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Trade: ONE/USDT/720/SSF/WMA/6414

Strategy
ONE/USDT/720/SSF/WMA/6414
Pair
ONE_USDT
Interval
12h
Score
510428
Daily Profit
1.156670
Profit Factor
7.646876
Profitability
30.000000
Streak
0.000000
Best Strategy
Training Data Length
2313.500000
Evaluation Time
2025-09-30 07:14
Expiration Time
2025-12-08 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2830216.8532 2675956.9718 154259.8815 2711170.8111 -1623185.0771 4334355.8881
Total P&L (%) 2830.2169 2675.957 154.2599 2711.1708 -1623.1851 4334.3559
Avg Daily Profit (%) 1.2233 1.1567 0.0667 0.1443 0 0.164
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137379 -172703 -58518 -11017677 -14902704 -6169818
Profit Factor 5.3805 7.6469 1.6335 1.0811 0.9248 1.3653
Total Trades 59 30 29 59 30 29
Winning Trades 22 9 13 22 9 13
Losing Trades 37 21 16 37 21 16
Profitability (%) 37.2881 30 44.8276 37.2881 30 44.8276
Ratio Avg Win / Avg Loss 9.0491 17.8427 2.0105 1.8181 2.1579 1.6804
Largest Winning Trade 2333208 2333208 53328 5678751 5678751 4028802
Largest Losing Trade -54636 -54636 -47924 -6328814 -6328814 -6169818
Avg Bars in Trades 75 91 58 75 91 58
Avg Bars in Winners 116 158 86 116 158 86
Avg Bars in Losers 50 63 34 50 63 34
Bars Traded 4439 2754 1685 4439 2754 1685
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 -163113 510428 -102875 -314957 -585825 261289
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4627,
    "evaluation_days": 2313.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565870400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759205675174,
    "expiration_time": 1765186992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 220,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 152,
            "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": [
        [
            2830216.853249234,
            2675956.9717815574,
            154259.8814676766,
            2711170.8110950305,
            -1623185.0770528256,
            4334355.888147858
        ],
        [
            2830.216853,
            2675.956972,
            154.259881,
            2711.170811,
            -1623.185077,
            4334.355888
        ],
        [
            1.223349,
            1.15667,
            0.066678,
            0.144309,
            0,
            0.16404
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137379,
            -172703,
            -58518,
            -11017677,
            -14902704,
            -6169818
        ],
        [
            5.380529,
            7.646876,
            1.633507,
            1.081052,
            0.924804,
            1.365336
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            22,
            9,
            13,
            22,
            9,
            13
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            37.288136,
            30,
            44.827586,
            37.288136,
            30,
            44.827586
        ],
        [
            9.049071,
            17.84271,
            2.01047,
            1.818132,
            2.157875,
            1.680414
        ],
        [
            2333208,
            2333208,
            53328,
            5678751,
            5678751,
            4028802
        ],
        [
            -54636,
            -54636,
            -47924,
            -6328814,
            -6328814,
            -6169818
        ],
        [
            75,
            91,
            58,
            75,
            91,
            58
        ],
        [
            116,
            158,
            86,
            116,
            158,
            86
        ],
        [
            50,
            63,
            34,
            50,
            63,
            34
        ],
        [
            4439,
            2754,
            1685,
            4439,
            2754,
            1685
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163113,
            510428,
            -102875,
            -314957,
            -585825,
            261289
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4627,
    "evaluation_days": 2313.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565870400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759205675174,
    "expiration_time": 1765186992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 220,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 152,
            "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)