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Trade: ONE/USDT/720/FWMA/PWMA/9379

Strategy
ONE/USDT/720/FWMA/PWMA/9379
Pair
ONE_USDT
Interval
12h
Score
580153
Daily Profit
0.169736
Profit Factor
4.624524
Profitability
56.666667
Streak
0.000000
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-27 19:18
Expiration Time
2025-12-02 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3008664.6717 -324407.1288 -2684257.5429 -100780.6691 4910834.9128 -5011615.5819
Total P&L (%) -3008.6647 -324.4071 -2684.2575 -100.7807 4910.8349 -5011.6156
Avg Daily Profit (%) -1.3036 -0.1406 -1.163 0 0.1697 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -3056351 -344876 -2720879 -8140986 -1184571 -8062386
Profit Factor 0.0944 0.2521 0.0707 0.9896 4.6245 0.3957
Total Trades 61 30 31 61 30 31
Winning Trades 34 13 21 30 17 13
Losing Trades 27 17 10 31 13 18
Profitability (%) 55.7377 43.3333 67.7419 49.1803 56.6667 41.9355
Ratio Avg Win / Avg Loss 0.075 0.3297 0.0337 1.0225 3.5364 0.5479
Largest Winning Trade 37386 37386 35866 4083520 4083520 1657603
Largest Losing Trade -2039354 -81237 -2039354 -5834545 -624667 -5834545
Avg Bars in Trades 70 79 61 70 79 61
Avg Bars in Winners 28 31 26 90 104 71
Avg Bars in Losers 123 116 134 51 47 53
Bars Traded 4295 2397 1898 4295 2397 1898
Profit Streak 77.6794 77.6794 270.1794 0 0 0
Trades During Streak 3 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -744663 -582860 -577167 -745429 580153 -583954
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564660800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758989899775,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 124,
            "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": [
        [
            -3008664.671681597,
            -324407.1287601584,
            -2684257.542921438,
            -100780.6691460867,
            4910834.912791083,
            -5011615.581937168
        ],
        [
            -3008.664672,
            -324.407129,
            -2684.257543,
            -100.780669,
            4910.834913,
            -5011.615582
        ],
        [
            -1.303581,
            -0.140558,
            -1.163023,
            0,
            0.169736,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -3056351,
            -344876,
            -2720879,
            -8140986,
            -1184571,
            -8062386
        ],
        [
            0.094381,
            0.252143,
            0.070689,
            0.989554,
            4.624524,
            0.395703
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            34,
            13,
            21,
            30,
            17,
            13
        ],
        [
            27,
            17,
            10,
            31,
            13,
            18
        ],
        [
            55.737705,
            43.333333,
            67.741935,
            49.180328,
            56.666667,
            41.935484
        ],
        [
            0.07495,
            0.329725,
            0.033661,
            1.02254,
            3.536401,
            0.547896
        ],
        [
            37386,
            37386,
            35866,
            4083520,
            4083520,
            1657603
        ],
        [
            -2039354,
            -81237,
            -2039354,
            -5834545,
            -624667,
            -5834545
        ],
        [
            70,
            79,
            61,
            70,
            79,
            61
        ],
        [
            28,
            31,
            26,
            90,
            104,
            71
        ],
        [
            123,
            116,
            134,
            51,
            47,
            53
        ],
        [
            4295,
            2397,
            1898,
            4295,
            2397,
            1898
        ],
        [
            77.679395,
            77.679395,
            270.179395,
            0,
            0,
            0
        ],
        [
            3,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -744663,
            -582860,
            -577167,
            -745429,
            580153,
            -583954
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564660800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758989899775,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 124,
            "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)