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Trade: ONE/USDT/360/PWMA/BBL/3890

Strategy
ONE/USDT/360/PWMA/BBL/3890
Pair
ONE_USDT
Interval
6h
Score
360333
Daily Profit
0.418819
Profit Factor
2.028081
Profitability
39.416058
Streak
0.000000
Best Strategy
Training Data Length
2319.500000
Evaluation Time
2025-10-06 09:56
Expiration Time
2025-12-14 22:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 971451.2234 867852.2484 103598.975 1781907.0429 2897475.1025 -1115568.0596
Total P&L (%) 971.4512 867.8522 103.599 1781.907 2897.4751 -1115.5681
Avg Daily Profit (%) 0.4188 0.3742 0.0447 0.1266 0.1467 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89200 -86269 -136181 -3861421 -2408323 -4301688
Profit Factor 2.0281 3.1427 1.1919 1.0784 1.3225 0.9188
Total Trades 137 69 68 137 69 68
Winning Trades 54 23 31 54 23 31
Losing Trades 83 46 37 83 46 37
Profitability (%) 39.4161 33.3333 45.5882 39.4161 33.3333 45.5882
Ratio Avg Win / Avg Loss 3.1172 6.2854 1.4226 1.6575 2.6449 1.0967
Largest Winning Trade 330622 330622 84937 2221749 2221749 1496209
Largest Losing Trade -50829 -28558 -50829 -2684243 -672829 -2684243
Avg Bars in Trades 65 49 81 65 49 81
Avg Bars in Winners 108 86 125 108 86 125
Avg Bars in Losers 36 30 44 36 30 44
Bars Traded 8926 3413 5513 8926 3413 5513
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 360333 -92907 -253877 -160509 -103889 -690285
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9278,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561896000000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759733768715,
    "expiration_time": 1765742544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 16,
            "offset": 0,
            "std": 1.05489
        }
    }
}
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": [
        [
            971451.2234296531,
            867852.2484420477,
            103598.9749876054,
            1781907.0429138816,
            2897475.102523358,
            -1115568.059609476
        ],
        [
            971.451223,
            867.852248,
            103.598975,
            1781.907043,
            2897.475103,
            -1115.56806
        ],
        [
            0.418819,
            0.374155,
            0.044664,
            0.12661,
            0.146706,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89200,
            -86269,
            -136181,
            -3861421,
            -2408323,
            -4301688
        ],
        [
            2.028081,
            3.142707,
            1.191889,
            1.078396,
            1.322452,
            0.918832
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            54,
            23,
            31,
            54,
            23,
            31
        ],
        [
            83,
            46,
            37,
            83,
            46,
            37
        ],
        [
            39.416058,
            33.333333,
            45.588235,
            39.416058,
            33.333333,
            45.588235
        ],
        [
            3.117236,
            6.285413,
            1.422577,
            1.657534,
            2.644904,
            1.09667
        ],
        [
            330622,
            330622,
            84937,
            2221749,
            2221749,
            1496209
        ],
        [
            -50829,
            -28558,
            -50829,
            -2684243,
            -672829,
            -2684243
        ],
        [
            65,
            49,
            81,
            65,
            49,
            81
        ],
        [
            108,
            86,
            125,
            108,
            86,
            125
        ],
        [
            36,
            30,
            44,
            36,
            30,
            44
        ],
        [
            8926,
            3413,
            5513,
            8926,
            3413,
            5513
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360333,
            -92907,
            -253877,
            -160509,
            -103889,
            -690285
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9278,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561896000000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759733768715,
    "expiration_time": 1765742544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 16,
            "offset": 0,
            "std": 1.05489
        }
    }
}

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)