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Trade: ONE/USDT/360/HILO/FWMA/4794

Strategy
ONE/USDT/360/HILO/FWMA/4794
Pair
ONE_USDT
Interval
6h
Score
362939
Daily Profit
0.486929
Profit Factor
1.567501
Profitability
33.904762
Streak
0.000000
Best Strategy
Training Data Length
2314.500000
Evaluation Time
2025-10-01 14:13
Expiration Time
2025-12-09 18:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1126997.2654 959042.7998 167954.4656 1777708.4787 282787.2395 1494921.2392
Total P&L (%) 1126.9973 959.0428 167.9545 1777.7085 282.7872 1494.9212
Avg Daily Profit (%) 0.4869 0.4144 0.0726 0.1268 0.058 0.1197
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109606 -106790 -240956 -1902924 -1572197 -1000735
Profit Factor 1.5675 1.948 1.1724 1.1745 1.0497 1.3325
Total Trades 525 263 262 525 263 262
Winning Trades 178 81 97 178 81 97
Losing Trades 347 182 165 347 182 165
Profitability (%) 33.9048 30.7985 37.0229 33.9048 30.7985 37.0229
Ratio Avg Win / Avg Loss 3.0557 4.3769 1.9943 2.2896 2.3585 2.2667
Largest Winning Trade 489216 489216 60657 1026310 1026310 479876
Largest Losing Trade -24720 -18754 -24720 -643867 -395522 -643867
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 33 38 29 33 38 29
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 9190 4733 4457 9190 4733 4457
Profit Streak 0 0 13.4678 0 0 13.4678
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362939 259218 -129174 -54042 -286592 -34712
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9258,
    "evaluation_days": 2314.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560124800000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759317219550,
    "expiration_time": 1765297584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 37,
            "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": [
        [
            1126997.2654346817,
            959042.7997957256,
            167954.4656389553,
            1777708.4787469935,
            282787.2395392706,
            1494921.2392077236
        ],
        [
            1126.997265,
            959.0428,
            167.954466,
            1777.708479,
            282.78724,
            1494.921239
        ],
        [
            0.486929,
            0.414363,
            0.072566,
            0.126787,
            0.058012,
            0.119726
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109606,
            -106790,
            -240956,
            -1902924,
            -1572197,
            -1000735
        ],
        [
            1.567501,
            1.94795,
            1.172404,
            1.174502,
            1.049682,
            1.332546
        ],
        [
            525,
            263,
            262,
            525,
            263,
            262
        ],
        [
            178,
            81,
            97,
            178,
            81,
            97
        ],
        [
            347,
            182,
            165,
            347,
            182,
            165
        ],
        [
            33.904762,
            30.798479,
            37.022901,
            33.904762,
            30.798479,
            37.022901
        ],
        [
            3.055746,
            4.376875,
            1.994295,
            2.289619,
            2.358545,
            2.266702
        ],
        [
            489216,
            489216,
            60657,
            1026310,
            1026310,
            479876
        ],
        [
            -24720,
            -18754,
            -24720,
            -643867,
            -395522,
            -643867
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            33,
            38,
            29,
            33,
            38,
            29
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            9190,
            4733,
            4457,
            9190,
            4733,
            4457
        ],
        [
            0,
            0,
            13.467819,
            0,
            0,
            13.467819
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362939,
            259218,
            -129174,
            -54042,
            -286592,
            -34712
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9258,
    "evaluation_days": 2314.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560124800000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759317219550,
    "expiration_time": 1765297584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 37,
            "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)