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Trade: ONE/USDT/360/SWMA/PWMA/9887

Strategy
ONE/USDT/360/SWMA/PWMA/9887
Pair
ONE_USDT
Interval
6h
Score
784994
Daily Profit
0.804403
Profit Factor
3.641203
Profitability
54.128440
Streak
27.513964
Best Strategy
Training Data Length
2317.250000
Evaluation Time
2025-10-04 09:20
Expiration Time
2025-12-12 14:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1864001.8894 1671474.4891 192527.4003 7009424.7808 7294131.0156 -284706.2349
Total P&L (%) 1864.0019 1671.4745 192.5274 7009.4248 7294.131 -284.7062
Avg Daily Profit (%) 0.8044 0.7213 0.0831 0.1842 0.1859 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106122 -90669 -85373 -20820595 -12053514 -11081413
Profit Factor 3.6412 6.4393 1.4832 1.1316 1.3295 0.9909
Total Trades 109 55 54 109 55 54
Winning Trades 59 26 33 59 26 33
Losing Trades 50 29 21 50 29 21
Profitability (%) 54.1284 47.2727 61.1111 54.1284 47.2727 61.1111
Ratio Avg Win / Avg Loss 3.0858 7.1823 0.9439 0.9589 1.4829 0.6305
Largest Winning Trade 1277719 1277719 82300 5960036 5548395 5960036
Largest Losing Trade -68192 -31587 -68192 -10535871 -3427863 -10535871
Avg Bars in Trades 82 71 92 82 71 92
Avg Bars in Winners 103 94 111 103 94 111
Avg Bars in Losers 56 51 63 56 51 63
Bars Traded 8946 3946 5000 8946 3946 5000
Profit Streak 27.514 27.514 73.764 27.514 27.514 73.764
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 784994 -159553 -259731 -67743 -172393 -758019
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9269,
    "evaluation_days": 2317.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563624000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759558806476,
    "expiration_time": 1765542312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 104,
            "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": [
        [
            1864001.8894254384,
            1671474.4890756686,
            192527.4003497701,
            7009424.780775764,
            7294131.015644298,
            -284706.2348685303
        ],
        [
            1864.001889,
            1671.474489,
            192.5274,
            7009.424781,
            7294.131016,
            -284.706235
        ],
        [
            0.804403,
            0.721318,
            0.083084,
            0.184181,
            0.185879,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106122,
            -90669,
            -85373,
            -20820595,
            -12053514,
            -11081413
        ],
        [
            3.641203,
            6.439312,
            1.483197,
            1.131555,
            1.329539,
            0.990859
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            59,
            26,
            33,
            59,
            26,
            33
        ],
        [
            50,
            29,
            21,
            50,
            29,
            21
        ],
        [
            54.12844,
            47.272727,
            61.111111,
            54.12844,
            47.272727,
            61.111111
        ],
        [
            3.085765,
            7.18231,
            0.943853,
            0.958945,
            1.482947,
            0.630547
        ],
        [
            1277719,
            1277719,
            82300,
            5960036,
            5548395,
            5960036
        ],
        [
            -68192,
            -31587,
            -68192,
            -10535871,
            -3427863,
            -10535871
        ],
        [
            82,
            71,
            92,
            82,
            71,
            92
        ],
        [
            103,
            94,
            111,
            103,
            94,
            111
        ],
        [
            56,
            51,
            63,
            56,
            51,
            63
        ],
        [
            8946,
            3946,
            5000,
            8946,
            3946,
            5000
        ],
        [
            27.513964,
            27.513964,
            73.763964,
            27.513964,
            27.513964,
            73.763964
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            784994,
            -159553,
            -259731,
            -67743,
            -172393,
            -758019
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9269,
    "evaluation_days": 2317.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563624000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759558806476,
    "expiration_time": 1765542312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 104,
            "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)