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Trade: ONE/USDT/720/PWMA/DEMA/5481

Strategy
ONE/USDT/720/PWMA/DEMA/5481
Pair
ONE_USDT
Interval
12h
Score
491478
Daily Profit
0.343116
Profit Factor
3.501486
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 08:17
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 689141.5428 791912.3455 -102770.8027 -391915.6684 -933757.4939 541841.8255
Total P&L (%) 689.1415 791.9123 -102.7708 -391.9157 -933.7575 541.8418
Avg Daily Profit (%) 0.2986 0.3431 -0.0445 0 0 0.0806
Buy And Hold Return (%) 13.0178 13.0178 13.0178 13.0178 13.0178 13.0178
Max Trade Drawdown -172441 -100950 -255168 -1720394 -2109801 -804204
Profit Factor 1.8191 3.5015 0.8042 0.9224 0.7046 1.2869
Total Trades 68 34 34 68 34 34
Winning Trades 33 15 18 32 17 15
Losing Trades 35 19 16 36 17 19
Profitability (%) 48.5294 44.1176 52.9412 47.0588 50 44.1176
Ratio Avg Win / Avg Loss 1.9293 4.4352 0.7148 1.0377 0.7046 1.6301
Largest Winning Trade 482543 482543 84274 767252 433509 767252
Largest Losing Trade -163544 -34391 -163544 -752073 -752073 -238716
Avg Bars in Trades 62 50 74 62 50 74
Avg Bars in Winners 86 70 100 45 35 56
Avg Bars in Losers 39 34 46 77 65 89
Bars Traded 4259 1714 2545 4259 1714 2545
Profit Streak 0 0 153.7207 75.2207 134.2207 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -102018 491478 -579838 -693474 -580226 -86131

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1567598400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863870173,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 192,
            "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": [
        [
            689141.5428284665,
            791912.3455124667,
            -102770.8026840003,
            -391915.668441752,
            -933757.4939313924,
            541841.8254896395
        ],
        [
            689.141543,
            791.912346,
            -102.770803,
            -391.915668,
            -933.757494,
            541.841825
        ],
        [
            0.298588,
            0.343116,
            -0.044528,
            0,
            0,
            0.080586
        ],
        [
            13.017751,
            13.017751,
            13.017751,
            13.017751,
            13.017751,
            13.017751
        ],
        [
            -172441,
            -100950,
            -255168,
            -1720394,
            -2109801,
            -804204
        ],
        [
            1.819083,
            3.501486,
            0.804164,
            0.922383,
            0.704577,
            1.286904
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            33,
            15,
            18,
            32,
            17,
            15
        ],
        [
            35,
            19,
            16,
            36,
            17,
            19
        ],
        [
            48.529412,
            44.117647,
            52.941176,
            47.058824,
            50,
            44.117647
        ],
        [
            1.929331,
            4.435215,
            0.714813,
            1.03768,
            0.704577,
            1.630078
        ],
        [
            482543,
            482543,
            84274,
            767252,
            433509,
            767252
        ],
        [
            -163544,
            -34391,
            -163544,
            -752073,
            -752073,
            -238716
        ],
        [
            62,
            50,
            74,
            62,
            50,
            74
        ],
        [
            86,
            70,
            100,
            45,
            35,
            56
        ],
        [
            39,
            34,
            46,
            77,
            65,
            89
        ],
        [
            4259,
            1714,
            2545,
            4259,
            1714,
            2545
        ],
        [
            0,
            0,
            153.72072,
            75.22072,
            134.22072,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -102018,
            491478,
            -579838,
            -693474,
            -580226,
            -86131
        ]
    ]
}
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": 1567598400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863870173,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 192,
            "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)