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Trade: ONE/USDT/360/PWMA/MIDPRICE/1002

Strategy
ONE/USDT/360/PWMA/MIDPRICE/1002
Pair
ONE_USDT
Interval
6h
Score
611567
Daily Profit
1.152748
Profit Factor
5.099510
Profitability
38.144330
Streak
0.000000
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-26 23:42
Expiration Time
2025-12-02 19:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2660254.3591 2444642.9363 215611.4228 13771406.1008 -812382.1711 14583788.2719
Total P&L (%) 2660.2544 2444.6429 215.6114 13771.4061 -812.3822 14583.7883
Avg Daily Profit (%) 1.1527 1.0593 0.0934 0.214 0 0.2164
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140358 -131328 -74410 -22777283 -15401777 -10197880
Profit Factor 5.0995 7.7811 1.7476 1.2273 0.9778 1.6076
Total Trades 97 49 48 97 49 48
Winning Trades 37 14 23 37 14 23
Losing Trades 60 35 25 60 35 25
Profitability (%) 38.1443 28.5714 47.9167 38.1443 28.5714 47.9167
Ratio Avg Win / Avg Loss 8.2695 19.4527 1.8996 1.9903 2.4445 1.7474
Largest Winning Trade 2044501 2044501 79558 10474461 10474461 5682069
Largest Losing Trade -43966 -27700 -43966 -5663755 -5663755 -2991757
Avg Bars in Trades 92 86 98 92 86 98
Avg Bars in Winners 156 174 145 156 174 145
Avg Bars in Losers 52 51 53 52 51 53
Bars Traded 8930 4224 4706 8930 4224 4706
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 611567 275895 -65642 164012 -592255 377989

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563019200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919367504,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 37,
            "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": [
        [
            2660254.3591414937,
            2444642.9363213903,
            215611.4228201021,
            13771406.100797663,
            -812382.1711383982,
            14583788.271936057
        ],
        [
            2660.254359,
            2444.642936,
            215.611423,
            13771.406101,
            -812.382171,
            14583.788272
        ],
        [
            1.152748,
            1.059319,
            0.093429,
            0.213961,
            0,
            0.216433
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140358,
            -131328,
            -74410,
            -22777283,
            -15401777,
            -10197880
        ],
        [
            5.09951,
            7.781063,
            1.747587,
            1.22734,
            0.977788,
            1.607615
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            37,
            14,
            23,
            37,
            14,
            23
        ],
        [
            60,
            35,
            25,
            60,
            35,
            25
        ],
        [
            38.14433,
            28.571429,
            47.916667,
            38.14433,
            28.571429,
            47.916667
        ],
        [
            8.269475,
            19.452658,
            1.899551,
            1.990281,
            2.444471,
            1.747407
        ],
        [
            2044501,
            2044501,
            79558,
            10474461,
            10474461,
            5682069
        ],
        [
            -43966,
            -27700,
            -43966,
            -5663755,
            -5663755,
            -2991757
        ],
        [
            92,
            86,
            98,
            92,
            86,
            98
        ],
        [
            156,
            174,
            145,
            156,
            174,
            145
        ],
        [
            52,
            51,
            53,
            52,
            51,
            53
        ],
        [
            8930,
            4224,
            4706,
            8930,
            4224,
            4706
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            611567,
            275895,
            -65642,
            164012,
            -592255,
            377989
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563019200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919367504,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 37,
            "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)