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Trade: ONE/USDT/120/HWMA/SWMA/7555

Strategy
ONE/USDT/120/HWMA/SWMA/7555
Pair
ONE_USDT
Interval
2h
Score
500281
Daily Profit
0.160575
Profit Factor
1.764587
Profitability
49.868766
Streak
24.027805
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 01:40
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 70795.4414 318260.1214 -247464.6799 -98857.9419 2725550.7846 -2824408.7264
Total P&L (%) 70.7954 318.2601 -247.4647 -98.8579 2725.5508 -2824.4087
Avg Daily Profit (%) 0.034 0.1528 -0.1188 -0.2145 0.1606 0
Buy And Hold Return (%) 106.71 106.71 106.71 106.71 106.71 106.71
Max Trade Drawdown -547597 -362772 -391781 -2213678 -943928 -3278218
Profit Factor 1.0235 1.2173 0.8395 0.9895 1.7646 0.5188
Total Trades 763 381 382 763 381 382
Winning Trades 377 190 187 377 190 187
Losing Trades 386 191 195 386 191 195
Profitability (%) 49.4102 49.8688 48.9529 49.4102 49.8688 48.9529
Ratio Avg Win / Avg Loss 1.048 1.2237 0.8755 1.0131 1.7739 0.541
Largest Winning Trade 101140 101140 49200 716858 716858 376820
Largest Losing Trade -55059 -41440 -55059 -958807 -331022 -958807
Avg Bars in Trades 32 32 32 32 32 32
Avg Bars in Winners 32 32 32 32 32 32
Avg Bars in Losers 32 33 32 32 33 32
Bars Traded 24949 12468 12481 24949 12468 12481
Profit Streak 15.8611 24.0278 15.8611 15.8611 24.0278 15.8611
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -502592 234698 -578673 -573815 500281 -578673
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": 1578780000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758926402357,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.0796,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 8,
            "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": [
        [
            70795.4414309853,
            318260.1213539389,
            -247464.6799229542,
            -98857.9418750598,
            2725550.7845561975,
            -2824408.7264312548
        ],
        [
            70.795441,
            318.260121,
            -247.46468,
            -98.857942,
            2725.550785,
            -2824.408726
        ],
        [
            0.033995,
            0.152826,
            -0.118831,
            -0.214528,
            0.160575,
            0
        ],
        [
            106.709957,
            106.709957,
            106.709957,
            106.709957,
            106.709957,
            106.709957
        ],
        [
            -547597,
            -362772,
            -391781,
            -2213678,
            -943928,
            -3278218
        ],
        [
            1.023542,
            1.217256,
            0.839547,
            0.989521,
            1.764587,
            0.518787
        ],
        [
            763,
            381,
            382,
            763,
            381,
            382
        ],
        [
            377,
            190,
            187,
            377,
            190,
            187
        ],
        [
            386,
            191,
            195,
            386,
            191,
            195
        ],
        [
            49.410223,
            49.868766,
            48.95288,
            49.410223,
            49.868766,
            48.95288
        ],
        [
            1.047977,
            1.223663,
            0.875464,
            1.013144,
            1.773874,
            0.540981
        ],
        [
            101140,
            101140,
            49200,
            716858,
            716858,
            376820
        ],
        [
            -55059,
            -41440,
            -55059,
            -958807,
            -331022,
            -958807
        ],
        [
            32,
            32,
            32,
            32,
            32,
            32
        ],
        [
            32,
            32,
            32,
            32,
            32,
            32
        ],
        [
            32,
            33,
            32,
            32,
            33,
            32
        ],
        [
            24949,
            12468,
            12481,
            24949,
            12468,
            12481
        ],
        [
            15.861138,
            24.027805,
            15.861138,
            15.861138,
            24.027805,
            15.861138
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -502592,
            234698,
            -578673,
            -573815,
            500281,
            -578673
        ]
    ]
}
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": 1578780000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758926402357,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.0796,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 8,
            "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)