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Trade: ONE/USDT/360/SINWMA/HILO/9452

Strategy
ONE/USDT/360/SINWMA/HILO/9452
Pair
ONE_USDT
Interval
6h
Score
594648
Daily Profit
0.955808
Profit Factor
4.406193
Profitability
38.709677
Streak
0.000000
Best Strategy
Training Data Length
2317.250000
Evaluation Time
2025-10-04 06:16
Expiration Time
2025-12-12 14:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2214845.7369 2112710.9023 102134.8346 2999087.8297 2506273.4807 492814.349
Total P&L (%) 2214.8457 2112.7109 102.1348 2999.0878 2506.2735 492.8143
Avg Daily Profit (%) 0.9558 0.9117 0.0441 0.1483 0.1408 0.0768
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120444 -107592 -134020 -3210557 -2372235 -2648065
Profit Factor 4.4062 7.0101 1.3419 1.2038 1.3099 1.0743
Total Trades 93 47 46 93 47 46
Winning Trades 36 15 21 36 15 21
Losing Trades 57 32 25 57 32 25
Profitability (%) 38.7097 31.9149 45.6522 38.7097 31.9149 45.6522
Ratio Avg Win / Avg Loss 6.9765 14.9548 1.5975 1.906 2.7944 1.279
Largest Winning Trade 1787834 1787834 82708 2722412 2722412 1634072
Largest Losing Trade -45199 -28707 -45199 -1512671 -916782 -1512671
Avg Bars in Trades 92 75 109 92 75 109
Avg Bars in Winners 168 158 175 168 158 175
Avg Bars in Losers 44 36 54 44 36 54
Bars Traded 8577 3547 5029 8577 3547 5029
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 594648 534214 -134204 64557 -10346 -230752
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9269,
    "evaluation_days": 2317.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564228800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759547768699,
    "expiration_time": 1765542312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 227,
            "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": [
        [
            2214845.7369227433,
            2112710.902282187,
            102134.8346405572,
            2999087.8297211602,
            2506273.4806951783,
            492814.3490259834
        ],
        [
            2214.845737,
            2112.710902,
            102.134835,
            2999.08783,
            2506.273481,
            492.814349
        ],
        [
            0.955808,
            0.911732,
            0.044076,
            0.148289,
            0.140805,
            0.076832
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120444,
            -107592,
            -134020,
            -3210557,
            -2372235,
            -2648065
        ],
        [
            4.406193,
            7.010065,
            1.341917,
            1.203768,
            1.309895,
            1.074323
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            57,
            32,
            25,
            57,
            32,
            25
        ],
        [
            38.709677,
            31.914894,
            45.652174,
            38.709677,
            31.914894,
            45.652174
        ],
        [
            6.976473,
            14.954806,
            1.597521,
            1.905966,
            2.794443,
            1.278956
        ],
        [
            1787834,
            1787834,
            82708,
            2722412,
            2722412,
            1634072
        ],
        [
            -45199,
            -28707,
            -45199,
            -1512671,
            -916782,
            -1512671
        ],
        [
            92,
            75,
            109,
            92,
            75,
            109
        ],
        [
            168,
            158,
            175,
            168,
            158,
            175
        ],
        [
            44,
            36,
            54,
            44,
            36,
            54
        ],
        [
            8577,
            3547,
            5029,
            8577,
            3547,
            5029
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            594648,
            534214,
            -134204,
            64557,
            -10346,
            -230752
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9269,
    "evaluation_days": 2317.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564228800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759547768699,
    "expiration_time": 1765542312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 227,
            "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)