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Trade: ONE/USDT/360/DCM/HMA/4609

Strategy
ONE/USDT/360/DCM/HMA/4609
Pair
ONE_USDT
Interval
6h
Score
617112
Daily Profit
0.334799
Profit Factor
3.342425
Profitability
57.500000
Streak
57.825238
Best Strategy
Training Data Length
2323.000000
Evaluation Time
2025-10-09 22:48
Expiration Time
2025-12-18 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 881959.9745 777737.3913 104222.5832 1382607.6529 3829001.5601 -2446393.9073
Total P&L (%) 881.96 777.7374 104.2226 1382.6077 3829.0016 -2446.3939
Avg Daily Profit (%) 0.3797 0.3348 0.0449 0.1161 0.1582 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144972 -106538 -133100 -17772021 -10639420 -9181070
Profit Factor 2.1971 3.3424 1.2575 1.0314 1.172 0.8879
Total Trades 79 40 39 79 40 39
Winning Trades 46 23 23 46 23 23
Losing Trades 33 17 16 33 17 16
Profitability (%) 58.2278 57.5 58.9744 58.2278 57.5 58.9744
Ratio Avg Win / Avg Loss 1.5762 2.4705 0.8748 0.7399 0.8662 0.6177
Largest Winning Trade 171292 171292 80054 5812813 5812813 4988914
Largest Losing Trade -68372 -39278 -68372 -9181070 -5729581 -9181070
Avg Bars in Trades 107 80 135 107 80 135
Avg Bars in Winners 103 64 142 103 64 142
Avg Bars in Losers 113 101 125 113 101 125
Bars Traded 8496 3209 5287 8496 3209 5287
Profit Streak 57.8252 57.8252 79.8252 57.8252 57.8252 79.8252
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -15200 617112 -133085 -254192 -23771 -579036
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9292,
    "evaluation_days": 2323,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564207200000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760039300538,
    "expiration_time": 1766054016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 213,
            "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": [
        [
            881959.9745224885,
            777737.3913473382,
            104222.5831751504,
            1382607.6528531122,
            3829001.5601042793,
            -2446393.907251164
        ],
        [
            881.959975,
            777.737391,
            104.222583,
            1382.607653,
            3829.00156,
            -2446.393907
        ],
        [
            0.379664,
            0.334799,
            0.044866,
            0.116141,
            0.158152,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144972,
            -106538,
            -133100,
            -17772021,
            -10639420,
            -9181070
        ],
        [
            2.197075,
            3.342425,
            1.257505,
            1.031355,
            1.171983,
            0.887944
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            58.227848,
            57.5,
            58.974359,
            58.227848,
            57.5,
            58.974359
        ],
        [
            1.576162,
            2.470488,
            0.874786,
            0.739885,
            0.866249,
            0.6177
        ],
        [
            171292,
            171292,
            80054,
            5812813,
            5812813,
            4988914
        ],
        [
            -68372,
            -39278,
            -68372,
            -9181070,
            -5729581,
            -9181070
        ],
        [
            107,
            80,
            135,
            107,
            80,
            135
        ],
        [
            103,
            64,
            142,
            103,
            64,
            142
        ],
        [
            113,
            101,
            125,
            113,
            101,
            125
        ],
        [
            8496,
            3209,
            5287,
            8496,
            3209,
            5287
        ],
        [
            57.825238,
            57.825238,
            79.825238,
            57.825238,
            57.825238,
            79.825238
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -15200,
            617112,
            -133085,
            -254192,
            -23771,
            -579036
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9292,
    "evaluation_days": 2323,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564207200000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760039300538,
    "expiration_time": 1766054016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 213,
            "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)