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Trade: ONE/USDT/120/PWMA/SSF/4715

Strategy
ONE/USDT/120/PWMA/SSF/4715
Pair
ONE_USDT
Interval
2h
Score
466547
Daily Profit
0.428340
Profit Factor
1.754961
Profitability
43.781095
Streak
28.259893
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-10-09 03:14
Expiration Time
2025-12-22 23:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 892125.567 846815.0266 45310.5404 353323.8335 517819.938 -164496.1045
Total P&L (%) 892.1256 846.815 45.3105 353.3238 517.8199 -164.4961
Avg Daily Profit (%) 0.4283 0.4066 0.0218 0.0726 0.0875 0
Buy And Hold Return (%) 49.0683 49.0683 49.0683 49.0683 49.0683 49.0683
Max Trade Drawdown -152993 -123046 -207441 -2153568 -1568543 -1035176
Profit Factor 1.755 2.5109 1.0729 1.0434 1.1254 0.9589
Total Trades 201 100 101 201 100 101
Winning Trades 88 40 48 88 40 48
Losing Trades 113 60 53 113 60 53
Profitability (%) 43.7811 40 47.5248 43.7811 40 47.5248
Ratio Avg Win / Avg Loss 2.2535 3.7664 1.1847 1.3399 1.6882 1.0588
Largest Winning Trade 475196 475196 60644 1175210 1175210 415718
Largest Losing Trade -58529 -55480 -58529 -473667 -473667 -471057
Avg Bars in Trades 122 118 126 122 118 126
Avg Bars in Winners 181 184 178 181 184 178
Avg Bars in Losers 76 74 79 76 74 79
Bars Traded 24629 11832 12797 24629 11832 12797
Profit Streak 28.2599 40.2599 28.2599 28.2599 40.2599 28.2599
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466547 394610 -470581 -269110 -160822 -579818
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1581588000000,
    "last_datapoint_time": 1759960800000,
    "evaluation_time": 1759968854752,
    "expiration_time": 1766438985600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 121,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            892125.566997757,
            846815.0266023157,
            45310.5403954413,
            353323.8335186939,
            517819.9379790188,
            -164496.1044603251
        ],
        [
            892.125567,
            846.815027,
            45.31054,
            353.323834,
            517.819938,
            -164.496104
        ],
        [
            0.42834,
            0.406585,
            0.021755,
            0.072596,
            0.087472,
            0
        ],
        [
            49.068323,
            49.068323,
            49.068323,
            49.068323,
            49.068323,
            49.068323
        ],
        [
            -152993,
            -123046,
            -207441,
            -2153568,
            -1568543,
            -1035176
        ],
        [
            1.754961,
            2.510944,
            1.072937,
            1.043441,
            1.125438,
            0.95893
        ],
        [
            201,
            100,
            101,
            201,
            100,
            101
        ],
        [
            88,
            40,
            48,
            88,
            40,
            48
        ],
        [
            113,
            60,
            53,
            113,
            60,
            53
        ],
        [
            43.781095,
            40,
            47.524752,
            43.781095,
            40,
            47.524752
        ],
        [
            2.253529,
            3.766416,
            1.184701,
            1.339874,
            1.688157,
            1.058818
        ],
        [
            475196,
            475196,
            60644,
            1175210,
            1175210,
            415718
        ],
        [
            -58529,
            -55480,
            -58529,
            -473667,
            -473667,
            -471057
        ],
        [
            122,
            118,
            126,
            122,
            118,
            126
        ],
        [
            181,
            184,
            178,
            181,
            184,
            178
        ],
        [
            76,
            74,
            79,
            76,
            74,
            79
        ],
        [
            24629,
            11832,
            12797,
            24629,
            11832,
            12797
        ],
        [
            28.259893,
            40.259893,
            28.259893,
            28.259893,
            40.259893,
            28.259893
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466547,
            394610,
            -470581,
            -269110,
            -160822,
            -579818
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1581588000000,
    "last_datapoint_time": 1759960800000,
    "evaluation_time": 1759968854752,
    "expiration_time": 1766438985600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 121,
            "offset": 0,
            "poles": 2
        }
    }
}

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)