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Trade: ONE/USDT/720/HMA/FWMA/2793

Strategy
ONE/USDT/720/HMA/FWMA/2793
Pair
ONE_USDT
Interval
12h
Score
368318
Daily Profit
0.361893
Profit Factor
1.613726
Profitability
39.234450
Streak
17.184328
Best Strategy
Training Data Length
2321.000000
Evaluation Time
2025-10-07 19:25
Expiration Time
2025-12-16 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 839953.863 813933.2637 26020.5992 143941.4042 -840.3026 144781.7068
Total P&L (%) 839.9539 813.9333 26.0206 143.9414 -0.8403 144.7817
Avg Daily Profit (%) 0.3619 0.3507 0.0112 0.0384 -0.0004 0.0386
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191743 -111195 -280693 -518396 -477587 -141168
Profit Factor 1.6137 2.1673 1.0388 1.0774 0.9993 1.2008
Total Trades 209 104 105 209 104 105
Winning Trades 82 37 45 82 37 45
Losing Trades 127 67 60 127 67 60
Profitability (%) 39.2345 35.5769 42.8571 39.2345 35.5769 42.8571
Ratio Avg Win / Avg Loss 2.4993 3.9246 1.385 1.6687 1.8095 1.6011
Largest Winning Trade 386426 386426 69181 421525 421525 86189
Largest Losing Trade -48771 -35042 -48771 -121284 -121284 -96671
Avg Bars in Trades 21 23 19 21 23 19
Avg Bars in Winners 35 40 31 35 40 31
Avg Bars in Losers 12 14 9 12 14 9
Bars Traded 4478 2474 2004 4478 2474 2004
Profit Streak 17.1843 0 20.1843 17.1843 0 20.1843
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368318 282252 -361435 -278046 -583608 -143001
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4642,
    "evaluation_days": 2321,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565006400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759854325977,
    "expiration_time": 1765854432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 132,
            "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": [
        [
            839953.8629508637,
            813933.2637307122,
            26020.5992201514,
            143941.404228261,
            -840.3025877953,
            144781.7068160563
        ],
        [
            839.953863,
            813.933264,
            26.020599,
            143.941404,
            -0.840303,
            144.781707
        ],
        [
            0.361893,
            0.350682,
            0.011211,
            0.038429,
            -0.000364,
            0.038577
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191743,
            -111195,
            -280693,
            -518396,
            -477587,
            -141168
        ],
        [
            1.613726,
            2.167301,
            1.038759,
            1.077439,
            0.999261,
            1.20082
        ],
        [
            209,
            104,
            105,
            209,
            104,
            105
        ],
        [
            82,
            37,
            45,
            82,
            37,
            45
        ],
        [
            127,
            67,
            60,
            127,
            67,
            60
        ],
        [
            39.23445,
            35.576923,
            42.857143,
            39.23445,
            35.576923,
            42.857143
        ],
        [
            2.499307,
            3.924571,
            1.385013,
            1.668717,
            1.809473,
            1.601093
        ],
        [
            386426,
            386426,
            69181,
            421525,
            421525,
            86189
        ],
        [
            -48771,
            -35042,
            -48771,
            -121284,
            -121284,
            -96671
        ],
        [
            21,
            23,
            19,
            21,
            23,
            19
        ],
        [
            35,
            40,
            31,
            35,
            40,
            31
        ],
        [
            12,
            14,
            9,
            12,
            14,
            9
        ],
        [
            4478,
            2474,
            2004,
            4478,
            2474,
            2004
        ],
        [
            17.184328,
            0,
            20.184328,
            17.184328,
            0,
            20.184328
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368318,
            282252,
            -361435,
            -278046,
            -583608,
            -143001
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4642,
    "evaluation_days": 2321,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565006400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759854325977,
    "expiration_time": 1765854432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 132,
            "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)