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Trade: OCEAN/USDT/720/MIDPRICE/WMA/1412

Strategy
OCEAN/USDT/720/MIDPRICE/WMA/1412
Pair
OCEAN_USDT
Interval
12h
Score
502885
Daily Profit
0.303118
Profit Factor
2.636205
Profitability
57.777778
Streak
0.000000
Best Strategy
Training Data Length
1412.500000
Evaluation Time
2025-09-27 04:05
Expiration Time
2024-08-12 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 431707.1916 428154.0327 3553.1589 218427.2975 487497.4991 -269070.2016
Total P&L (%) 431.7072 428.154 3.5532 218.4273 487.4975 -269.0702
Avg Daily Profit (%) 0.3056 0.3031 0.0025 0.082 0.1254 0
Buy And Hold Return (%) 76.0495 76.0495 76.0495 76.0495 76.0495 76.0495
Max Trade Drawdown -116516 -48965 -105864 -280496 -179170 -339168
Profit Factor 1.6458 2.6362 1.0087 1.1348 1.7368 0.7194
Total Trades 89 45 44 89 45 44
Winning Trades 47 26 21 47 26 21
Losing Trades 42 19 23 42 19 23
Profitability (%) 52.809 57.7778 47.7273 52.809 57.7778 47.7273
Ratio Avg Win / Avg Loss 1.4707 1.9265 1.1048 1.0141 1.2692 0.7879
Largest Winning Trade 134560 134560 54915 233798 233798 122223
Largest Losing Trade -56992 -31720 -56992 -124066 -100445 -124066
Avg Bars in Trades 30 24 35 30 24 35
Avg Bars in Winners 33 30 37 33 30 37
Avg Bars in Losers 26 17 33 26 17 33
Bars Traded 2675 1116 1559 2675 1116 1559
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 368963 502885 -566974 -158303 -22415 -581603
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1600041600000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758935127123,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 28,
            "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": [
        [
            431707.1915870173,
            428154.032664696,
            3553.1589223213,
            218427.2975354437,
            487497.499141681,
            -269070.2016062376
        ],
        [
            431.707192,
            428.154033,
            3.553159,
            218.427298,
            487.497499,
            -269.070202
        ],
        [
            0.305633,
            0.303118,
            0.002516,
            0.082032,
            0.125438,
            0
        ],
        [
            76.049454,
            76.049454,
            76.049454,
            76.049454,
            76.049454,
            76.049454
        ],
        [
            -116516,
            -48965,
            -105864,
            -280496,
            -179170,
            -339168
        ],
        [
            1.645798,
            2.636205,
            1.008734,
            1.134797,
            1.736774,
            0.719354
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            52.808989,
            57.777778,
            47.727273,
            52.808989,
            57.777778,
            47.727273
        ],
        [
            1.470713,
            1.926458,
            1.104804,
            1.014074,
            1.269181,
            0.787864
        ],
        [
            134560,
            134560,
            54915,
            233798,
            233798,
            122223
        ],
        [
            -56992,
            -31720,
            -56992,
            -124066,
            -100445,
            -124066
        ],
        [
            30,
            24,
            35,
            30,
            24,
            35
        ],
        [
            33,
            30,
            37,
            33,
            30,
            37
        ],
        [
            26,
            17,
            33,
            26,
            17,
            33
        ],
        [
            2675,
            1116,
            1559,
            2675,
            1116,
            1559
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368963,
            502885,
            -566974,
            -158303,
            -22415,
            -581603
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1600041600000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758935127123,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 28,
            "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)