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Trade: ONE/USDT/720/PWMA/HILO/9671

Strategy
ONE/USDT/720/PWMA/HILO/9671
Pair
ONE_USDT
Interval
12h
Score
545634
Daily Profit
0.684317
Profit Factor
6.089198
Profitability
34.482759
Streak
27.951959
Best Strategy
Training Data Length
2311.500000
Evaluation Time
2025-09-28 13:50
Expiration Time
2025-12-06 10:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1535776.2559 1581798.7619 -46022.506 -23422.1021 1117333.7425 -1140755.8446
Total P&L (%) 1535.7763 1581.7988 -46.0225 -23.4221 1117.3337 -1140.7558
Avg Daily Profit (%) 0.6644 0.6843 -0.0199 -0.0115 0.1082 0
Buy And Hold Return (%) 14.0863 14.0863 14.0863 14.0863 14.0863 14.0863
Max Trade Drawdown -196062 -130258 -124821 -1620352 -399157 -1246663
Profit Factor 3.1786 6.0892 0.8832 0.9898 2.8838 0.3309
Total Trades 57 29 28 57 29 28
Winning Trades 25 10 15 25 10 15
Losing Trades 32 19 13 32 19 13
Profitability (%) 43.8596 34.4828 53.5714 43.8596 34.4828 53.5714
Ratio Avg Win / Avg Loss 4.0687 11.5695 0.7655 1.267 5.4792 0.2868
Largest Winning Trade 1388348 1388348 84490 976639 976639 199135
Largest Losing Trade -75004 -47270 -75004 -1246663 -179756 -1246663
Avg Bars in Trades 74 62 88 74 62 88
Avg Bars in Winners 115 117 113 115 117 113
Avg Bars in Losers 43 33 58 43 33 58
Bars Traded 4270 1804 2466 4270 1804 2466
Profit Streak 27.952 27.952 50.952 27.952 27.952 50.952
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -162795 545634 -600806 -759988 -48191 -600806
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4623,
    "evaluation_days": 2311.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568332800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759056649224,
    "expiration_time": 1765009008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1535776.2559175517,
            1581798.761925735,
            -46022.5060081835,
            -23422.1021334677,
            1117333.7424957315,
            -1140755.8446291988
        ],
        [
            1535.776256,
            1581.798762,
            -46.022506,
            -23.422102,
            1117.333742,
            -1140.755845
        ],
        [
            0.664407,
            0.684317,
            -0.01991,
            -0.011544,
            0.108181,
            0
        ],
        [
            14.086294,
            14.086294,
            14.086294,
            14.086294,
            14.086294,
            14.086294
        ],
        [
            -196062,
            -130258,
            -124821,
            -1620352,
            -399157,
            -1246663
        ],
        [
            3.178649,
            6.089198,
            0.883223,
            0.989808,
            2.883788,
            0.330895
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            25,
            10,
            15,
            25,
            10,
            15
        ],
        [
            32,
            19,
            13,
            32,
            19,
            13
        ],
        [
            43.859649,
            34.482759,
            53.571429,
            43.859649,
            34.482759,
            53.571429
        ],
        [
            4.068671,
            11.569476,
            0.76546,
            1.266954,
            5.479198,
            0.286775
        ],
        [
            1388348,
            1388348,
            84490,
            976639,
            976639,
            199135
        ],
        [
            -75004,
            -47270,
            -75004,
            -1246663,
            -179756,
            -1246663
        ],
        [
            74,
            62,
            88,
            74,
            62,
            88
        ],
        [
            115,
            117,
            113,
            115,
            117,
            113
        ],
        [
            43,
            33,
            58,
            43,
            33,
            58
        ],
        [
            4270,
            1804,
            2466,
            4270,
            1804,
            2466
        ],
        [
            27.951959,
            27.951959,
            50.951959,
            27.951959,
            27.951959,
            50.951959
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162795,
            545634,
            -600806,
            -759988,
            -48191,
            -600806
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4623,
    "evaluation_days": 2311.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568332800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759056649224,
    "expiration_time": 1765009008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)