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Trade: ONE/USDT/360/MIDPRICE/SWMA/3614

Strategy
ONE/USDT/360/MIDPRICE/SWMA/3614
Pair
ONE_USDT
Interval
6h
Score
633748
Daily Profit
0.426500
Profit Factor
3.950038
Profitability
50.000000
Streak
48.648821
Best Strategy
Training Data Length
2322.000000
Evaluation Time
2025-10-09 00:34
Expiration Time
2025-12-17 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1095271.9437 990332.1978 104939.7459 4535984.1176 3408131.7712 1127852.3463
Total P&L (%) 1095.2719 990.3322 104.9397 4535.9841 3408.1318 1127.8523
Avg Daily Profit (%) 0.4717 0.4265 0.0452 0.1654 0.1533 0.1081
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102711 -76186 -153038 -4459211 -3811238 -3215109
Profit Factor 2.5026 3.95 1.2669 1.1888 1.2637 1.1016
Total Trades 83 42 41 83 42 41
Winning Trades 42 21 21 42 21 21
Losing Trades 41 21 20 41 21 20
Profitability (%) 50.6024 50 51.2195 50.6024 50 51.2195
Ratio Avg Win / Avg Loss 2.443 3.95 1.2065 1.1605 1.2637 1.0492
Largest Winning Trade 333175 333175 85948 2997740 2285957 2997740
Largest Losing Trade -48995 -48995 -45377 -2515276 -2515276 -2487758
Avg Bars in Trades 102 70 134 102 70 134
Avg Bars in Winners 127 77 177 127 77 177
Avg Bars in Losers 76 64 89 76 64 89
Bars Traded 8495 2966 5529 8495 2966 5529
Profit Streak 48.6488 48.6488 55.8988 48.6488 48.6488 55.8988
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 537127 633748 -131910 -5285 291836 -156300
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9288,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564466400000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759959258164,
    "expiration_time": 1765965024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 43,
            "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": [
        [
            1095271.9436790152,
            990332.1977929852,
            104939.7458860295,
            4535984.117555925,
            3408131.7712441995,
            1127852.3463117299
        ],
        [
            1095.271944,
            990.332198,
            104.939746,
            4535.984118,
            3408.131771,
            1127.852346
        ],
        [
            0.471693,
            0.4265,
            0.045194,
            0.165358,
            0.153333,
            0.108062
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102711,
            -76186,
            -153038,
            -4459211,
            -3811238,
            -3215109
        ],
        [
            2.50258,
            3.950038,
            1.266869,
            1.188827,
            1.263729,
            1.101617
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            50.60241,
            50,
            51.219512,
            50.60241,
            50,
            51.219512
        ],
        [
            2.442995,
            3.950038,
            1.206542,
            1.160522,
            1.263729,
            1.049159
        ],
        [
            333175,
            333175,
            85948,
            2997740,
            2285957,
            2997740
        ],
        [
            -48995,
            -48995,
            -45377,
            -2515276,
            -2515276,
            -2487758
        ],
        [
            102,
            70,
            134,
            102,
            70,
            134
        ],
        [
            127,
            77,
            177,
            127,
            77,
            177
        ],
        [
            76,
            64,
            89,
            76,
            64,
            89
        ],
        [
            8495,
            2966,
            5529,
            8495,
            2966,
            5529
        ],
        [
            48.648821,
            48.648821,
            55.898821,
            48.648821,
            48.648821,
            55.898821
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            537127,
            633748,
            -131910,
            -5285,
            291836,
            -156300
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9288,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564466400000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759959258164,
    "expiration_time": 1765965024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 43,
            "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)