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Trade: ONE/USDT/120/WMA/HMA/9824

Strategy
ONE/USDT/120/WMA/HMA/9824
Pair
ONE_USDT
Interval
2h
Score
341992
Daily Profit
0.411836
Profit Factor
1.490454
Profitability
37.688442
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-08 05:24
Expiration Time
2025-12-22 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 857990.4532 827629.4948 30360.9584 349153.9606 526765.6997 -177611.7391
Total P&L (%) 857.9905 827.6295 30.361 349.154 526.7657 -177.6117
Avg Daily Profit (%) 0.4118 0.3973 0.0146 0.0721 0.0881 0
Buy And Hold Return (%) 85.1351 85.1351 85.1351 85.1351 85.1351 85.1351
Max Trade Drawdown -168379 -112553 -235391 -2267198 -1736151 -977632
Profit Factor 1.4905 2.0045 1.0328 1.0289 1.0838 0.9693
Total Trades 398 199 199 398 199 199
Winning Trades 150 65 85 150 65 85
Losing Trades 248 134 114 248 134 114
Profitability (%) 37.6884 32.6633 42.7136 37.6884 32.6633 42.7136
Ratio Avg Win / Avg Loss 2.4642 4.1323 1.3852 1.7011 2.2343 1.3001
Largest Winning Trade 520954 520954 52222 884511 884511 415621
Largest Losing Trade -35086 -21405 -35086 -402124 -402124 -260820
Avg Bars in Trades 62 61 63 62 61 63
Avg Bars in Winners 101 108 96 101 108 96
Avg Bars in Losers 38 38 39 38 38 39
Bars Traded 24831 12165 12666 24831 12165 12666
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341992 261966 -525940 -289091 -208925 -581458
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579816800000,
    "first_datapoint_time": 1580414400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759890290872,
    "expiration_time": 1766361600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 77,
            "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": [
        [
            857990.4531805306,
            827629.4948000351,
            30360.9583804946,
            349153.9606473649,
            526765.6997169934,
            -177611.7390696284
        ],
        [
            857.990453,
            827.629495,
            30.360958,
            349.153961,
            526.7657,
            -177.611739
        ],
        [
            0.411836,
            0.397263,
            0.014573,
            0.072132,
            0.088138,
            0
        ],
        [
            85.135135,
            85.135135,
            85.135135,
            85.135135,
            85.135135,
            85.135135
        ],
        [
            -168379,
            -112553,
            -235391,
            -2267198,
            -1736151,
            -977632
        ],
        [
            1.490454,
            2.00447,
            1.032807,
            1.028904,
            1.083782,
            0.969336
        ],
        [
            398,
            199,
            199,
            398,
            199,
            199
        ],
        [
            150,
            65,
            85,
            150,
            65,
            85
        ],
        [
            248,
            134,
            114,
            248,
            134,
            114
        ],
        [
            37.688442,
            32.663317,
            42.713568,
            37.688442,
            32.663317,
            42.713568
        ],
        [
            2.464218,
            4.132293,
            1.385177,
            1.701122,
            2.234259,
            1.300051
        ],
        [
            520954,
            520954,
            52222,
            884511,
            884511,
            415621
        ],
        [
            -35086,
            -21405,
            -35086,
            -402124,
            -402124,
            -260820
        ],
        [
            62,
            61,
            63,
            62,
            61,
            63
        ],
        [
            101,
            108,
            96,
            101,
            108,
            96
        ],
        [
            38,
            38,
            39,
            38,
            38,
            39
        ],
        [
            24831,
            12165,
            12666,
            24831,
            12165,
            12666
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341992,
            261966,
            -525940,
            -289091,
            -208925,
            -581458
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579816800000,
    "first_datapoint_time": 1580414400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759890290872,
    "expiration_time": 1766361600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 77,
            "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)