0.5387 0.056 1.1234 12.3607 0.5487
Largest Winning Trade 48180 30998 48180 4705169 4705169 2147079
Largest Losing Trade -2272560 -79461 -2272560 -12189433 -287021 -12189433
Avg Bars in Trades 109 122 96 109 122 96
Avg Bars in Winners 49 50 49 135 158 108
Avg Bars in Losers 196 194 199 86 83 88
Bars Traded 8865 4898 3967 8865 4898 3967
Profit Streak 79.8461 79.8461 272.0961 0 0 0
Trades During Streak 5 2 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -594115 -579786 -576998 -596589 608040 -584062
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9251,
    "evaluation_days": 2312.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564293600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759155499895,
    "expiration_time": 1765141848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 230,
            "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": [
        [
            -2792898.2777828933,
            -194194.6116911956,
            -2598703.6660916987,
            -117239.548766073,
            9311733.733723208,
            -9428973.282489281
        ],
        [
            -2792.898278,
            -194.194612,
            -2598.703666,
            -117.239549,
            9311.733734,
            -9428.973282
        ],
        [
            -1.207609,
            -0.083967,
            -1.123642,
            0,
            0.196693,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2897799,
            -210445,
            -2698943,
            -13462877,
            -466145,
            -15152972
        ],
        [
            0.172704,
            0.538745,
            0.120551,
            0.992745,
            13.661859,
            0.388657
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            48,
            20,
            28,
            38,
            21,
            17
        ],
        [
            33,
            20,
            13,
            43,
            19,
            24
        ],
        [
            59.259259,
            50,
            68.292683,
            46.91358,
            52.5,
            41.463415
        ],
        [
            0.118734,
            0.538745,
            0.05597,
            1.123369,
            12.360729,
            0.548692
        ],
        [
            48180,
            30998,
            48180,
            4705169,
            4705169,
            2147079
        ],
        [
            -2272560,
            -79461,
            -2272560,
            -12189433,
            -287021,
            -12189433
        ],
        [
            109,
            122,
            96,
            109,
            122,
            96
        ],
        [
            49,
            50,
            49,
            135,
            158,
            108
        ],
        [
            196,
            194,
            199,
            86,
            83,
            88
        ],
        [
            8865,
            4898,
            3967,
            8865,
            4898,
            3967
        ],
        [
            79.846063,
            79.846064,
            272.096063,
            0,
            0,
            0
        ],
        [
            5,
            2,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -594115,
            -579786,
            -576998,
            -596589,
            608040,
            -584062
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9251,
    "evaluation_days": 2312.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564293600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759155499895,
    "expiration_time": 1765141848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 230,
            "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)