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Trade: OCEAN/USDT/240/HWMA/MIDPRICE/1871

Strategy
OCEAN/USDT/240/HWMA/MIDPRICE/1871
Pair
OCEAN_USDT
Interval
4h
Score
340662
Daily Profit
0.201893
Profit Factor
1.203839
Profitability
55.686854
Streak
0.000000
Best Strategy
Training Data Length
1411.830000
Evaluation Time
2025-09-27 05:47
Expiration Time
2024-08-12 11:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 286916.9916 285038.2638 1878.7278 -1408.2687 198111.8659 -199520.1346
Total P&L (%) 286.917 285.0383 1.8787 -1.4083 198.1119 -199.5201
Avg Daily Profit (%) 0.2032 0.2019 0.0013 -0.001 0.0774 0
Buy And Hold Return (%) 11.9788 11.9788 11.9788 11.9788 11.9788 11.9788
Max Trade Drawdown -210713 -149670 -177857 -426063 -300777 -475197
Profit Factor 1.0992 1.2038 1.0013 0.9996 1.1083 0.8963
Total Trades 1354 677 677 1354 677 677
Winning Trades 760 377 383 760 377 383
Losing Trades 594 300 294 594 300 294
Profitability (%) 56.13 55.6869 56.5731 56.13 55.6869 56.5731
Ratio Avg Win / Avg Loss 0.8591 0.958 0.7686 0.7813 0.882 0.688
Largest Winning Trade 21956 21956 16638 48875 46535 48875
Largest Losing Trade -36108 -29082 -36108 -115604 -58015 -115604
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 4 4 4 4 4 4
Avg Bars in Losers 7 7 8 7 7 8
Bars Traded 8448 4202 4246 8448 4202 4246
Profit Streak 0 0 463.1161 0 0 463.1161
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -97655 340662 -572136 -573004 -188648 -575293
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8471,
    "evaluation_days": 1411.83,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1597996800000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758941232124,
    "expiration_time": 1723451472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.40942,
            "nb": 0.41769,
            "nc": 0.88027
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 13,
            "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": [
        [
            286916.9916014237,
            285038.263848452,
            1878.7277529711,
            -1408.2687040027,
            198111.8658538456,
            -199520.1345578487
        ],
        [
            286.916992,
            285.038264,
            1.878728,
            -1.408269,
            198.111866,
            -199.520135
        ],
        [
            0.203223,
            0.201893,
            0.001331,
            -0.001005,
            0.077398,
            0
        ],
        [
            11.978786,
            11.978786,
            11.978786,
            11.978786,
            11.978786,
            11.978786
        ],
        [
            -210713,
            -149670,
            -177857,
            -426063,
            -300777,
            -475197
        ],
        [
            1.099197,
            1.203839,
            1.001257,
            0.999625,
            1.108326,
            0.896304
        ],
        [
            1354,
            677,
            677,
            1354,
            677,
            677
        ],
        [
            760,
            377,
            383,
            760,
            377,
            383
        ],
        [
            594,
            300,
            294,
            594,
            300,
            294
        ],
        [
            56.129985,
            55.686854,
            56.573117,
            56.129985,
            55.686854,
            56.573117
        ],
        [
            0.859109,
            0.957962,
            0.768589,
            0.781286,
            0.881957,
            0.688025
        ],
        [
            21956,
            21956,
            16638,
            48875,
            46535,
            48875
        ],
        [
            -36108,
            -29082,
            -36108,
            -115604,
            -58015,
            -115604
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            7,
            7,
            8,
            7,
            7,
            8
        ],
        [
            8448,
            4202,
            4246,
            8448,
            4202,
            4246
        ],
        [
            0,
            0,
            463.116112,
            0,
            0,
            463.116113
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -97655,
            340662,
            -572136,
            -573004,
            -188648,
            -575293
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8471,
    "evaluation_days": 1411.83,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1597996800000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758941232124,
    "expiration_time": 1723451472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.40942,
            "nb": 0.41769,
            "nc": 0.88027
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 13,
            "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)