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Trade: ONE/USDT/360/SINWMA/HWMA/7042

Strategy
ONE/USDT/360/SINWMA/HWMA/7042
Pair
ONE_USDT
Interval
6h
Score
599806
Daily Profit
1.496422
Profit Factor
6.482472
Profitability
33.333333
Streak
19.672895
Best Strategy
Training Data Length
2319.000000
Evaluation Time
2025-10-06 01:08
Expiration Time
2025-12-14 09:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3470202.4135 3201631.8147 268570.5988 57027734.8955 44086948.4603 12940786.4352
Total P&L (%) 3470.2024 3201.6318 268.5706 57027.7349 44086.9485 12940.7864
Avg Daily Profit (%) 1.4964 1.3806 0.1158 0.2741 0.263 0.2103
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99517 -63170 -71857 -133013489 -67771581 -110734585
Profit Factor 6.4825 10.0959 1.9558 1.1503 1.226 1.0702
Total Trades 108 54 54 108 54 54
Winning Trades 36 13 23 36 13 23
Losing Trades 72 41 31 72 41 31
Profitability (%) 33.3333 24.0741 42.5926 33.3333 24.0741 42.5926
Ratio Avg Win / Avg Loss 12.9649 31.841 2.6361 2.3006 3.8666 1.4424
Largest Winning Trade 2709110 2709110 81030 69640713 69640713 45131446
Largest Losing Trade -40563 -22825 -40563 -72004644 -19626430 -72004644
Avg Bars in Trades 83 71 94 83 71 94
Avg Bars in Winners 187 202 179 187 202 179
Avg Bars in Losers 30 30 31 30 30 31
Bars Traded 8991 3869 5122 8991 3869 5122
Profit Streak 19.6729 0 25.6729 19.6729 0 25.6729
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 599806 -192030 -217067 -51054 -204909 -317579
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9276,
    "evaluation_days": 2319,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563062400000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759702138108,
    "expiration_time": 1765698048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18709,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            3470202.4134681975,
            3201631.8146584914,
            268570.5988097059,
            57027734.895516634,
            44086948.46033265,
            12940786.435184048
        ],
        [
            3470.202413,
            3201.631815,
            268.570599,
            57027.734896,
            44086.94846,
            12940.786435
        ],
        [
            1.496422,
            1.380609,
            0.115813,
            0.274108,
            0.263002,
            0.210254
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99517,
            -63170,
            -71857,
            -133013489,
            -67771581,
            -110734585
        ],
        [
            6.482472,
            10.095923,
            1.955843,
            1.150298,
            1.225996,
            1.070196
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            36,
            13,
            23,
            36,
            13,
            23
        ],
        [
            72,
            41,
            31,
            72,
            41,
            31
        ],
        [
            33.333333,
            24.074074,
            42.592593,
            33.333333,
            24.074074,
            42.592593
        ],
        [
            12.964943,
            31.840989,
            2.636136,
            2.300597,
            3.866603,
            1.442438
        ],
        [
            2709110,
            2709110,
            81030,
            69640713,
            69640713,
            45131446
        ],
        [
            -40563,
            -22825,
            -40563,
            -72004644,
            -19626430,
            -72004644
        ],
        [
            83,
            71,
            94,
            83,
            71,
            94
        ],
        [
            187,
            202,
            179,
            187,
            202,
            179
        ],
        [
            30,
            30,
            31,
            30,
            30,
            31
        ],
        [
            8991,
            3869,
            5122,
            8991,
            3869,
            5122
        ],
        [
            19.672895,
            0,
            25.672895,
            19.672895,
            0,
            25.672895
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            599806,
            -192030,
            -217067,
            -51054,
            -204909,
            -317579
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9276,
    "evaluation_days": 2319,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563062400000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759702138108,
    "expiration_time": 1765698048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18709,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)