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Trade: ONE/USDT/720/SINWMA/PSAR/9041

Strategy
ONE/USDT/720/SINWMA/PSAR/9041
Pair
ONE_USDT
Interval
12h
Score
680328
Daily Profit
0.987166
Profit Factor
6.886511
Profitability
42.222222
Streak
0.000000
Best Strategy
Training Data Length
2312.000000
Evaluation Time
2025-09-28 18:14
Expiration Time
2025-12-06 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2226492.5818 2282327.2704 -55834.6886 6214.0874 217773.3127 -211559.2253
Total P&L (%) 2226.4926 2282.3273 -55.8347 6.2141 217.7733 -211.5592
Avg Daily Profit (%) 0.963 0.9872 -0.0242 0.0026 0.05 0
Buy And Hold Return (%) 17.8571 17.8571 17.8571 17.8571 17.8571 17.8571
Max Trade Drawdown -140930 -120470 -113466 -550372 -374912 -310250
Profit Factor 3.9033 6.8865 0.8527 1.0043 1.2861 0.6961
Total Trades 89 45 44 89 45 44
Winning Trades 39 19 20 39 19 20
Losing Trades 50 26 24 50 26 24
Profitability (%) 43.8202 42.2222 45.4545 43.8202 42.2222 45.4545
Ratio Avg Win / Avg Loss 5.0042 9.4236 1.0233 1.2875 1.7599 0.8354
Largest Winning Trade 2280324 2280324 85062 375551 375551 181681
Largest Losing Trade -56860 -41287 -56860 -234620 -150195 -234620
Avg Bars in Trades 47 38 56 47 38 56
Avg Bars in Winners 77 64 88 77 64 88
Avg Bars in Losers 24 20 30 24 20 30
Bars Traded 4248 1753 2494 4248 1753 2494
Profit Streak 0 0 13.6352 0 0 13.6352
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 652769 680328 -580219 -573109 -127961 -581886
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568462400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759072481382,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 212,
            "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": [
        [
            2226492.581775841,
            2282327.2703621876,
            -55834.6885863464,
            6214.0874045072,
            217773.3126689481,
            -211559.2252644408
        ],
        [
            2226.492582,
            2282.32727,
            -55.834689,
            6.214087,
            217.773313,
            -211.559225
        ],
        [
            0.963016,
            0.987166,
            -0.02415,
            0.002608,
            0.05002,
            0
        ],
        [
            17.857143,
            17.857143,
            17.857143,
            17.857143,
            17.857143,
            17.857143
        ],
        [
            -140930,
            -120470,
            -113466,
            -550372,
            -374912,
            -310250
        ],
        [
            3.903298,
            6.886511,
            0.852742,
            1.004264,
            1.286101,
            0.696135
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            43.820225,
            42.222222,
            45.454545,
            43.820225,
            42.222222,
            45.454545
        ],
        [
            5.004228,
            9.423647,
            1.02329,
            1.287518,
            1.759928,
            0.835362
        ],
        [
            2280324,
            2280324,
            85062,
            375551,
            375551,
            181681
        ],
        [
            -56860,
            -41287,
            -56860,
            -234620,
            -150195,
            -234620
        ],
        [
            47,
            38,
            56,
            47,
            38,
            56
        ],
        [
            77,
            64,
            88,
            77,
            64,
            88
        ],
        [
            24,
            20,
            30,
            24,
            20,
            30
        ],
        [
            4248,
            1753,
            2494,
            4248,
            1753,
            2494
        ],
        [
            0,
            0,
            13.635201,
            0,
            0,
            13.635201
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            652769,
            680328,
            -580219,
            -573109,
            -127961,
            -581886
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568462400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759072481382,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 212,
            "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)