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Trade: OCEAN/USDT/360/HWMA/SSF/2221

Strategy
OCEAN/USDT/360/HWMA/SSF/2221
Pair
OCEAN_USDT
Interval
6h
Score
629209
Daily Profit
0.450366
Profit Factor
1.251895
Profitability
63.893654
Streak
454.934629
Best Strategy
Training Data Length
1412.000000
Evaluation Time
2025-09-27 01:25
Expiration Time
2024-08-12 11:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 635916.0946 457713.9879 178202.1067 3101022.1473 10618136.6591 -7517114.5118
Total P&L (%) 635.9161 457.714 178.2021 3101.0221 10618.1367 -7517.1145
Avg Daily Profit (%) 0.4504 0.3242 0.1262 0.2458 0.3316 0
Buy And Hold Return (%) 12.3692 12.3692 12.3692 12.3692 12.3692 12.3692
Max Trade Drawdown -156001 -69627 -130583 -17807243 -5984057 -15460247
Profit Factor 1.2519 1.3789 1.1354 1.0241 1.1809 0.8925
Total Trades 1166 583 583 1166 583 583
Winning Trades 745 369 376 745 369 376
Losing Trades 421 214 207 421 214 207
Profitability (%) 63.8937 63.2933 64.494 63.8937 63.2933 64.494
Ratio Avg Win / Avg Loss 0.7074 0.7997 0.6251 0.5787 0.6848 0.4914
Largest Winning Trade 28100 28100 24613 1365927 1320136 1365927
Largest Losing Trade -37938 -30843 -37938 -4714998 -2614046 -4714998
Avg Bars in Trades 4 4 4 4 4 4
Avg Bars in Winners 3 3 3 3 3 3
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 5643 2795 2848 5643 2795 2848
Profit Streak 454.9346 454.9346 458.1846 454.9346 454.9346 458.1846
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 629209 455681 -92221 -178074 -8995 -575169

Evaluation Data

{
    "trading_pair": "OCEAN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5648,
    "evaluation_days": 1412,
    "actual_first_datapoint_time": 1597816800000,
    "first_datapoint_time": 1597816800000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758925551982,
    "expiration_time": 1723451904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.42404,
            "nb": 0.93254,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 7,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            635916.0946307852,
            457713.987888588,
            178202.1067421984,
            3101022.147269018,
            10618136.659115624,
            -7517114.5118466
        ],
        [
            635.916095,
            457.713988,
            178.202107,
            3101.022147,
            10618.136659,
            -7517.114512
        ],
        [
            0.450366,
            0.32416,
            0.126205,
            0.245773,
            0.331605,
            0
        ],
        [
            12.369242,
            12.369242,
            12.369242,
            12.369242,
            12.369242,
            12.369242
        ],
        [
            -156001,
            -69627,
            -130583,
            -17807243,
            -5984057,
            -15460247
        ],
        [
            1.251895,
            1.378892,
            1.135361,
            1.024103,
            1.180872,
            0.89254
        ],
        [
            1166,
            583,
            583,
            1166,
            583,
            583
        ],
        [
            745,
            369,
            376,
            745,
            369,
            376
        ],
        [
            421,
            214,
            207,
            421,
            214,
            207
        ],
        [
            63.893654,
            63.29331,
            64.493997,
            63.893654,
            63.29331,
            64.493997
        ],
        [
            0.707447,
            0.799682,
            0.625053,
            0.578721,
            0.684842,
            0.491372
        ],
        [
            28100,
            28100,
            24613,
            1365927,
            1320136,
            1365927
        ],
        [
            -37938,
            -30843,
            -37938,
            -4714998,
            -2614046,
            -4714998
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            3,
            3,
            3,
            3,
            3,
            3
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            5643,
            2795,
            2848,
            5643,
            2795,
            2848
        ],
        [
            454.934629,
            454.934629,
            458.184629,
            454.934629,
            454.934629,
            458.184629
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            629209,
            455681,
            -92221,
            -178074,
            -8995,
            -575169
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5648,
    "evaluation_days": 1412,
    "actual_first_datapoint_time": 1597816800000,
    "first_datapoint_time": 1597816800000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758925551982,
    "expiration_time": 1723451904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.42404,
            "nb": 0.93254,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 7,
            "offset": 0,
            "poles": 3
        }
    }
}

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)