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Trade: ONE/USDT/720/PWMA/HWMA/5571

Strategy
ONE/USDT/720/PWMA/HWMA/5571
Pair
ONE_USDT
Interval
12h
Score
612788
Daily Profit
1.135651
Profit Factor
3.746788
Profitability
37.662338
Streak
0.000000
Best Strategy
Training Data Length
2320.500000
Evaluation Time
2025-10-07 05:31
Expiration Time
2025-12-15 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2635277.3301 2472974.0844 162303.2457 5041932.591 4107845.941 934086.6499
Total P&L (%) 2635.2773 2472.9741 162.3032 5041.9326 4107.8459 934.0867
Avg Daily Profit (%) 1.1357 1.0657 0.0699 0.1699 0.1613 0.1007
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123687 -85875 -130373 -6756242 -3685124 -3845498
Profit Factor 3.7468 5.9566 1.3525 1.1954 1.3547 1.0657
Total Trades 231 116 115 231 116 115
Winning Trades 87 38 49 87 38 49
Losing Trades 144 78 66 144 78 66
Profitability (%) 37.6623 32.7586 42.6087 37.6623 32.7586 42.6087
Ratio Avg Win / Avg Loss 6.2016 12.2266 1.8217 1.9786 2.7808 1.4354
Largest Winning Trade 2247397 2247397 78500 4268140 2994101 4268140
Largest Losing Trade -32275 -32275 -28866 -2653820 -1088977 -2653820
Avg Bars in Trades 19 16 22 19 16 22
Avg Bars in Winners 40 39 40 40 39 40
Avg Bars in Losers 6 6 8 6 6 8
Bars Traded 4501 1971 2530 4501 1971 2530
Profit Streak 0 0 19.1055 0 0 19.1055
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 612788 547919 -100319 -35 92277 -208682
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4641,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564185600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759804311335,
    "expiration_time": 1765809936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.45317,
            "nb": 0.50183,
            "nc": 0.78574
        }
    }
}
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": [
        [
            2635277.3301196094,
            2472974.084449394,
            162303.2456702147,
            5041932.590969483,
            4107845.9410272036,
            934086.6499422803
        ],
        [
            2635.27733,
            2472.974084,
            162.303246,
            5041.932591,
            4107.845941,
            934.08665
        ],
        [
            1.135651,
            1.065707,
            0.069943,
            0.169936,
            0.161282,
            0.100723
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123687,
            -85875,
            -130373,
            -6756242,
            -3685124,
            -3845498
        ],
        [
            3.746788,
            5.956558,
            1.35247,
            1.195374,
            1.354742,
            1.065657
        ],
        [
            231,
            116,
            115,
            231,
            116,
            115
        ],
        [
            87,
            38,
            49,
            87,
            38,
            49
        ],
        [
            144,
            78,
            66,
            144,
            78,
            66
        ],
        [
            37.662338,
            32.758621,
            42.608696,
            37.662338,
            32.758621,
            42.608696
        ],
        [
            6.20158,
            12.226618,
            1.821695,
            1.97855,
            2.780787,
            1.435375
        ],
        [
            2247397,
            2247397,
            78500,
            4268140,
            2994101,
            4268140
        ],
        [
            -32275,
            -32275,
            -28866,
            -2653820,
            -1088977,
            -2653820
        ],
        [
            19,
            16,
            22,
            19,
            16,
            22
        ],
        [
            40,
            39,
            40,
            40,
            39,
            40
        ],
        [
            6,
            6,
            8,
            6,
            6,
            8
        ],
        [
            4501,
            1971,
            2530,
            4501,
            1971,
            2530
        ],
        [
            0,
            0,
            19.105455,
            0,
            0,
            19.105455
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            612788,
            547919,
            -100319,
            -35,
            92277,
            -208682
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4641,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564185600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759804311335,
    "expiration_time": 1765809936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.45317,
            "nb": 0.50183,
            "nc": 0.78574
        }
    }
}

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)