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Trade: OCEAN/USDT/720/SSF/HWMA/4619

Strategy
OCEAN/USDT/720/SSF/HWMA/4619
Pair
OCEAN_USDT
Interval
12h
Score
341952
Daily Profit
0.182285
Profit Factor
1.556790
Profitability
48.235294
Streak
0.000000
Best Strategy
Training Data Length
1412.500000
Evaluation Time
2025-09-27 00:12
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 249304.9128 257477.0501 -8172.1373 -14861.9977 115883.9335 -130745.9312
Total P&L (%) 249.3049 257.4771 -8.1721 -14.862 115.8839 -130.7459
Avg Daily Profit (%) 0.1765 0.1823 -0.0058 -0.0114 0.0545 0
Buy And Hold Return (%) 12.3692 12.3692 12.3692 12.3692 12.3692 12.3692
Max Trade Drawdown -197115 -111631 -172347 -137913 -37784 -172960
Profit Factor 1.2514 1.5568 0.9846 0.9762 1.4493 0.6425
Total Trades 169 85 84 169 85 84
Winning Trades 85 41 44 85 41 44
Losing Trades 84 44 40 84 44 40
Profitability (%) 50.2959 48.2353 52.381 50.2959 48.2353 52.381
Ratio Avg Win / Avg Loss 1.2366 1.6707 0.8951 0.9647 1.5553 0.5841
Largest Winning Trade 45647 45647 42328 38587 38587 24009
Largest Losing Trade -51676 -36839 -51676 -91622 -33732 -91622
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 2806 1420 1386 2806 1420 1386
Profit Streak 0 0 502.3833 0 0 502.3833
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302695 341952 -579560 -579576 -118770 -579560
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": 1597795200000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758921121343,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 62,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.44748
        }
    }
}
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": [
        [
            249304.9128411033,
            257477.0500965041,
            -8172.1372554011,
            -14861.9976778761,
            115883.9334912119,
            -130745.931169088
        ],
        [
            249.304913,
            257.47705,
            -8.172137,
            -14.861998,
            115.883933,
            -130.745931
        ],
        [
            0.176499,
            0.182285,
            -0.005786,
            -0.01139,
            0.054498,
            0
        ],
        [
            12.369242,
            12.369242,
            12.369242,
            12.369242,
            12.369242,
            12.369242
        ],
        [
            -197115,
            -111631,
            -172347,
            -137913,
            -37784,
            -172960
        ],
        [
            1.251353,
            1.55679,
            0.984564,
            0.976171,
            1.44925,
            0.642509
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            85,
            41,
            44,
            85,
            41,
            44
        ],
        [
            84,
            44,
            40,
            84,
            44,
            40
        ],
        [
            50.295858,
            48.235294,
            52.380952,
            50.295858,
            48.235294,
            52.380952
        ],
        [
            1.236631,
            1.670701,
            0.895058,
            0.964686,
            1.555293,
            0.5841
        ],
        [
            45647,
            45647,
            42328,
            38587,
            38587,
            24009
        ],
        [
            -51676,
            -36839,
            -51676,
            -91622,
            -33732,
            -91622
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            2806,
            1420,
            1386,
            2806,
            1420,
            1386
        ],
        [
            0,
            0,
            502.383349,
            0,
            0,
            502.383349
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302695,
            341952,
            -579560,
            -579576,
            -118770,
            -579560
        ]
    ]
}
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": 1597795200000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758921121343,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 62,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.44748
        }
    }
}

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)