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Trade: ONE/USDT/360/SINWMA/PSAR/4668

Strategy
ONE/USDT/360/SINWMA/PSAR/4668
Pair
ONE_USDT
Interval
6h
Score
423278
Daily Profit
0.374172
Profit Factor
1.593405
Profitability
43.130990
Streak
0.000000
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-26 07:21
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 863494.3718 765268.5889 98225.783 531800.9042 686301.4152 -154500.511
Total P&L (%) 863.4944 765.2686 98.2258 531.8009 686.3014 -154.5005
Avg Daily Profit (%) 0.3742 0.3316 0.0426 0.0799 0.0894 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138212 -100417 -169171 -1895861 -1257488 -1213433
Profit Factor 1.5934 2.0871 1.1308 1.0445 1.1125 0.9735
Total Trades 313 157 156 313 157 156
Winning Trades 135 61 74 135 61 74
Losing Trades 178 96 82 178 96 82
Profitability (%) 43.131 38.8535 47.4359 43.131 38.8535 47.4359
Ratio Avg Win / Avg Loss 2.1009 3.2846 1.253 1.3773 1.7508 1.0788
Largest Winning Trade 357707 357707 66216 1112845 1112845 420087
Largest Losing Trade -33465 -29995 -33465 -493690 -412449 -493690
Avg Bars in Trades 29 26 31 29 26 31
Avg Bars in Winners 40 35 45 40 35 45
Avg Bars in Losers 20 20 20 20 20 20
Bars Traded 9104 4131 4973 9104 4131 4973
Profit Streak 0 0 14.9318 0 0 14.9318
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423278 336277 -212896 -258124 -172640 -579259

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": 1561528800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860510577,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            863494.3718165235,
            765268.5888538475,
            98225.7829626764,
            531800.9042265535,
            686301.4151933916,
            -154500.5109668385
        ],
        [
            863.494372,
            765.268589,
            98.225783,
            531.800904,
            686.301415,
            -154.500511
        ],
        [
            0.374172,
            0.331608,
            0.042563,
            0.079911,
            0.089398,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138212,
            -100417,
            -169171,
            -1895861,
            -1257488,
            -1213433
        ],
        [
            1.593405,
            2.087101,
            1.130759,
            1.044546,
            1.112507,
            0.973536
        ],
        [
            313,
            157,
            156,
            313,
            157,
            156
        ],
        [
            135,
            61,
            74,
            135,
            61,
            74
        ],
        [
            178,
            96,
            82,
            178,
            96,
            82
        ],
        [
            43.13099,
            38.853503,
            47.435897,
            43.13099,
            38.853503,
            47.435897
        ],
        [
            2.100934,
            3.284618,
            1.253003,
            1.377254,
            1.750831,
            1.078783
        ],
        [
            357707,
            357707,
            66216,
            1112845,
            1112845,
            420087
        ],
        [
            -33465,
            -29995,
            -33465,
            -493690,
            -412449,
            -493690
        ],
        [
            29,
            26,
            31,
            29,
            26,
            31
        ],
        [
            40,
            35,
            45,
            40,
            35,
            45
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            9104,
            4131,
            4973,
            9104,
            4131,
            4973
        ],
        [
            0,
            0,
            14.931835,
            0,
            0,
            14.931835
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423278,
            336277,
            -212896,
            -258124,
            -172640,
            -579259
        ]
    ]
}
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": 1561528800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860510577,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)