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Trade: ONE/USDT/720/PWMA/DCM/5069

Strategy
ONE/USDT/720/PWMA/DCM/5069
Pair
ONE_USDT
Interval
12h
Score
325177
Daily Profit
0.164701
Profit Factor
1.603430
Profitability
44.897959
Streak
125.434549
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 13:25
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 57708.8556 380130.6043 -322421.7487 -100001.5014 -32017.647 -67983.8544
Total P&L (%) 57.7089 380.1306 -322.4217 -100.0015 -32.0176 -67.9839
Avg Daily Profit (%) 0.025 0.1647 -0.1397 0 -0.0167 -0.0493
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -238930 -200266 -346652 -74613 -39377 -51008
Profit Factor 1.046 1.6034 0.4833 0.3281 0.5002 0.1979
Total Trades 99 49 50 99 49 50
Winning Trades 44 22 22 46 28 18
Losing Trades 55 27 28 53 21 32
Profitability (%) 44.4444 44.898 44 46.4646 57.1429 36
Ratio Avg Win / Avg Loss 1.3075 1.9678 0.6151 0.378 0.3752 0.3519
Largest Winning Trade 258152 258152 41290 10255 10255 10191
Largest Losing Trade -100170 -64406 -100170 -30369 -28997 -30369
Avg Bars in Trades 42 61 23 42 61 23
Avg Bars in Winners 46 62 31 47 63 24
Avg Bars in Losers 38 61 17 37 59 22
Bars Traded 4188 3016 1172 4188 3016 1172
Profit Streak 125.4345 125.4345 127.9345 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -330737 325177 -761929 -581889 -579755 -766000

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564401600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882345045,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 118,
            "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": [
        [
            57708.8556149843,
            380130.6043375439,
            -322421.7487225594,
            -100001.5013647801,
            -32017.6470122971,
            -67983.8543524831
        ],
        [
            57.708856,
            380.130604,
            -322.421749,
            -100.001501,
            -32.017647,
            -67.983854
        ],
        [
            0.025004,
            0.164701,
            -0.139697,
            0,
            -0.01672,
            -0.049335
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -238930,
            -200266,
            -346652,
            -74613,
            -39377,
            -51008
        ],
        [
            1.04602,
            1.60343,
            0.483327,
            0.328053,
            0.5002,
            0.197949
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            44,
            22,
            22,
            46,
            28,
            18
        ],
        [
            55,
            27,
            28,
            53,
            21,
            32
        ],
        [
            44.444444,
            44.897959,
            44,
            46.464646,
            57.142857,
            36
        ],
        [
            1.307525,
            1.967846,
            0.615144,
            0.377974,
            0.37515,
            0.351909
        ],
        [
            258152,
            258152,
            41290,
            10255,
            10255,
            10191
        ],
        [
            -100170,
            -64406,
            -100170,
            -30369,
            -28997,
            -30369
        ],
        [
            42,
            61,
            23,
            42,
            61,
            23
        ],
        [
            46,
            62,
            31,
            47,
            63,
            24
        ],
        [
            38,
            61,
            17,
            37,
            59,
            22
        ],
        [
            4188,
            3016,
            1172,
            4188,
            3016,
            1172
        ],
        [
            125.434549,
            125.434549,
            127.934549,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -330737,
            325177,
            -761929,
            -581889,
            -579755,
            -766000
        ]
    ]
}
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": 1564401600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882345045,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 118,
            "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)