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Trade: ONE/USDT/120/HL2/HWMA/6172

Strategy
ONE/USDT/120/HL2/HWMA/6172
Pair
ONE_USDT
Interval
2h
Score
444059
Daily Profit
0.489570
Profit Factor
1.593507
Profitability
36.581709
Streak
17.537758
Best Strategy
Training Data Length
2082.920000
Evaluation Time
2025-10-07 09:54
Expiration Time
2025-12-21 07:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1019734.6938 938849.9996 80884.6943 1254472.9281 2153627.4519 -899154.5238
Total P&L (%) 1019.7347 938.85 80.8847 1254.4729 2153.6275 -899.1545
Avg Daily Profit (%) 0.4896 0.4507 0.0388 0.1252 0.1497 0
Buy And Hold Return (%) 95.5769 95.5769 95.5769 95.5769 95.5769 95.5769
Max Trade Drawdown -140608 -110037 -183189 -5411690 -3713913 -2760824
Profit Factor 1.5935 2.1371 1.0906 1.047 1.1653 0.9343
Total Trades 667 333 334 667 333 334
Winning Trades 244 115 129 244 115 129
Losing Trades 423 218 205 423 218 205
Profitability (%) 36.5817 34.5345 38.6228 36.5817 34.5345 38.6228
Ratio Avg Win / Avg Loss 2.7625 4.0512 1.7332 1.815 2.2089 1.4847
Largest Winning Trade 507788 507788 61962 3243856 3243856 766923
Largest Losing Trade -21672 -17273 -21672 -844521 -610835 -844521
Avg Bars in Trades 36 35 38 36 35 38
Avg Bars in Winners 68 67 69 68 67 69
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 24638 11750 12887 24638 11750 12887
Profit Streak 17.5378 0 20.6211 17.5378 0 20.6211
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 444059 339006 -429212 -194391 -35287 -581791
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579788000000,
    "first_datapoint_time": 1580594400000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759820062326,
    "expiration_time": 1766295504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 112
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            1019734.6938143037,
            938849.999553972,
            80884.6942603322,
            1254472.928104534,
            2153627.451906505,
            -899154.5238019674
        ],
        [
            1019.734694,
            938.85,
            80.884694,
            1254.472928,
            2153.627452,
            -899.154524
        ],
        [
            0.48957,
            0.450737,
            0.038832,
            0.125191,
            0.149668,
            0
        ],
        [
            95.576923,
            95.576923,
            95.576923,
            95.576923,
            95.576923,
            95.576923
        ],
        [
            -140608,
            -110037,
            -183189,
            -5411690,
            -3713913,
            -2760824
        ],
        [
            1.593507,
            2.137082,
            1.090629,
            1.046963,
            1.165263,
            0.934275
        ],
        [
            667,
            333,
            334,
            667,
            333,
            334
        ],
        [
            244,
            115,
            129,
            244,
            115,
            129
        ],
        [
            423,
            218,
            205,
            423,
            218,
            205
        ],
        [
            36.581709,
            34.534535,
            38.622754,
            36.581709,
            34.534535,
            38.622754
        ],
        [
            2.762513,
            4.051163,
            1.733169,
            1.815022,
            2.208934,
            1.484701
        ],
        [
            507788,
            507788,
            61962,
            3243856,
            3243856,
            766923
        ],
        [
            -21672,
            -17273,
            -21672,
            -844521,
            -610835,
            -844521
        ],
        [
            36,
            35,
            38,
            36,
            35,
            38
        ],
        [
            68,
            67,
            69,
            68,
            67,
            69
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            24638,
            11750,
            12887,
            24638,
            11750,
            12887
        ],
        [
            17.537758,
            0,
            20.621092,
            17.537758,
            0,
            20.621092
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            444059,
            339006,
            -429212,
            -194391,
            -35287,
            -581791
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579788000000,
    "first_datapoint_time": 1580594400000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759820062326,
    "expiration_time": 1766295504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 112
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)