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Trade: ONE/USDT/360/PWMA/SWMA/8090

Strategy
ONE/USDT/360/PWMA/SWMA/8090
Pair
ONE_USDT
Interval
6h
Score
670721
Daily Profit
0.799305
Profit Factor
7.058096
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
2322.250000
Evaluation Time
2025-10-09 08:16
Expiration Time
2025-12-17 18:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1990806.8454 1856185.1585 134621.687 2956806.2149 1938404.7981 1018401.4168
Total P&L (%) 1990.8068 1856.1852 134.6217 2956.8062 1938.4048 1018.4014
Avg Daily Profit (%) 0.8573 0.7993 0.058 0.1474 0.1299 0.104
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102783 -98383 -73946 -6430809 -6572143 -3203417
Profit Factor 4.1539 7.0581 1.4145 1.1348 1.1678 1.0981
Total Trades 75 38 37 75 38 37
Winning Trades 36 16 20 36 16 20
Losing Trades 39 22 17 39 22 17
Profitability (%) 48 42.1053 54.0541 48 42.1053 54.0541
Ratio Avg Win / Avg Loss 4.5001 9.7049 1.2023 1.2293 1.6057 0.9333
Largest Winning Trade 1595724 1595724 81834 4914980 4914980 3130101
Largest Losing Trade -55771 -34073 -55771 -2729971 -1976845 -2729971
Avg Bars in Trades 118 106 131 118 106 131
Avg Bars in Winners 168 159 175 168 159 175
Avg Bars in Losers 72 67 78 72 67 78
Bars Traded 8893 4039 4854 8893 4039 4854
Profit Streak 0 0 84.7197 0 0 84.7197
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -41665 670721 -113237 -130213 -57076 -166534
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9289,
    "evaluation_days": 2322.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564293600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759986979365,
    "expiration_time": 1765987272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 73,
            "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": [
        [
            1990806.8454452055,
            1856185.1584520617,
            134621.6869931439,
            2956806.2148766634,
            1938404.7980715863,
            1018401.4168050734
        ],
        [
            1990.806845,
            1856.185158,
            134.621687,
            2956.806215,
            1938.404798,
            1018.401417
        ],
        [
            0.857275,
            0.799305,
            0.05797,
            0.147378,
            0.129905,
            0.104026
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102783,
            -98383,
            -73946,
            -6430809,
            -6572143,
            -3203417
        ],
        [
            4.153915,
            7.058096,
            1.41445,
            1.134777,
            1.1678,
            1.09805
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            48,
            42.105263,
            54.054054,
            48,
            42.105263,
            54.054054
        ],
        [
            4.500074,
            9.704882,
            1.202282,
            1.229342,
            1.605725,
            0.933342
        ],
        [
            1595724,
            1595724,
            81834,
            4914980,
            4914980,
            3130101
        ],
        [
            -55771,
            -34073,
            -55771,
            -2729971,
            -1976845,
            -2729971
        ],
        [
            118,
            106,
            131,
            118,
            106,
            131
        ],
        [
            168,
            159,
            175,
            168,
            159,
            175
        ],
        [
            72,
            67,
            78,
            72,
            67,
            78
        ],
        [
            8893,
            4039,
            4854,
            8893,
            4039,
            4854
        ],
        [
            0,
            0,
            84.719668,
            0,
            0,
            84.719669
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -41665,
            670721,
            -113237,
            -130213,
            -57076,
            -166534
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9289,
    "evaluation_days": 2322.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564293600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759986979365,
    "expiration_time": 1765987272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 73,
            "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)