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Trade: ONE/USDT/720/SINWMA/WMA/5215

Strategy
ONE/USDT/720/SINWMA/WMA/5215
Pair
ONE_USDT
Interval
12h
Score
644875
Daily Profit
0.195998
Profit Factor
6.809845
Profitability
56.666667
Streak
50.148052
Best Strategy
Training Data Length
2316.500000
Evaluation Time
2025-10-03 06:33
Expiration Time
2025-12-11 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1628041.3576 -93861.401 -1534179.9566 -150693.6316 9230382.5155 -9381076.1471
Total P&L (%) -1628.0414 -93.8614 -1534.18 -150.6936 9230.3825 -9381.0761
Avg Daily Profit (%) -0.7028 -0.0405 -0.6623 0 0.196 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1751939 -196976 -1619525 -12922675 -658224 -14275664
Profit Factor 0.25 0.7228 0.1626 0.9908 6.8098 0.366
Total Trades 61 30 31 61 30 31
Winning Trades 35 15 20 33 17 16
Losing Trades 26 15 11 28 13 15
Profitability (%) 57.377 50 64.5161 54.0984 56.6667 51.6129
Ratio Avg Win / Avg Loss 0.1857 0.7228 0.0894 0.8407 5.2075 0.3432
Largest Winning Trade 56500 56500 33389 6675174 6675174 1856402
Largest Losing Trade -1215451 -79384 -1215451 -10147870 -416662 -10147870
Avg Bars in Trades 70 81 59 70 81 59
Avg Bars in Winners 32 39 26 81 103 58
Avg Bars in Losers 121 123 118 57 53 60
Bars Traded 4283 2447 1836 4283 2447 1836
Profit Streak 0 0 0 42.6481 50.1481 42.6481
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -745821 -580825 -578936 -745259 644875 -580057
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4633,
    "evaluation_days": 2316.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565481600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759462391714,
    "expiration_time": 1765453968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 143,
            "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": [
        [
            -1628041.3575518979,
            -93861.4009767063,
            -1534179.9565751916,
            -150693.6316282689,
            9230382.515515778,
            -9381076.147144046
        ],
        [
            -1628.041358,
            -93.861401,
            -1534.179957,
            -150.693632,
            9230.382516,
            -9381.076147
        ],
        [
            -0.702802,
            -0.040519,
            -0.662284,
            0,
            0.195998,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1751939,
            -196976,
            -1619525,
            -12922675,
            -658224,
            -14275664
        ],
        [
            0.249964,
            0.722799,
            0.162572,
            0.990804,
            6.809845,
            0.366045
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            35,
            15,
            20,
            33,
            17,
            16
        ],
        [
            26,
            15,
            11,
            28,
            13,
            15
        ],
        [
            57.377049,
            50,
            64.516129,
            54.098361,
            56.666667,
            51.612903
        ],
        [
            0.185688,
            0.722799,
            0.089415,
            0.840682,
            5.207528,
            0.343167
        ],
        [
            56500,
            56500,
            33389,
            6675174,
            6675174,
            1856402
        ],
        [
            -1215451,
            -79384,
            -1215451,
            -10147870,
            -416662,
            -10147870
        ],
        [
            70,
            81,
            59,
            70,
            81,
            59
        ],
        [
            32,
            39,
            26,
            81,
            103,
            58
        ],
        [
            121,
            123,
            118,
            57,
            53,
            60
        ],
        [
            4283,
            2447,
            1836,
            4283,
            2447,
            1836
        ],
        [
            0,
            0,
            0,
            42.648052,
            50.148052,
            42.648052
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -745821,
            -580825,
            -578936,
            -745259,
            644875,
            -580057
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4633,
    "evaluation_days": 2316.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565481600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759462391714,
    "expiration_time": 1765453968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 143,
            "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)