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Trade: ONE/USDT/720/PWMA/HLC3/6009

Strategy
ONE/USDT/720/PWMA/HLC3/6009
Pair
ONE_USDT
Interval
12h
Score
617021
Daily Profit
1.249557
Profit Factor
7.689508
Profitability
36.666667
Streak
0.000000
Best Strategy
Training Data Length
2320.500000
Evaluation Time
2025-10-07 15:05
Expiration Time
2025-12-15 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2899596.1257 2635512.618 264083.5077 120497657.1441 67434429.1842 53063227.9599
Total P&L (%) 2899.5961 2635.5126 264.0835 120497.6571 67434.4292 53063.228
Avg Daily Profit (%) 1.2496 1.1358 0.1138 0.3062 0.2812 0.2708
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108989 -61466 -80633 -109093680 -66059288 -47474093
Profit Factor 7.6895 12.2015 2.3326 1.5486 1.646 1.4604
Total Trades 90 45 45 90 45 45
Winning Trades 33 14 19 33 14 19
Losing Trades 57 31 26 57 31 26
Profitability (%) 36.6667 31.1111 42.2222 36.6667 31.1111 42.2222
Ratio Avg Win / Avg Loss 13.2819 27.0175 3.192 2.6749 3.6448 1.9985
Largest Winning Trade 2032847 2032847 82346 82709485 82709485 77318791
Largest Losing Trade -35690 -35690 -33755 -39206702 -27136012 -39206702
Avg Bars in Trades 48 41 54 48 41 54
Avg Bars in Winners 103 98 107 103 98 107
Avg Bars in Losers 16 16 15 16 16 15
Bars Traded 4335 1878 2457 4335 1878 2457
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 617021 529416 -39582 241740 164480 282946
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4641,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564790400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759838715208,
    "expiration_time": 1765809936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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": [
        [
            2899596.125694516,
            2635512.617990463,
            264083.507704051,
            120497657.14406617,
            67434429.18419094,
            53063227.959875256
        ],
        [
            2899.596126,
            2635.512618,
            264.083508,
            120497.657144,
            67434.429184,
            53063.22796
        ],
        [
            1.249557,
            1.135752,
            0.113805,
            0.306223,
            0.281163,
            0.270823
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108989,
            -61466,
            -80633,
            -109093680,
            -66059288,
            -47474093
        ],
        [
            7.689508,
            12.201473,
            2.3326,
            1.548631,
            1.646035,
            1.460413
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            36.666667,
            31.111111,
            42.222222,
            36.666667,
            31.111111,
            42.222222
        ],
        [
            13.281877,
            27.017547,
            3.191979,
            2.674908,
            3.644791,
            1.99846
        ],
        [
            2032847,
            2032847,
            82346,
            82709485,
            82709485,
            77318791
        ],
        [
            -35690,
            -35690,
            -33755,
            -39206702,
            -27136012,
            -39206702
        ],
        [
            48,
            41,
            54,
            48,
            41,
            54
        ],
        [
            103,
            98,
            107,
            103,
            98,
            107
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            4335,
            1878,
            2457,
            4335,
            1878,
            2457
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            617021,
            529416,
            -39582,
            241740,
            164480,
            282946
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4641,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564790400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759838715208,
    "expiration_time": 1765809936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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)