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Trade: ONE/USDT/720/FWMA/JMA/1762

Strategy
ONE/USDT/720/FWMA/JMA/1762
Pair
ONE_USDT
Interval
12h
Score
613974
Daily Profit
0.655879
Profit Factor
8.067121
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
2312.000000
Evaluation Time
2025-09-28 18:14
Expiration Time
2025-12-06 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1542409.2839 1516392.4994 26016.7845 430744.4921 288515.9076 142228.5845
Total P&L (%) 1542.4093 1516.3925 26.0168 430.7445 288.5159 142.2286
Avg Daily Profit (%) 0.6671 0.6559 0.0113 0.0722 0.0587 0.0383
Buy And Hold Return (%) 65 65 65 65 65 65
Max Trade Drawdown -134429 -84902 -79598 -2005191 -1132029 -910545
Profit Factor 4.3926 8.0671 1.1084 1.1271 1.1624 1.0882
Total Trades 57 29 28 57 29 28
Winning Trades 25 12 13 25 12 13
Losing Trades 32 17 15 32 17 15
Profitability (%) 43.8596 41.3793 46.4286 43.8596 41.3793 46.4286
Ratio Avg Win / Avg Loss 5.6225 11.4284 1.2789 1.4427 1.6468 1.2556
Largest Winning Trade 1469599 1469599 85034 572133 572133 483077
Largest Losing Trade -55865 -39512 -55865 -427991 -334179 -427991
Avg Bars in Trades 74 62 86 74 62 86
Avg Bars in Winners 111 111 111 111 111 111
Avg Bars in Losers 44 27 64 44 27 64
Bars Traded 4231 1809 2422 4231 1809 2422
Profit Streak 0 0 68.1352 0 0 68.1352
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -162507 613974 -466783 -359354 -160512 -292787
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1569456000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759072482562,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 80,
            "offset": 155
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 57,
            "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": [
        [
            1542409.283937681,
            1516392.4994190386,
            26016.7845186423,
            430744.4920626698,
            288515.9075759021,
            142228.5844867684
        ],
        [
            1542.409284,
            1516.392499,
            26.016785,
            430.744492,
            288.515908,
            142.228584
        ],
        [
            0.667132,
            0.655879,
            0.011253,
            0.072219,
            0.058718,
            0.038273
        ],
        [
            65,
            65,
            65,
            65,
            65,
            65
        ],
        [
            -134429,
            -84902,
            -79598,
            -2005191,
            -1132029,
            -910545
        ],
        [
            4.3926,
            8.067121,
            1.108372,
            1.127112,
            1.162417,
            1.088214
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            43.859649,
            41.37931,
            46.428571,
            43.859649,
            41.37931,
            46.428571
        ],
        [
            5.622528,
            11.428421,
            1.278891,
            1.442704,
            1.646758,
            1.255632
        ],
        [
            1469599,
            1469599,
            85034,
            572133,
            572133,
            483077
        ],
        [
            -55865,
            -39512,
            -55865,
            -427991,
            -334179,
            -427991
        ],
        [
            74,
            62,
            86,
            74,
            62,
            86
        ],
        [
            111,
            111,
            111,
            111,
            111,
            111
        ],
        [
            44,
            27,
            64,
            44,
            27,
            64
        ],
        [
            4231,
            1809,
            2422,
            4231,
            1809,
            2422
        ],
        [
            0,
            0,
            68.135215,
            0,
            0,
            68.135215
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162507,
            613974,
            -466783,
            -359354,
            -160512,
            -292787
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1569456000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759072482562,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 80,
            "offset": 155
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 57,
            "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)