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Trade: OP/USDT/120/T3/SINWMA/4475

Strategy
OP/USDT/120/T3/SINWMA/4475
Pair
OP_USDT
Interval
2h
Score
393713
Daily Profit
0.210498
Profit Factor
1.844499
Profitability
47.727273
Streak
42.160956
Best Strategy
Training Data Length
1217.670000
Evaluation Time
2025-10-01 02:51
Expiration Time
2025-11-13 20:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 201125.5153 256317.5462 -55192.0309 -53861.9738 281145.548 -335007.5218
Total P&L (%) 201.1255 256.3175 -55.192 -53.862 281.1455 -335.0075
Avg Daily Profit (%) 0.1652 0.2105 -0.0453 -0.0635 0.1099 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -245275 -121144 -161046 -918975 -458793 -507451
Profit Factor 1.3117 1.8445 0.8385 0.9594 1.4409 0.5141
Total Trades 87 44 43 87 44 43
Winning Trades 41 21 20 41 21 20
Losing Trades 46 23 23 46 23 23
Profitability (%) 47.1264 47.7273 46.5116 47.1264 47.7273 46.5116
Ratio Avg Win / Avg Loss 1.4717 2.0202 0.9643 1.0764 1.5781 0.5912
Largest Winning Trade 164886 164886 46314 557541 557541 75684
Largest Losing Trade -58017 -34813 -58017 -249529 -140921 -249529
Avg Bars in Trades 163 180 146 163 180 146
Avg Bars in Winners 191 210 171 191 210 171
Avg Bars in Losers 139 153 124 139 153 124
Bars Traded 14235 7949 6285 14235 7949 6285
Profit Streak 24.5776 42.161 0 24.5776 42.161 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 256948 393713 -582083 -579452 -44434 -582083
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14612,
    "evaluation_days": 1217.67,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1654992000000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759276306632,
    "expiration_time": 1763057030400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 108,
            "offset": 0,
            "a": 0.69196
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 129,
            "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": [
        [
            201125.5152751351,
            256317.5461852201,
            -55192.0309100851,
            -53861.9738034675,
            281145.5479555681,
            -335007.5217590358
        ],
        [
            201.125515,
            256.317546,
            -55.192031,
            -53.861974,
            281.145548,
            -335.007522
        ],
        [
            0.165172,
            0.210498,
            -0.045326,
            -0.063505,
            0.109943,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -245275,
            -121144,
            -161046,
            -918975,
            -458793,
            -507451
        ],
        [
            1.311708,
            1.844499,
            0.838489,
            0.959416,
            1.440865,
            0.51409
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            47.126437,
            47.727273,
            46.511628,
            47.126437,
            47.727273,
            46.511628
        ],
        [
            1.471672,
            2.020166,
            0.964262,
            1.076417,
            1.57809,
            0.591203
        ],
        [
            164886,
            164886,
            46314,
            557541,
            557541,
            75684
        ],
        [
            -58017,
            -34813,
            -58017,
            -249529,
            -140921,
            -249529
        ],
        [
            163,
            180,
            146,
            163,
            180,
            146
        ],
        [
            191,
            210,
            171,
            191,
            210,
            171
        ],
        [
            139,
            153,
            124,
            139,
            153,
            124
        ],
        [
            14235,
            7949,
            6285,
            14235,
            7949,
            6285
        ],
        [
            24.577623,
            42.160956,
            0,
            24.577623,
            42.160956,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            256948,
            393713,
            -582083,
            -579452,
            -44434,
            -582083
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14612,
    "evaluation_days": 1217.67,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1654992000000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759276306632,
    "expiration_time": 1763057030400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 108,
            "offset": 0,
            "a": 0.69196
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 129,
            "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)