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Trade: ONE/USDT/360/PWMA/FWMA/1388

Strategy
ONE/USDT/360/PWMA/FWMA/1388
Pair
ONE_USDT
Interval
6h
Score
378048
Daily Profit
0.516114
Profit Factor
1.914811
Profitability
35.000000
Streak
13.775831
Best Strategy
Training Data Length
2316.000000
Evaluation Time
2025-10-03 03:37
Expiration Time
2025-12-11 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1195319.1598 1020775.2598 174543.9 4040987.5785 3831959.9228 209027.6557
Total P&L (%) 1195.3192 1020.7753 174.5439 4040.9876 3831.9599 209.0277
Avg Daily Profit (%) 0.5161 0.4407 0.0754 0.1609 0.1587 0.0487
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173542 -129358 -162461 -23950683 -17503424 -6743163
Profit Factor 1.9148 2.5267 1.2736 1.0822 1.1355 1.01
Total Trades 260 130 130 260 130 130
Winning Trades 91 41 50 91 41 50
Losing Trades 169 89 80 169 89 80
Profitability (%) 35 31.5385 38.4615 35 31.5385 38.4615
Ratio Avg Win / Avg Loss 3.5561 5.4847 2.0377 2.0097 2.4649 1.616
Largest Winning Trade 523858 523858 61332 13980714 13980714 2478627
Largest Losing Trade -34294 -34134 -34294 -4158229 -4158229 -3862555
Avg Bars in Trades 34 33 36 34 33 36
Avg Bars in Winners 64 66 63 64 66 63
Avg Bars in Losers 18 17 19 18 17 19
Bars Traded 8994 4300 4694 8994 4300 4694
Profit Streak 13.7758 0 14.7758 13.7758 0 14.7758
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378048 270837 -95395 -125201 -70074 -340357
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9264,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563062400000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759451831816,
    "expiration_time": 1765431072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 173,
            "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": [
        [
            1195319.159777683,
            1020775.2598167111,
            174543.8999609718,
            4040987.578541941,
            3831959.92284734,
            209027.6556946028
        ],
        [
            1195.31916,
            1020.77526,
            174.5439,
            4040.987579,
            3831.959923,
            209.027656
        ],
        [
            0.516114,
            0.440749,
            0.075364,
            0.160903,
            0.158663,
            0.048728
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173542,
            -129358,
            -162461,
            -23950683,
            -17503424,
            -6743163
        ],
        [
            1.914811,
            2.526679,
            1.273578,
            1.082168,
            1.135496,
            1.010002
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            91,
            41,
            50,
            91,
            41,
            50
        ],
        [
            169,
            89,
            80,
            169,
            89,
            80
        ],
        [
            35,
            31.538462,
            38.461538,
            35,
            31.538462,
            38.461538
        ],
        [
            3.556078,
            5.484741,
            2.037725,
            2.009741,
            2.464857,
            1.616003
        ],
        [
            523858,
            523858,
            61332,
            13980714,
            13980714,
            2478627
        ],
        [
            -34294,
            -34134,
            -34294,
            -4158229,
            -4158229,
            -3862555
        ],
        [
            34,
            33,
            36,
            34,
            33,
            36
        ],
        [
            64,
            66,
            63,
            64,
            66,
            63
        ],
        [
            18,
            17,
            19,
            18,
            17,
            19
        ],
        [
            8994,
            4300,
            4694,
            8994,
            4300,
            4694
        ],
        [
            13.775831,
            0,
            14.775831,
            13.775831,
            0,
            14.775831
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378048,
            270837,
            -95395,
            -125201,
            -70074,
            -340357
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9264,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563062400000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759451831816,
    "expiration_time": 1765431072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 173,
            "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)