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Trade: ONE/USDT/480/PWMA/HL2/1114

Strategy
ONE/USDT/480/PWMA/HL2/1114
Pair
ONE_USDT
Interval
8h
Score
360524
Daily Profit
0.521576
Profit Factor
1.807488
Profitability
31.794872
Streak
18.363448
Best Strategy
Training Data Length
2320.670000
Evaluation Time
2025-10-07 19:43
Expiration Time
2025-12-16 00:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1210406.0207 996123.8669 214282.1539 4883277.2001 2672565.6371 2210711.563
Total P&L (%) 1210.406 996.1239 214.2822 4883.2772 2672.5656 2210.7116
Avg Daily Profit (%) 0.5216 0.4292 0.0923 0.1686 0.1433 0.1354
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138080 -132054 -134786 -18956652 -14894859 -5726487
Profit Factor 1.8075 2.2621 1.3019 1.0962 1.0944 1.0984
Total Trades 390 195 195 390 195 195
Winning Trades 124 59 65 124 59 65
Losing Trades 266 136 130 266 136 130
Profitability (%) 31.7949 30.2564 33.3333 31.7949 30.2564 33.3333
Ratio Avg Win / Avg Loss 3.8774 5.2144 2.6038 2.3515 2.5227 2.1969
Largest Winning Trade 507579 507579 60530 12601341 12601341 3936142
Largest Losing Trade -19805 -19805 -18951 -4666399 -4666399 -3314265
Avg Bars in Trades 17 16 18 17 16 18
Avg Bars in Winners 36 36 37 36 36 37
Avg Bars in Losers 8 8 9 8 8 9
Bars Traded 6889 3228 3661 6889 3228 3661
Profit Streak 18.3634 0 19.6968 18.3634 0 19.6968
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360524 265257 -73666 -110034 -123860 -128173
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6962,
    "evaluation_days": 2320.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560528000000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759855401880,
    "expiration_time": 1765839168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            1210406.0207239133,
            996123.8668529403,
            214282.1538709739,
            4883277.200125946,
            2672565.637142934,
            2210711.56298301
        ],
        [
            1210.406021,
            996.123867,
            214.282154,
            4883.2772,
            2672.565637,
            2210.711563
        ],
        [
            0.521576,
            0.42924,
            0.092336,
            0.168571,
            0.143266,
            0.135403
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138080,
            -132054,
            -134786,
            -18956652,
            -14894859,
            -5726487
        ],
        [
            1.807488,
            2.262118,
            1.301921,
            1.096194,
            1.094417,
            1.098433
        ],
        [
            390,
            195,
            195,
            390,
            195,
            195
        ],
        [
            124,
            59,
            65,
            124,
            59,
            65
        ],
        [
            266,
            136,
            130,
            266,
            136,
            130
        ],
        [
            31.794872,
            30.25641,
            33.333333,
            31.794872,
            30.25641,
            33.333333
        ],
        [
            3.877354,
            5.214375,
            2.603842,
            2.351513,
            2.522724,
            2.196866
        ],
        [
            507579,
            507579,
            60530,
            12601341,
            12601341,
            3936142
        ],
        [
            -19805,
            -19805,
            -18951,
            -4666399,
            -4666399,
            -3314265
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            36,
            36,
            37,
            36,
            36,
            37
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            6889,
            3228,
            3661,
            6889,
            3228,
            3661
        ],
        [
            18.363448,
            0,
            19.696781,
            18.363448,
            0,
            19.696781
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360524,
            265257,
            -73666,
            -110034,
            -123860,
            -128173
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6962,
    "evaluation_days": 2320.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560528000000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759855401880,
    "expiration_time": 1765839168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)