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Trade: ONE/USDT/360/WMA/MIDPOINT/7681

Strategy
ONE/USDT/360/WMA/MIDPOINT/7681
Pair
ONE_USDT
Interval
6h
Score
530338
Daily Profit
1.036205
Profit Factor
3.800711
Profitability
35.051546
Streak
0.000000
Best Strategy
Training Data Length
2322.250000
Evaluation Time
2025-10-09 09:59
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 2406328.0941 2344087.68 62240.4141 654289.2892 1625034.1904 -970744.9011
Total P&L (%) 2406.3281 2344.0877 62.2404 654.2893 1625.0342 -970.7449
Avg Daily Profit (%) 1.0362 1.0094 0.0268 0.087 0.1227 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -206236 -109153 -153317 -3398444 -1939925 -1997610
Profit Factor 3.8007 5.85 1.1656 1.0717 1.3156 0.7559
Total Trades 97 49 48 97 49 48
Winning Trades 34 14 20 34 14 20
Losing Trades 63 35 28 63 35 28
Profitability (%) 35.0515 28.5714 41.6667 35.0515 28.5714 41.6667
Ratio Avg Win / Avg Loss 7.0425 14.625 1.6318 1.9858 3.289 1.0582
Largest Winning Trade 2016841 2016841 79412 3518963 3518963 701423
Largest Losing Trade -54042 -54042 -29288 -932911 -932911 -641408
Avg Bars in Trades 92 79 105 92 79 105
Avg Bars in Winners 192 193 192 192 193 192
Avg Bars in Losers 37 34 42 37 34 42
Bars Traded 8948 3907 5041 8948 3907 5041
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 530338 270375 -198005 -222425 -41744 -582263
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": 1563688800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759993159243,
    "expiration_time": 1765987272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 22,
            "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": [
        [
            2406328.0941000194,
            2344087.6800341154,
            62240.4140659039,
            654289.2892346348,
            1625034.1903753886,
            -970744.9011407539
        ],
        [
            2406.328094,
            2344.08768,
            62.240414,
            654.289289,
            1625.03419,
            -970.744901
        ],
        [
            1.036205,
            1.009404,
            0.026802,
            0.087049,
            0.122708,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -206236,
            -109153,
            -153317,
            -3398444,
            -1939925,
            -1997610
        ],
        [
            3.800711,
            5.850018,
            1.165591,
            1.0717,
            1.315611,
            0.755883
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            34,
            14,
            20,
            34,
            14,
            20
        ],
        [
            63,
            35,
            28,
            63,
            35,
            28
        ],
        [
            35.051546,
            28.571429,
            41.666667,
            35.051546,
            28.571429,
            41.666667
        ],
        [
            7.042495,
            14.625046,
            1.631827,
            1.985797,
            3.289028,
            1.058236
        ],
        [
            2016841,
            2016841,
            79412,
            3518963,
            3518963,
            701423
        ],
        [
            -54042,
            -54042,
            -29288,
            -932911,
            -932911,
            -641408
        ],
        [
            92,
            79,
            105,
            92,
            79,
            105
        ],
        [
            192,
            193,
            192,
            192,
            193,
            192
        ],
        [
            37,
            34,
            42,
            37,
            34,
            42
        ],
        [
            8948,
            3907,
            5041,
            8948,
            3907,
            5041
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            530338,
            270375,
            -198005,
            -222425,
            -41744,
            -582263
        ]
    ]
}
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": 1563688800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759993159243,
    "expiration_time": 1765987272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 22,
            "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)