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Trade: ONE/USDT/480/MIDPOINT/WMA/3579

Strategy
ONE/USDT/480/MIDPOINT/WMA/3579
Pair
ONE_USDT
Interval
8h
Score
560620
Daily Profit
0.427415
Profit Factor
2.117812
Profitability
51.127820
Streak
19.260038
Best Strategy
Training Data Length
2323.670000
Evaluation Time
2025-10-10 17:14
Expiration Time
2025-12-19 03:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 993171.2801 846075.0734 147096.2067 6961626.1056 4231933.7906 2729692.315
Total P&L (%) 993.1713 846.0751 147.0962 6961.6261 4231.9338 2729.6923
Avg Daily Profit (%) 0.4274 0.3641 0.0633 0.1834 0.1623 0.144
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107837 -85318 -115792 -10083489 -7030674 -7583304
Profit Factor 2.1178 2.8754 1.3363 1.164 1.1773 1.1469
Total Trades 133 67 66 133 67 66
Winning Trades 68 34 34 68 34 34
Losing Trades 65 33 32 65 33 32
Profitability (%) 51.1278 50.7463 51.5152 51.1278 50.7463 51.5152
Ratio Avg Win / Avg Loss 2.0244 2.7908 1.2577 1.1127 1.1427 1.0795
Largest Winning Trade 198249 198249 79569 4838356 4838356 3077863
Largest Losing Trade -53932 -34531 -53932 -3959298 -2886930 -3959298
Avg Bars in Trades 48 40 57 48 40 57
Avg Bars in Winners 56 44 69 56 44 69
Avg Bars in Losers 40 36 44 40 36 44
Bars Traded 6490 2705 3785 6490 2705 3785
Profit Streak 19.26 19.26 20.5934 19.26 19.26 20.5934
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 560620 -101095 -231526 -30661 -133804 -182784
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6971,
    "evaluation_days": 2323.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561766400000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760105667298,
    "expiration_time": 1766106144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 41,
            "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": [
        [
            993171.2801376646,
            846075.0734131269,
            147096.2067245372,
            6961626.105609037,
            4231933.790639192,
            2729692.314969845
        ],
        [
            993.17128,
            846.075073,
            147.096207,
            6961.626106,
            4231.933791,
            2729.692315
        ],
        [
            0.427415,
            0.364112,
            0.063303,
            0.183381,
            0.162315,
            0.14396
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107837,
            -85318,
            -115792,
            -10083489,
            -7030674,
            -7583304
        ],
        [
            2.117812,
            2.875369,
            1.336339,
            1.164006,
            1.177302,
            1.146924
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            51.12782,
            50.746269,
            51.515152,
            51.12782,
            50.746269,
            51.515152
        ],
        [
            2.024379,
            2.790799,
            1.257731,
            1.112653,
            1.142676,
            1.079458
        ],
        [
            198249,
            198249,
            79569,
            4838356,
            4838356,
            3077863
        ],
        [
            -53932,
            -34531,
            -53932,
            -3959298,
            -2886930,
            -3959298
        ],
        [
            48,
            40,
            57,
            48,
            40,
            57
        ],
        [
            56,
            44,
            69,
            56,
            44,
            69
        ],
        [
            40,
            36,
            44,
            40,
            36,
            44
        ],
        [
            6490,
            2705,
            3785,
            6490,
            2705,
            3785
        ],
        [
            19.260038,
            19.260038,
            20.593371,
            19.260038,
            19.260038,
            20.593371
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            560620,
            -101095,
            -231526,
            -30661,
            -133804,
            -182784
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6971,
    "evaluation_days": 2323.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561766400000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760105667298,
    "expiration_time": 1766106144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 41,
            "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)