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Trade: ONE/USDT/480/SINWMA/WMA/1875

Strategy
ONE/USDT/480/SINWMA/WMA/1875
Pair
ONE_USDT
Interval
8h
Score
583612
Daily Profit
0.216300
Profit Factor
2.936123
Profitability
58.620690
Streak
328.198909
Best Strategy
Training Data Length
2322.330000
Evaluation Time
2025-10-09 07:46
Expiration Time
2025-12-17 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2290763.0145 2086236.0125 204527.002 9843524.8895 -5164090.4544 15007615.3439
Total P&L (%) 2290.763 2086.236 204.527 9843.5249 -5164.0905 15007.6153
Avg Daily Profit (%) 0.9864 0.8983 0.0881 0.1983 0 0.2163
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168381 -156496 -63071 -18534869 -23815825 -4253392
Profit Factor 5.4445 7.3039 2.1087 1.2294 0.8531 2.9361
Total Trades 58 29 29 58 29 29
Winning Trades 26 9 17 26 9 17
Losing Trades 32 20 12 32 20 12
Profitability (%) 44.8276 31.0345 58.6207 44.8276 31.0345 58.6207
Ratio Avg Win / Avg Loss 6.7009 16.2308 1.4885 1.5131 1.8959 2.0726
Largest Winning Trade 1641372 1641372 65864 12809825 12809825 8382571
Largest Losing Trade -55462 -55462 -46486 -11707760 -11707760 -3148732
Avg Bars in Trades 114 119 109 114 119 109
Avg Bars in Winners 159 213 131 159 213 131
Avg Bars in Losers 77 77 78 77 77 78
Bars Traded 6629 3460 3169 6629 3460 3169
Profit Streak 0 0 328.1989 0 0 328.1989
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -160062 516565 -70053 -172725 -585430 583612
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6967,
    "evaluation_days": 2322.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565683200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759985185748,
    "expiration_time": 1765987488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 221,
            "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": [
        [
            2290763.014502803,
            2086236.012470359,
            204527.0020324428,
            9843524.889457624,
            -5164090.454442582,
            15007615.34390021
        ],
        [
            2290.763015,
            2086.236012,
            204.527002,
            9843.524889,
            -5164.090454,
            15007.615344
        ],
        [
            0.986407,
            0.898337,
            0.08807,
            0.198252,
            0,
            0.2163
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168381,
            -156496,
            -63071,
            -18534869,
            -23815825,
            -4253392
        ],
        [
            5.444498,
            7.303873,
            2.108726,
            1.229384,
            0.853133,
            2.936123
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            26,
            9,
            17,
            26,
            9,
            17
        ],
        [
            32,
            20,
            12,
            32,
            20,
            12
        ],
        [
            44.827586,
            31.034483,
            58.62069,
            44.827586,
            31.034483,
            58.62069
        ],
        [
            6.700921,
            16.230828,
            1.488512,
            1.513087,
            1.89585,
            2.072558
        ],
        [
            1641372,
            1641372,
            65864,
            12809825,
            12809825,
            8382571
        ],
        [
            -55462,
            -55462,
            -46486,
            -11707760,
            -11707760,
            -3148732
        ],
        [
            114,
            119,
            109,
            114,
            119,
            109
        ],
        [
            159,
            213,
            131,
            159,
            213,
            131
        ],
        [
            77,
            77,
            78,
            77,
            77,
            78
        ],
        [
            6629,
            3460,
            3169,
            6629,
            3460,
            3169
        ],
        [
            0,
            0,
            328.198909,
            0,
            0,
            328.198909
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -160062,
            516565,
            -70053,
            -172725,
            -585430,
            583612
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6967,
    "evaluation_days": 2322.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565683200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759985185748,
    "expiration_time": 1765987488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 221,
            "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)