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Trade: ONE/USDT/240/HMA/SSF/1888

Strategy
ONE/USDT/240/HMA/SSF/1888
Pair
ONE_USDT
Interval
4h
Score
363882
Daily Profit
0.262719
Profit Factor
1.408154
Profitability
43.877551
Streak
23.698780
Best Strategy
Training Data Length
2315.830000
Evaluation Time
2025-10-03 11:46
Expiration Time
2025-12-11 17:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 608412.048 715350.2032 -106938.1552 -94463.7407 -61956.0202 -32507.7205
Total P&L (%) 608.412 715.3502 -106.9382 -94.4637 -61.956 -32.5077
Avg Daily Profit (%) 0.2627 0.3089 -0.0462 -0.1249 -0.0417 -0.017
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -275177 -195365 -297977 -88619 -53119 -48714
Profit Factor 1.4082 1.8844 0.8431 0.6583 0.6567 0.6613
Total Trades 196 98 98 196 98 98
Winning Trades 86 40 46 86 40 46
Losing Trades 110 58 52 110 58 52
Profitability (%) 43.8776 40.8163 46.9388 43.8776 40.8163 46.9388
Ratio Avg Win / Avg Loss 1.8011 2.7323 0.9531 0.842 0.9522 0.7476
Largest Winning Trade 457084 457084 38865 55376 55376 21933
Largest Losing Trade -61558 -56854 -61558 -36307 -36307 -13212
Avg Bars in Trades 69 78 60 69 78 60
Avg Bars in Winners 86 96 77 86 96 77
Avg Bars in Losers 56 65 46 56 65 46
Bars Traded 13633 7661 5972 13633 7661 5972
Profit Streak 23.6988 36.6988 23.6988 23.6988 36.6988 23.6988
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363882 332107 -581715 -581099 -584098 -581715
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13895,
    "evaluation_days": 2315.83,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562990400000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759481174619,
    "expiration_time": 1765466640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 48,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            608412.0480249793,
            715350.2031875737,
            -106938.1551625945,
            -94463.7407353846,
            -61956.0201900771,
            -32507.7205453075
        ],
        [
            608.412048,
            715.350203,
            -106.938155,
            -94.463741,
            -61.95602,
            -32.507721
        ],
        [
            0.262719,
            0.308896,
            -0.046177,
            -0.124882,
            -0.041723,
            -0.016975
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -275177,
            -195365,
            -297977,
            -88619,
            -53119,
            -48714
        ],
        [
            1.408154,
            1.88436,
            0.843142,
            0.65832,
            0.65672,
            0.661327
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            86,
            40,
            46,
            86,
            40,
            46
        ],
        [
            110,
            58,
            52,
            110,
            58,
            52
        ],
        [
            43.877551,
            40.816327,
            46.938776,
            43.877551,
            40.816327,
            46.938776
        ],
        [
            1.801127,
            2.732322,
            0.953117,
            0.842037,
            0.952244,
            0.747587
        ],
        [
            457084,
            457084,
            38865,
            55376,
            55376,
            21933
        ],
        [
            -61558,
            -56854,
            -61558,
            -36307,
            -36307,
            -13212
        ],
        [
            69,
            78,
            60,
            69,
            78,
            60
        ],
        [
            86,
            96,
            77,
            86,
            96,
            77
        ],
        [
            56,
            65,
            46,
            56,
            65,
            46
        ],
        [
            13633,
            7661,
            5972,
            13633,
            7661,
            5972
        ],
        [
            23.69878,
            36.69878,
            23.69878,
            23.69878,
            36.69878,
            23.69878
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363882,
            332107,
            -581715,
            -581099,
            -584098,
            -581715
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13895,
    "evaluation_days": 2315.83,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562990400000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759481174619,
    "expiration_time": 1765466640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 48,
            "offset": 0,
            "poles": 3
        }
    }
}

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)