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Trade: ONE/USDT/120/PWMA/MIDPRICE/3892

Strategy
ONE/USDT/120/PWMA/MIDPRICE/3892
Pair
ONE_USDT
Interval
2h
Score
525516
Daily Profit
0.412880
Profit Factor
1.497418
Profitability
48.830409
Streak
29.207560
Best Strategy
Training Data Length
2082.830000
Evaluation Time
2025-09-29 23:58
Expiration Time
2025-12-13 21:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 859958.4597 876736.4807 -16778.0209 31671.9177 426202.0705 -394530.1528
Total P&L (%) 859.9585 876.7365 -16.778 31.6719 426.2021 -394.5302
Avg Daily Profit (%) 0.4129 0.4209 -0.0081 0.0132 0.0798 0
Buy And Hold Return (%) 67.0841 67.0841 67.0841 67.0841 67.0841 67.0841
Max Trade Drawdown -237070 -166027 -234649 -1392727 -769341 -712578
Profit Factor 1.4974 1.9444 0.979 1.0101 1.2518 0.729
Total Trades 342 171 171 342 171 171
Winning Trades 167 79 88 167 79 88
Losing Trades 175 92 83 175 92 83
Profitability (%) 48.8304 46.1988 51.462 48.8304 46.1988 51.462
Ratio Avg Win / Avg Loss 1.5692 2.2644 0.9234 1.0584 1.4578 0.6876
Largest Winning Trade 525989 525989 34793 958847 958847 273284
Largest Losing Trade -37856 -36095 -37856 -279751 -249674 -279751
Avg Bars in Trades 71 81 61 71 81 61
Avg Bars in Winners 85 101 71 85 101 71
Avg Bars in Losers 57 64 51 57 64 51
Bars Traded 24498 13929 10569 24498 13929 10569
Profit Streak 29.2076 29.2076 36.3742 29.2076 29.2076 36.3742
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 525516 468761 -579704 -548093 -87704 -579704
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579154400000,
    "first_datapoint_time": 1580817600000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759179533169,
    "expiration_time": 1765654444800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 206,
            "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": [
        [
            859958.4597284875,
            876736.4806685365,
            -16778.0209400491,
            31671.9176999005,
            426202.0705498757,
            -394530.1528499753
        ],
        [
            859.95846,
            876.736481,
            -16.778021,
            31.671918,
            426.202071,
            -394.530153
        ],
        [
            0.41288,
            0.420935,
            -0.008055,
            0.013211,
            0.079756,
            0
        ],
        [
            67.084079,
            67.084079,
            67.084079,
            67.084079,
            67.084079,
            67.084079
        ],
        [
            -237070,
            -166027,
            -234649,
            -1392727,
            -769341,
            -712578
        ],
        [
            1.497418,
            1.944405,
            0.97904,
            1.010058,
            1.251773,
            0.729037
        ],
        [
            342,
            171,
            171,
            342,
            171,
            171
        ],
        [
            167,
            79,
            88,
            167,
            79,
            88
        ],
        [
            175,
            92,
            83,
            175,
            92,
            83
        ],
        [
            48.830409,
            46.19883,
            51.461988,
            48.830409,
            46.19883,
            51.461988
        ],
        [
            1.569151,
            2.26437,
            0.923413,
            1.058444,
            1.45776,
            0.687614
        ],
        [
            525989,
            525989,
            34793,
            958847,
            958847,
            273284
        ],
        [
            -37856,
            -36095,
            -37856,
            -279751,
            -249674,
            -279751
        ],
        [
            71,
            81,
            61,
            71,
            81,
            61
        ],
        [
            85,
            101,
            71,
            85,
            101,
            71
        ],
        [
            57,
            64,
            51,
            57,
            64,
            51
        ],
        [
            24498,
            13929,
            10569,
            24498,
            13929,
            10569
        ],
        [
            29.20756,
            29.20756,
            36.374226,
            29.20756,
            29.20756,
            36.374226
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            525516,
            468761,
            -579704,
            -548093,
            -87704,
            -579704
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579154400000,
    "first_datapoint_time": 1580817600000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759179533169,
    "expiration_time": 1765654444800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 206,
            "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)