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Trade: ONE/USDT/720/WMA/PWMA/9086

Strategy
ONE/USDT/720/WMA/PWMA/9086
Pair
ONE_USDT
Interval
12h
Score
615988
Daily Profit
0.844555
Profit Factor
3.521778
Profitability
42.056075
Streak
0.000000
Best Strategy
Training Data Length
2325.000000
Evaluation Time
2025-10-12 02:38
Expiration Time
2025-12-20 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1963590.8256 1924639.7325 38951.0931 595631.7772 1965979.3554 -1370347.5782
Total P&L (%) 1963.5908 1924.6397 38.9511 595.6318 1965.9794 -1370.3476
Avg Daily Profit (%) 0.8446 0.8278 0.0168 0.0835 0.1303 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159986 -89350 -183595 -2431615 -1228499 -2064443
Profit Factor 3.5218 5.7697 1.1038 1.0782 1.5278 0.6481
Total Trades 107 54 53 107 54 53
Winning Trades 45 20 25 45 20 25
Losing Trades 62 34 28 62 34 28
Profitability (%) 42.0561 37.037 47.1698 42.0561 37.037 47.1698
Ratio Avg Win / Avg Loss 4.8522 9.8085 1.2363 1.4855 2.5973 0.7259
Largest Winning Trade 1744854 1744854 81511 2657819 2657819 337768
Largest Losing Trade -49258 -49258 -39879 -939016 -514500 -939016
Avg Bars in Trades 40 34 46 40 34 46
Avg Bars in Winners 70 63 77 70 63 77
Avg Bars in Losers 18 17 19 18 17 19
Bars Traded 4326 1865 2461 4326 1865 2461
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 615988 -163546 -460254 -218447 -201125 -761933
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4650,
    "evaluation_days": 2325,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564660800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760225912651,
    "expiration_time": 1766210400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 13,
            "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": [
        [
            1963590.8256317412,
            1924639.73254587,
            38951.0930858712,
            595631.7772190658,
            1965979.355395631,
            -1370347.5781765673
        ],
        [
            1963.590826,
            1924.639733,
            38.951093,
            595.631777,
            1965.979355,
            -1370.347578
        ],
        [
            0.844555,
            0.827802,
            0.016753,
            0.083461,
            0.13033,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159986,
            -89350,
            -183595,
            -2431615,
            -1228499,
            -2064443
        ],
        [
            3.521778,
            5.769733,
            1.10383,
            1.078175,
            1.527833,
            0.648141
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            45,
            20,
            25,
            45,
            20,
            25
        ],
        [
            62,
            34,
            28,
            62,
            34,
            28
        ],
        [
            42.056075,
            37.037037,
            47.169811,
            42.056075,
            37.037037,
            47.169811
        ],
        [
            4.852228,
            9.808545,
            1.23629,
            1.485486,
            2.597317,
            0.725918
        ],
        [
            1744854,
            1744854,
            81511,
            2657819,
            2657819,
            337768
        ],
        [
            -49258,
            -49258,
            -39879,
            -939016,
            -514500,
            -939016
        ],
        [
            40,
            34,
            46,
            40,
            34,
            46
        ],
        [
            70,
            63,
            77,
            70,
            63,
            77
        ],
        [
            18,
            17,
            19,
            18,
            17,
            19
        ],
        [
            4326,
            1865,
            2461,
            4326,
            1865,
            2461
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            615988,
            -163546,
            -460254,
            -218447,
            -201125,
            -761933
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4650,
    "evaluation_days": 2325,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564660800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760225912651,
    "expiration_time": 1766210400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 13,
            "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)