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Trade: ONE/USDT/720/PWMA/MIDPRICE/2205

Strategy
ONE/USDT/720/PWMA/MIDPRICE/2205
Pair
ONE_USDT
Interval
12h
Score
356277
Daily Profit
1.252719
Profit Factor
4.313387
Profitability
29.197080
Streak
0.000000
Best Strategy
Training Data Length
2322.000000
Evaluation Time
2025-10-08 18:27
Expiration Time
2025-12-17 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2908814.5055 2786608.3829 122206.1225 1933861.5973 635950.9554 1297910.6419
Total P&L (%) 2908.8145 2786.6084 122.2061 1933.8616 635.951 1297.9106
Avg Daily Profit (%) 1.2527 1.2001 0.0526 0.1298 0.086 0.1137
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151531 -129575 -75892 -5978276 -4710320 -2251307
Profit Factor 4.3134 6.3389 1.3433 1.0959 1.0507 1.1698
Total Trades 137 69 68 137 69 68
Winning Trades 40 15 25 40 15 25
Losing Trades 97 54 43 97 54 43
Profitability (%) 29.1971 21.7391 36.7647 29.1971 21.7391 36.7647
Ratio Avg Win / Avg Loss 10.46 22.8202 2.3105 2.6575 3.7827 2.0121
Largest Winning Trade 2465674 2465674 82036 3302871 3302871 1773501
Largest Losing Trade -29628 -29628 -25424 -1110654 -1110654 -955539
Avg Bars in Trades 32 28 36 32 28 36
Avg Bars in Winners 74 80 70 74 80 70
Avg Bars in Losers 15 14 16 15 14 16
Bars Traded 4476 1989 2487 4476 1989 2487
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 356277 -123825 -235778 -144217 -387187 -188054
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4644,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562976000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759937272040,
    "expiration_time": 1765943424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 2,
            "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": [
        [
            2908814.5054905335,
            2786608.3829440754,
            122206.1225464591,
            1933861.597296224,
            635950.9553940992,
            1297910.6419021247
        ],
        [
            2908.814505,
            2786.608383,
            122.206123,
            1933.861597,
            635.950955,
            1297.910642
        ],
        [
            1.252719,
            1.20009,
            0.05263,
            0.129822,
            0.085997,
            0.113655
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151531,
            -129575,
            -75892,
            -5978276,
            -4710320,
            -2251307
        ],
        [
            4.313387,
            6.338933,
            1.343318,
            1.09586,
            1.050748,
            1.169833
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            40,
            15,
            25,
            40,
            15,
            25
        ],
        [
            97,
            54,
            43,
            97,
            54,
            43
        ],
        [
            29.19708,
            21.73913,
            36.764706,
            29.19708,
            21.73913,
            36.764706
        ],
        [
            10.459963,
            22.820158,
            2.310506,
            2.65746,
            3.782693,
            2.012113
        ],
        [
            2465674,
            2465674,
            82036,
            3302871,
            3302871,
            1773501
        ],
        [
            -29628,
            -29628,
            -25424,
            -1110654,
            -1110654,
            -955539
        ],
        [
            32,
            28,
            36,
            32,
            28,
            36
        ],
        [
            74,
            80,
            70,
            74,
            80,
            70
        ],
        [
            15,
            14,
            16,
            15,
            14,
            16
        ],
        [
            4476,
            1989,
            2487,
            4476,
            1989,
            2487
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356277,
            -123825,
            -235778,
            -144217,
            -387187,
            -188054
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4644,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562976000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759937272040,
    "expiration_time": 1765943424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 2,
            "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)