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Trade: ONE/USDT/120/HWMA/DCL/2680

Strategy
ONE/USDT/120/HWMA/DCL/2680
Pair
ONE_USDT
Interval
2h
Score
389449
Daily Profit
0.157665
Profit Factor
2.254063
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 12:27
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1720576.8424 -44905.9509 -1675670.8915 -102021.7755 2559693.2015 -2661714.977
Total P&L (%) -1720.5768 -44.906 -1675.6709 -102.0218 2559.6932 -2661.715
Avg Daily Profit (%) -0.8262 -0.0216 -0.8046 0 0.1577 0
Buy And Hold Return (%) 93.3198 93.3198 93.3198 93.3198 93.3198 93.3198
Max Trade Drawdown -1857731 -99577 -1823279 -23303121 -880095 -23862980
Profit Factor 0.3479 0.7805 0.3115 0.9971 2.2541 0.9193
Total Trades 203 102 101 203 102 101
Winning Trades 114 49 65 91 48 43
Losing Trades 89 53 36 112 54 58
Profitability (%) 56.1576 48.0392 64.3564 44.8276 47.0588 42.5743
Ratio Avg Win / Avg Loss 0.2716 0.8442 0.1725 1.2272 2.5358 1.2399
Largest Winning Trade 52774 23177 52774 19031173 1088185 19031173
Largest Losing Trade -1229272 -16354 -1229272 -22439130 -660117 -22439130
Avg Bars in Trades 120 5 236 120 5 236
Avg Bars in Winners 91 5 156 117 6 241
Avg Bars in Losers 157 6 380 123 5 233
Bars Traded 24507 598 23909 24507 598 23909
Profit Streak 37.8106 57.8106 37.8106 0 0 0
Trades During Streak 5 4 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577380 -580087 -578212 -580060 389449 -582284

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579780800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758878838528,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 147,
            "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": [
        [
            -1720576.8424105602,
            -44905.9508939187,
            -1675670.891516641,
            -102021.7754614495,
            2559693.201533818,
            -2661714.976995265
        ],
        [
            -1720.576842,
            -44.905951,
            -1675.670892,
            -102.021775,
            2559.693202,
            -2661.714977
        ],
        [
            -0.826207,
            -0.021563,
            -0.804644,
            0,
            0.157665,
            0
        ],
        [
            93.319838,
            93.319838,
            93.319838,
            93.319838,
            93.319838,
            93.319838
        ],
        [
            -1857731,
            -99577,
            -1823279,
            -23303121,
            -880095,
            -23862980
        ],
        [
            0.347862,
            0.780464,
            0.311504,
            0.997086,
            2.254063,
            0.919262
        ],
        [
            203,
            102,
            101,
            203,
            102,
            101
        ],
        [
            114,
            49,
            65,
            91,
            48,
            43
        ],
        [
            89,
            53,
            36,
            112,
            54,
            58
        ],
        [
            56.157635,
            48.039216,
            64.356436,
            44.827586,
            47.058824,
            42.574257
        ],
        [
            0.271576,
            0.844176,
            0.172525,
            1.227183,
            2.535821,
            1.239935
        ],
        [
            52774,
            23177,
            52774,
            19031173,
            1088185,
            19031173
        ],
        [
            -1229272,
            -16354,
            -1229272,
            -22439130,
            -660117,
            -22439130
        ],
        [
            120,
            5,
            236,
            120,
            5,
            236
        ],
        [
            91,
            5,
            156,
            117,
            6,
            241
        ],
        [
            157,
            6,
            380,
            123,
            5,
            233
        ],
        [
            24507,
            598,
            23909,
            24507,
            598,
            23909
        ],
        [
            37.810631,
            57.810631,
            37.810631,
            0,
            0,
            0
        ],
        [
            5,
            4,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577380,
            -580087,
            -578212,
            -580060,
            389449,
            -582284
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579780800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758878838528,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 147,
            "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)