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Trade: ONE/USDT/240/DCL/HMA/5843

Strategy
ONE/USDT/240/DCL/HMA/5843
Pair
ONE_USDT
Interval
4h
Score
616947
Daily Profit
1.136169
Profit Factor
4.009715
Profitability
38.613861
Streak
4.561968
Best Strategy
Training Data Length
2320.000000
Evaluation Time
2025-10-07 12:29
Expiration Time
2025-12-16 00:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2635912.8834 2689051.4792 -53138.5958 -71787.6443 157604.6122 -229392.2565
Total P&L (%) 2635.9129 2689.0515 -53.1386 -71.7876 157.6046 -229.3923
Avg Daily Profit (%) 1.1362 1.1591 -0.0229 -0.0545 0.0408 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -252702 -239344 -66131 -921239 -721401 -262308
Profit Factor 4.0097 4.8269 0.6931 0.9618 1.104 0.3686
Total Trades 101 50 51 101 50 51
Winning Trades 39 14 25 39 14 25
Losing Trades 62 36 26 62 36 26
Profitability (%) 38.6139 28 49.0196 38.6139 28 49.0196
Ratio Avg Win / Avg Loss 6.3744 12.4121 0.7208 1.529 2.8388 0.3834
Largest Winning Trade 2647782 2647782 17354 865470 865470 37985
Largest Losing Trade -57968 -57968 -17046 -510871 -510871 -134847
Avg Bars in Trades 134 255 15 134 255 15
Avg Bars in Winners 171 456 12 171 456 12
Avg Bars in Losers 111 178 19 111 178 19
Bars Traded 13610 12797 813 13610 12797 813
Profit Streak 4.562 6.7286 4.562 4.562 6.7286 4.562
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 616947 -175092 -760631 -581389 -439681 -760631
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13920,
    "evaluation_days": 2320,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561608000000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759829354032,
    "expiration_time": 1765837440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 146,
            "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": [
        [
            2635912.883427794,
            2689051.479198171,
            -53138.5957703785,
            -71787.6443140798,
            157604.6121684857,
            -229392.2564825653
        ],
        [
            2635.912883,
            2689.051479,
            -53.138596,
            -71.787644,
            157.604612,
            -229.392256
        ],
        [
            1.136169,
            1.159074,
            -0.022905,
            -0.054529,
            0.040795,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -252702,
            -239344,
            -66131,
            -921239,
            -721401,
            -262308
        ],
        [
            4.009715,
            4.82693,
            0.693082,
            0.961794,
            1.103987,
            0.368628
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            39,
            14,
            25,
            39,
            14,
            25
        ],
        [
            62,
            36,
            26,
            62,
            36,
            26
        ],
        [
            38.613861,
            28,
            49.019608,
            38.613861,
            28,
            49.019608
        ],
        [
            6.374418,
            12.412106,
            0.720805,
            1.529005,
            2.838824,
            0.383373
        ],
        [
            2647782,
            2647782,
            17354,
            865470,
            865470,
            37985
        ],
        [
            -57968,
            -57968,
            -17046,
            -510871,
            -510871,
            -134847
        ],
        [
            134,
            255,
            15,
            134,
            255,
            15
        ],
        [
            171,
            456,
            12,
            171,
            456,
            12
        ],
        [
            111,
            178,
            19,
            111,
            178,
            19
        ],
        [
            13610,
            12797,
            813,
            13610,
            12797,
            813
        ],
        [
            4.561968,
            6.728635,
            4.561968,
            4.561968,
            6.728635,
            4.561968
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            616947,
            -175092,
            -760631,
            -581389,
            -439681,
            -760631
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13920,
    "evaluation_days": 2320,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561608000000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759829354032,
    "expiration_time": 1765837440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 146,
            "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)