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Trade: ONE/USDT/240/DCM/WMA/1020

Strategy
ONE/USDT/240/DCM/WMA/1020
Pair
ONE_USDT
Interval
4h
Score
597687
Daily Profit
0.338429
Profit Factor
3.174018
Profitability
55.102041
Streak
72.436637
Best Strategy
Training Data Length
2324.170000
Evaluation Time
2025-10-11 17:28
Expiration Time
2025-12-20 07:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 947600.2385 786566.3739 161033.8646 6563697.5403 3459012.2077 3104685.3326
Total P&L (%) 947.6002 786.5664 161.0339 6563.6975 3459.0122 3104.6853
Avg Daily Profit (%) 0.4077 0.3384 0.0693 0.1808 0.1538 0.1493
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136600 -78480 -145009 -6314559 -4364131 -3823516
Profit Factor 2.2408 3.174 1.4007 1.2998 1.2949 1.3055
Total Trades 98 49 49 98 49 49
Winning Trades 51 27 24 51 27 24
Losing Trades 47 22 25 47 22 25
Profitability (%) 52.0408 55.102 48.9796 52.0408 55.102 48.9796
Ratio Avg Win / Avg Loss 2.065 2.5862 1.459 1.1978 1.0551 1.3599
Largest Winning Trade 185791 185791 80357 1827546 1827546 1775994
Largest Losing Trade -41887 -38737 -41887 -2318259 -2110686 -2318259
Avg Bars in Trades 131 107 156 131 107 156
Avg Bars in Winners 185 128 250 185 128 250
Avg Bars in Losers 73 80 66 73 80 66
Bars Traded 12916 5251 7666 12916 5251 7666
Profit Streak 72.4366 72.4366 318.4366 72.4366 72.4366 318.4366
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 575246 597687 -98658 354874 324395 282534
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13945,
    "evaluation_days": 2324.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562313600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760192925416,
    "expiration_time": 1766208240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 62,
            "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": [
        [
            947600.2384852229,
            786566.3739172136,
            161033.8645680097,
            6563697.540315103,
            3459012.20768055,
            3104685.3326345533
        ],
        [
            947.600238,
            786.566374,
            161.033865,
            6563.69754,
            3459.012208,
            3104.685333
        ],
        [
            0.407716,
            0.338429,
            0.069287,
            0.180841,
            0.15381,
            0.149291
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136600,
            -78480,
            -145009,
            -6314559,
            -4364131,
            -3823516
        ],
        [
            2.240798,
            3.174018,
            1.400682,
            1.299791,
            1.29485,
            1.305495
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            52.040816,
            55.102041,
            48.979592,
            52.040816,
            55.102041,
            48.979592
        ],
        [
            2.065049,
            2.586237,
            1.459044,
            1.197847,
            1.055063,
            1.359891
        ],
        [
            185791,
            185791,
            80357,
            1827546,
            1827546,
            1775994
        ],
        [
            -41887,
            -38737,
            -41887,
            -2318259,
            -2110686,
            -2318259
        ],
        [
            131,
            107,
            156,
            131,
            107,
            156
        ],
        [
            185,
            128,
            250,
            185,
            128,
            250
        ],
        [
            73,
            80,
            66,
            73,
            80,
            66
        ],
        [
            12916,
            5251,
            7666,
            12916,
            5251,
            7666
        ],
        [
            72.436637,
            72.436637,
            318.436637,
            72.436637,
            72.436637,
            318.436637
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            575246,
            597687,
            -98658,
            354874,
            324395,
            282534
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13945,
    "evaluation_days": 2324.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562313600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760192925416,
    "expiration_time": 1766208240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 62,
            "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)