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Trade: ONE/USDT/720/SINWMA/PSAR/2887

Strategy
ONE/USDT/720/SINWMA/PSAR/2887
Pair
ONE_USDT
Interval
12h
Score
611612
Daily Profit
0.628931
Profit Factor
6.826838
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
2318.000000
Evaluation Time
2025-10-04 17:14
Expiration Time
2025-12-13 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1452961.9104 1457863.2051 -4901.2947 336412.4842 513289.2602 -176876.776
Total P&L (%) 1452.9619 1457.8632 -4.9013 336.4125 513.2893 -176.8768
Avg Daily Profit (%) 0.6268 0.6289 -0.0021 0.0636 0.0783 0
Buy And Hold Return (%) 103.2258 103.2258 103.2258 103.2258 103.2258 103.2258
Max Trade Drawdown -121576 -60479 -83875 -1468045 -754453 -746932
Profit Factor 3.7324 6.8268 0.9826 1.0952 1.3244 0.9094
Total Trades 71 36 35 71 36 35
Winning Trades 31 15 16 31 15 16
Losing Trades 40 21 19 40 21 19
Profitability (%) 43.662 41.6667 45.7143 43.662 41.6667 45.7143
Ratio Avg Win / Avg Loss 4.8161 9.5576 1.1668 1.4131 1.8541 1.0799
Largest Winning Trade 1390089 1390089 90362 453241 453241 419245
Largest Losing Trade -49799 -32169 -49799 -442546 -326429 -442546
Avg Bars in Trades 59 48 71 59 48 71
Avg Bars in Winners 104 85 123 104 85 123
Avg Bars in Losers 24 21 27 24 21 27
Bars Traded 4230 1732 2498 4230 1732 2498
Profit Streak 0 0 19.5931 0 0 19.5931
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -75191 611612 -580230 -320490 -91282 -580230
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1569974400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587244299,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            1452961.9104419646,
            1457863.2050995918,
            -4901.2946576271,
            336412.4841520576,
            513289.2601935132,
            -176876.7760414556
        ],
        [
            1452.96191,
            1457.863205,
            -4.901295,
            336.412484,
            513.28926,
            -176.876776
        ],
        [
            0.626817,
            0.628931,
            -0.002114,
            0.063584,
            0.078273,
            0
        ],
        [
            103.225806,
            103.225806,
            103.225806,
            103.225806,
            103.225806,
            103.225806
        ],
        [
            -121576,
            -60479,
            -83875,
            -1468045,
            -754453,
            -746932
        ],
        [
            3.732439,
            6.826838,
            0.982592,
            1.095171,
            1.324387,
            0.90941
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            43.661972,
            41.666667,
            45.714286,
            43.661972,
            41.666667,
            45.714286
        ],
        [
            4.816051,
            9.557574,
            1.166828,
            1.413124,
            1.854142,
            1.079924
        ],
        [
            1390089,
            1390089,
            90362,
            453241,
            453241,
            419245
        ],
        [
            -49799,
            -32169,
            -49799,
            -442546,
            -326429,
            -442546
        ],
        [
            59,
            48,
            71,
            59,
            48,
            71
        ],
        [
            104,
            85,
            123,
            104,
            85,
            123
        ],
        [
            24,
            21,
            27,
            24,
            21,
            27
        ],
        [
            4230,
            1732,
            2498,
            4230,
            1732,
            2498
        ],
        [
            0,
            0,
            19.593105,
            0,
            0,
            19.593105
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -75191,
            611612,
            -580230,
            -320490,
            -91282,
            -580230
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1569974400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587244299,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)