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Trade: ONE/USDT/240/PWMA/HILO/5402

Strategy
ONE/USDT/240/PWMA/HILO/5402
Pair
ONE_USDT
Interval
4h
Score
597412
Daily Profit
1.125735
Profit Factor
3.572316
Profitability
38.461538
Streak
0.000000
Best Strategy
Training Data Length
2320.170000
Evaluation Time
2025-10-07 19:39
Expiration Time
2025-12-16 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2611896.5333 2543986.2322 67910.3012 683274.6531 286729.4191 396545.2341
Total P&L (%) 2611.8965 2543.9862 67.9103 683.2747 286.7294 396.5452
Avg Daily Profit (%) 1.1257 1.0965 0.0293 0.0888 0.0583 0.0691
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146623 -138841 -97878 -3118766 -2033222 -1705985
Profit Factor 3.5723 5.7235 1.1424 1.0737 1.0556 1.0964
Total Trades 169 85 84 169 85 84
Winning Trades 65 29 36 65 29 36
Losing Trades 104 56 48 104 56 48
Profitability (%) 38.4615 34.1176 42.8571 38.4615 34.1176 42.8571
Ratio Avg Win / Avg Loss 5.7157 11.0523 1.5232 1.7179 2.0384 1.4619
Largest Winning Trade 2264816 2264816 82087 1216675 1216675 674688
Largest Losing Trade -39288 -30559 -39288 -553477 -553477 -503421
Avg Bars in Trades 79 69 89 79 69 89
Avg Bars in Winners 137 133 141 137 133 141
Avg Bars in Losers 42 37 49 42 37 49
Bars Traded 13418 5939 7479 13418 5939 7479
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 597412 548843 -219773 -216001 -279814 -218292
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13921,
    "evaluation_days": 2320.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562889600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759855181251,
    "expiration_time": 1765852272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            2611896.533329161,
            2543986.2321786466,
            67910.3011505147,
            683274.6531482605,
            286729.4190502007,
            396545.2340980595
        ],
        [
            2611.896533,
            2543.986232,
            67.910301,
            683.274653,
            286.729419,
            396.545234
        ],
        [
            1.125735,
            1.096465,
            0.02927,
            0.088753,
            0.058313,
            0.069092
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146623,
            -138841,
            -97878,
            -3118766,
            -2033222,
            -1705985
        ],
        [
            3.572316,
            5.723528,
            1.142426,
            1.073699,
            1.0556,
            1.096387
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            65,
            29,
            36,
            65,
            29,
            36
        ],
        [
            104,
            56,
            48,
            104,
            56,
            48
        ],
        [
            38.461538,
            34.117647,
            42.857143,
            38.461538,
            34.117647,
            42.857143
        ],
        [
            5.715706,
            11.052329,
            1.523235,
            1.717919,
            2.038399,
            1.46185
        ],
        [
            2264816,
            2264816,
            82087,
            1216675,
            1216675,
            674688
        ],
        [
            -39288,
            -30559,
            -39288,
            -553477,
            -553477,
            -503421
        ],
        [
            79,
            69,
            89,
            79,
            69,
            89
        ],
        [
            137,
            133,
            141,
            137,
            133,
            141
        ],
        [
            42,
            37,
            49,
            42,
            37,
            49
        ],
        [
            13418,
            5939,
            7479,
            13418,
            5939,
            7479
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            597412,
            548843,
            -219773,
            -216001,
            -279814,
            -218292
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13921,
    "evaluation_days": 2320.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562889600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759855181251,
    "expiration_time": 1765852272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)