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Trade: ONE/USDT/720/SSF/FWMA/7145

Strategy
ONE/USDT/720/SSF/FWMA/7145
Pair
ONE_USDT
Interval
12h
Score
537551
Daily Profit
1.259755
Profit Factor
5.923839
Profitability
31.111111
Streak
0.000000
Best Strategy
Training Data Length
2318.000000
Evaluation Time
2025-10-05 02:40
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 2920112.5742 2712247.465 207865.1091 23125594.2231 13807500.2938 9318093.9293
Total P&L (%) 2920.1126 2712.2475 207.8651 23125.5942 13807.5003 9318.0939
Avg Daily Profit (%) 1.2598 1.1701 0.0897 0.2353 0.2131 0.1963
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97313 -92854 -72833 -41135370 -23381601 -17753768
Profit Factor 5.9238 8.8754 1.8359 1.201 1.2122 1.1866
Total Trades 90 45 45 90 45 45
Winning Trades 28 10 18 28 10 18
Losing Trades 62 35 27 62 35 27
Profitability (%) 31.1111 22.2222 40 31.1111 22.2222 40
Ratio Avg Win / Avg Loss 13.1171 31.064 2.7539 2.6594 4.2426 1.7798
Largest Winning Trade 2207812 2207812 80939 21363899 20139081 21363899
Largest Losing Trade -35690 -35690 -24270 -10914078 -10914078 -6405984
Avg Bars in Trades 48 43 54 48 43 54
Avg Bars in Winners 122 138 114 122 138 114
Avg Bars in Losers 15 16 14 15 16 14
Bars Traded 4404 1962 2442 4404 1962 2442
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 537551 -20253 -73580 65670 -33461 -10021
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566950400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759621220185,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 154,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 177,
            "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": [
        [
            2920112.574168312,
            2712247.4650491923,
            207865.1091191188,
            23125594.223086786,
            13807500.293773603,
            9318093.929313175
        ],
        [
            2920.112574,
            2712.247465,
            207.865109,
            23125.594223,
            13807.500294,
            9318.093929
        ],
        [
            1.259755,
            1.170081,
            0.089674,
            0.2353,
            0.213126,
            0.196276
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97313,
            -92854,
            -72833,
            -41135370,
            -23381601,
            -17753768
        ],
        [
            5.923839,
            8.875431,
            1.835933,
            1.201041,
            1.212157,
            1.186556
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            28,
            10,
            18,
            28,
            10,
            18
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            31.111111,
            22.222222,
            40,
            31.111111,
            22.222222,
            40
        ],
        [
            13.117073,
            31.06401,
            2.753899,
            2.659448,
            4.242551,
            1.779834
        ],
        [
            2207812,
            2207812,
            80939,
            21363899,
            20139081,
            21363899
        ],
        [
            -35690,
            -35690,
            -24270,
            -10914078,
            -10914078,
            -6405984
        ],
        [
            48,
            43,
            54,
            48,
            43,
            54
        ],
        [
            122,
            138,
            114,
            122,
            138,
            114
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            4404,
            1962,
            2442,
            4404,
            1962,
            2442
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            537551,
            -20253,
            -73580,
            65670,
            -33461,
            -10021
        ]
    ]
}
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": 1566950400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759621220185,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 154,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 177,
            "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)