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Trade: ONE/USDT/720/WMA/SINWMA/1472

Strategy
ONE/USDT/720/WMA/SINWMA/1472
Pair
ONE_USDT
Interval
12h
Score
341039
Daily Profit
0.404474
Profit Factor
1.718569
Profitability
35.526316
Streak
14.777521
Best Strategy
Training Data Length
2318.500000
Evaluation Time
2025-10-05 09:39
Expiration Time
2025-12-13 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 937773.9197 831762.6477 106011.272 513430.6573 448823.0843 64607.573
Total P&L (%) 937.7739 831.7626 106.0113 513.4307 448.8231 64.6076
Avg Daily Profit (%) 0.4045 0.3588 0.0457 0.0783 0.0735 0.0215
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184947 -136136 -238880 -4338203 -3285305 -1543086
Profit Factor 1.7186 2.2842 1.1613 1.055 1.0828 1.0165
Total Trades 228 114 114 228 114 114
Winning Trades 81 32 49 81 32 49
Losing Trades 147 82 65 147 82 65
Profitability (%) 35.5263 28.0702 42.9825 35.5263 28.0702 42.9825
Ratio Avg Win / Avg Loss 3.1189 5.8532 1.5405 1.9147 2.7746 1.3485
Largest Winning Trade 477192 477192 59941 3017115 3017115 657954
Largest Losing Trade -43685 -27875 -43685 -886791 -886791 -494512
Avg Bars in Trades 20 18 22 20 18 22
Avg Bars in Winners 37 37 37 37 37 37
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 4592 2070 2522 4592 2070 2522
Profit Streak 14.7775 0 16.2775 14.7775 0 16.2775
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341039 -2513 -175988 -250486 -239497 -368961
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4637,
    "evaluation_days": 2318.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560772800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759646377812,
    "expiration_time": 1765631952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 6,
            "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": [
        [
            937773.9197249807,
            831762.6477427573,
            106011.2719822228,
            513430.6573087728,
            448823.0842627542,
            64607.5730460188
        ],
        [
            937.77392,
            831.762648,
            106.011272,
            513.430657,
            448.823084,
            64.607573
        ],
        [
            0.404474,
            0.35875,
            0.045724,
            0.078266,
            0.073463,
            0.021499
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184947,
            -136136,
            -238880,
            -4338203,
            -3285305,
            -1543086
        ],
        [
            1.718569,
            2.284187,
            1.161268,
            1.055031,
            1.082755,
            1.016539
        ],
        [
            228,
            114,
            114,
            228,
            114,
            114
        ],
        [
            81,
            32,
            49,
            81,
            32,
            49
        ],
        [
            147,
            82,
            65,
            147,
            82,
            65
        ],
        [
            35.526316,
            28.070175,
            42.982456,
            35.526316,
            28.070175,
            42.982456
        ],
        [
            3.118884,
            5.85323,
            1.540457,
            1.914685,
            2.77456,
            1.34847
        ],
        [
            477192,
            477192,
            59941,
            3017115,
            3017115,
            657954
        ],
        [
            -43685,
            -27875,
            -43685,
            -886791,
            -886791,
            -494512
        ],
        [
            20,
            18,
            22,
            20,
            18,
            22
        ],
        [
            37,
            37,
            37,
            37,
            37,
            37
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            4592,
            2070,
            2522,
            4592,
            2070,
            2522
        ],
        [
            14.777521,
            0,
            16.277521,
            14.777521,
            0,
            16.277521
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341039,
            -2513,
            -175988,
            -250486,
            -239497,
            -368961
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4637,
    "evaluation_days": 2318.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560772800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759646377812,
    "expiration_time": 1765631952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 6,
            "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)