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Trade: ONE/USDT/720/PWMA/KCB/7339

Strategy
ONE/USDT/720/PWMA/KCB/7339
Pair
ONE_USDT
Interval
12h
Score
679683
Daily Profit
0.885660
Profit Factor
8.033456
Profitability
42.500000
Streak
0.000000
Best Strategy
Training Data Length
2313.000000
Evaluation Time
2025-09-29 21:54
Expiration Time
2025-12-07 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2293976.1609 2048531.6994 245444.4615 19076136.4217 -2216233.181 21292369.6028
Total P&L (%) 2293.9762 2048.5317 245.4445 19076.1364 -2216.2332 21292.3696
Avg Daily Profit (%) 0.9918 0.8857 0.1061 0.2275 0 0.2322
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100962 -111395 -64748 -27703394 -34680189 -15666662
Profit Factor 5.3456 8.0335 2.0372 1.1927 0.9639 1.5654
Total Trades 79 40 39 79 40 39
Winning Trades 41 17 24 41 17 24
Losing Trades 38 23 15 38 23 15
Profitability (%) 51.8987 42.5 61.5385 51.8987 42.5 61.5385
Ratio Avg Win / Avg Loss 4.9544 10.8688 1.2733 1.1054 1.3041 0.9784
Largest Winning Trade 1698658 1698658 70923 13790843 11872114 13790843
Largest Losing Trade -64748 -32876 -64748 -15404513 -9127456 -15404513
Avg Bars in Trades 55 58 53 55 58 53
Avg Bars in Winners 72 79 68 72 79 68
Avg Bars in Losers 37 43 29 37 43 29
Bars Traded 4423 2339 2084 4423 2339 2084
Profit Streak 0 0 155.2875 0 0 155.2875
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -9650 679683 -46078 -31298 -581999 389993
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4626,
    "evaluation_days": 2313,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564704000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759172042674,
    "expiration_time": 1765142496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 86,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            2293976.160913732,
            2048531.6993735894,
            245444.4615401421,
            19076136.421736293,
            -2216233.1810393147,
            21292369.602775607
        ],
        [
            2293.976161,
            2048.531699,
            245.444462,
            19076.136422,
            -2216.233181,
            21292.369603
        ],
        [
            0.991775,
            0.88566,
            0.106115,
            0.227507,
            0,
            0.232246
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100962,
            -111395,
            -64748,
            -27703394,
            -34680189,
            -15666662
        ],
        [
            5.345584,
            8.033456,
            2.037244,
            1.192716,
            0.963863,
            1.56544
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            41,
            17,
            24,
            41,
            17,
            24
        ],
        [
            38,
            23,
            15,
            38,
            23,
            15
        ],
        [
            51.898734,
            42.5,
            61.538462,
            51.898734,
            42.5,
            61.538462
        ],
        [
            4.954444,
            10.868793,
            1.273278,
            1.105444,
            1.30405,
            0.9784
        ],
        [
            1698658,
            1698658,
            70923,
            13790843,
            11872114,
            13790843
        ],
        [
            -64748,
            -32876,
            -64748,
            -15404513,
            -9127456,
            -15404513
        ],
        [
            55,
            58,
            53,
            55,
            58,
            53
        ],
        [
            72,
            79,
            68,
            72,
            79,
            68
        ],
        [
            37,
            43,
            29,
            37,
            43,
            29
        ],
        [
            4423,
            2339,
            2084,
            4423,
            2339,
            2084
        ],
        [
            0,
            0,
            155.287531,
            0,
            0,
            155.287531
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -9650,
            679683,
            -46078,
            -31298,
            -581999,
            389993
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4626,
    "evaluation_days": 2313,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564704000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759172042674,
    "expiration_time": 1765142496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 86,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)