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Trade: ONE/USDT/120/MIDPRICE/HMA/9575

Strategy
ONE/USDT/120/MIDPRICE/HMA/9575
Pair
ONE_USDT
Interval
2h
Score
327265
Daily Profit
0.239309
Profit Factor
1.464518
Profitability
44.200627
Streak
13.335115
Best Strategy
Training Data Length
2082.830000
Evaluation Time
2025-10-06 01:02
Expiration Time
2025-12-19 21:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 461354.0798 498439.3805 -37085.3006 730.3431 40233.992 -39503.6489
Total P&L (%) 461.3541 498.4394 -37.0853 0.7303 40.234 -39.5036
Avg Daily Profit (%) 0.2215 0.2393 -0.0178 0.0003 0.0162 -0.0241
Buy And Hold Return (%) 101.7964 101.7964 101.7964 101.7964 101.7964 101.7964
Max Trade Drawdown -164409 -113285 -324197 -434174 -405112 -246175
Profit Factor 1.1946 1.4645 0.9714 1.0002 1.0272 0.9727
Total Trades 638 319 319 638 319 319
Winning Trades 299 141 158 299 141 158
Losing Trades 339 178 161 339 178 161
Profitability (%) 46.8652 44.2006 49.5298 46.8652 44.2006 49.5298
Ratio Avg Win / Avg Loss 1.3544 1.8488 0.9899 1.1341 1.2967 0.9912
Largest Winning Trade 68425 68425 53627 137883 137883 110866
Largest Losing Trade -55891 -21803 -55891 -92994 -92994 -71147
Avg Bars in Trades 38 37 39 38 37 39
Avg Bars in Winners 46 46 47 46 46 47
Avg Bars in Losers 31 31 32 31 31 32
Bars Traded 24845 12111 12734 24845 12111 12734
Profit Streak 0 13.3351 0 0 13.3351 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 61760 327265 -579848 -576258 -527204 -579848
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579672800000,
    "first_datapoint_time": 1580220000000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759701753920,
    "expiration_time": 1766172844800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 70,
            "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": [
        [
            461354.0798468654,
            498439.3804666413,
            -37085.300619776,
            730.3431467364,
            40233.9920109035,
            -39503.6488641674
        ],
        [
            461.35408,
            498.43938,
            -37.085301,
            0.730343,
            40.233992,
            -39.503649
        ],
        [
            0.221503,
            0.239309,
            -0.017805,
            0.000349,
            0.016236,
            -0.024127
        ],
        [
            101.796407,
            101.796407,
            101.796407,
            101.796407,
            101.796407,
            101.796407
        ],
        [
            -164409,
            -113285,
            -324197,
            -434174,
            -405112,
            -246175
        ],
        [
            1.194612,
            1.464518,
            0.97142,
            1.000249,
            1.027182,
            0.972724
        ],
        [
            638,
            319,
            319,
            638,
            319,
            319
        ],
        [
            299,
            141,
            158,
            299,
            141,
            158
        ],
        [
            339,
            178,
            161,
            339,
            178,
            161
        ],
        [
            46.865204,
            44.200627,
            49.529781,
            46.865204,
            44.200627,
            49.529781
        ],
        [
            1.354426,
            1.848825,
            0.989865,
            1.134062,
            1.296726,
            0.991194
        ],
        [
            68425,
            68425,
            53627,
            137883,
            137883,
            110866
        ],
        [
            -55891,
            -21803,
            -55891,
            -92994,
            -92994,
            -71147
        ],
        [
            38,
            37,
            39,
            38,
            37,
            39
        ],
        [
            46,
            46,
            47,
            46,
            46,
            47
        ],
        [
            31,
            31,
            32,
            31,
            31,
            32
        ],
        [
            24845,
            12111,
            12734,
            24845,
            12111,
            12734
        ],
        [
            0,
            13.335115,
            0,
            0,
            13.335115,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            61760,
            327265,
            -579848,
            -576258,
            -527204,
            -579848
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579672800000,
    "first_datapoint_time": 1580220000000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759701753920,
    "expiration_time": 1766172844800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 70,
            "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)