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Trade: ONE/USDT/360/PWMA/SSF/8240

Strategy
ONE/USDT/360/PWMA/SSF/8240
Pair
ONE_USDT
Interval
6h
Score
705001
Daily Profit
0.764631
Profit Factor
6.601287
Profitability
45.238095
Streak
0.000000
Best Strategy
Training Data Length
2321.500000
Evaluation Time
2025-10-08 15:38
Expiration Time
2025-12-16 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1913077.3575 1775091.8222 137985.5353 3499221.3935 369852.8383 3129368.5551
Total P&L (%) 1913.0774 1775.0918 137.9855 3499.2214 369.8528 3129.3686
Avg Daily Profit (%) 0.8241 0.7646 0.0594 0.1545 0.0667 0.1498
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93759 -80988 -64407 -8197390 -7224547 -5238568
Profit Factor 3.986 6.6013 1.4262 1.1158 1.0223 1.2302
Total Trades 83 42 41 83 42 41
Winning Trades 42 19 23 42 19 23
Losing Trades 41 23 18 41 23 18
Profitability (%) 50.6024 45.2381 56.0976 50.6024 45.2381 56.0976
Ratio Avg Win / Avg Loss 3.8911 7.991 1.1162 1.0893 1.2375 0.9627
Largest Winning Trade 1499734 1499734 83482 4302111 3114829 4302111
Largest Losing Trade -56281 -35265 -56281 -4336900 -2372007 -4336900
Avg Bars in Trades 106 94 118 106 94 118
Avg Bars in Winners 139 126 151 139 126 151
Avg Bars in Losers 71 67 76 71 67 76
Bars Traded 8802 3953 4849 8802 3953 4849
Profit Streak 0 0 82.777 0 0 82.777
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 685395 705001 -111316 -86657 -301757 241570
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9286,
    "evaluation_days": 2321.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564401600000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759927133944,
    "expiration_time": 1765920528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 249,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1913077.3575492562,
            1775091.8222371503,
            137985.5353121062,
            3499221.393451874,
            369852.8383331963,
            3129368.5551186767
        ],
        [
            1913.077358,
            1775.091822,
            137.985535,
            3499.221393,
            369.852838,
            3129.368555
        ],
        [
            0.82407,
            0.764631,
            0.059438,
            0.154472,
            0.066671,
            0.149794
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93759,
            -80988,
            -64407,
            -8197390,
            -7224547,
            -5238568
        ],
        [
            3.986048,
            6.601287,
            1.426192,
            1.115837,
            1.022264,
            1.230167
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            50.60241,
            45.238095,
            56.097561,
            50.60241,
            45.238095,
            56.097561
        ],
        [
            3.891142,
            7.991031,
            1.11615,
            1.08927,
            1.237478,
            0.96274
        ],
        [
            1499734,
            1499734,
            83482,
            4302111,
            3114829,
            4302111
        ],
        [
            -56281,
            -35265,
            -56281,
            -4336900,
            -2372007,
            -4336900
        ],
        [
            106,
            94,
            118,
            106,
            94,
            118
        ],
        [
            139,
            126,
            151,
            139,
            126,
            151
        ],
        [
            71,
            67,
            76,
            71,
            67,
            76
        ],
        [
            8802,
            3953,
            4849,
            8802,
            3953,
            4849
        ],
        [
            0,
            0,
            82.777013,
            0,
            0,
            82.777013
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            685395,
            705001,
            -111316,
            -86657,
            -301757,
            241570
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9286,
    "evaluation_days": 2321.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564401600000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759927133944,
    "expiration_time": 1765920528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 249,
            "offset": 0,
            "poles": 2
        }
    }
}

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)