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Trade: ONE/USDT/720/HWMA/SINWMA/4171

Strategy
ONE/USDT/720/HWMA/SINWMA/4171
Pair
ONE_USDT
Interval
12h
Score
322228
Daily Profit
0.190895
Profit Factor
2.373377
Profitability
39.473684
Streak
21.450985
Best Strategy
Training Data Length
2323.000000
Evaluation Time
2025-10-10 01:49
Expiration Time
2025-12-18 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2065148.9628 -63597.6326 -2001551.3301 -198497.1614 8295308.7727 -8493805.9341
Total P&L (%) -2065.149 -63.5976 -2001.5513 -198.4972 8295.3088 -8493.8059
Avg Daily Profit (%) -0.889 -0.0274 -0.8616 0 0.1909 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2203057 -175256 -2089749 -16592638 -5320373 -14057795
Profit Factor 0.2478 0.8305 0.1556 0.9905 2.3734 0.4272
Total Trades 77 38 39 77 38 39
Winning Trades 56 25 31 26 15 11
Losing Trades 21 13 8 51 23 28
Profitability (%) 72.7273 65.7895 79.4872 33.7662 39.4737 28.2051
Ratio Avg Win / Avg Loss 0.0929 0.4318 0.0402 1.9429 3.6392 1.0875
Largest Winning Trade 36930 36930 36130 9239051 9239051 2188108
Largest Losing Trade -1690898 -80779 -1690898 -6900172 -1995493 -6900172
Avg Bars in Trades 56 66 46 56 66 46
Avg Bars in Winners 21 24 17 92 106 72
Avg Bars in Losers 149 146 155 37 40 35
Bars Traded 4324 2528 1796 4324 2528 1796
Profit Streak 3.451 0 272.951 0 21.451 0
Trades During Streak 1 0 8 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -624557 -578718 -575474 -630590 322228 -594779
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4646,
    "evaluation_days": 2323,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565611200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760050165086,
    "expiration_time": 1766032416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.22467,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sinwma",
        "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": [
        [
            -2065148.9627599549,
            -63597.6326442033,
            -2001551.330115752,
            -198497.1614226697,
            8295308.772680972,
            -8493805.934103642
        ],
        [
            -2065.148963,
            -63.597633,
            -2001.55133,
            -198.497161,
            8295.308773,
            -8493.805934
        ],
        [
            -0.889001,
            -0.027377,
            -0.861623,
            0,
            0.190895,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2203057,
            -175256,
            -2089749,
            -16592638,
            -5320373,
            -14057795
        ],
        [
            0.247821,
            0.83045,
            0.155627,
            0.990489,
            2.373377,
            0.427232
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            56,
            25,
            31,
            26,
            15,
            11
        ],
        [
            21,
            13,
            8,
            51,
            23,
            28
        ],
        [
            72.727273,
            65.789474,
            79.487179,
            33.766234,
            39.473684,
            28.205128
        ],
        [
            0.092933,
            0.431834,
            0.040162,
            1.942882,
            3.639178,
            1.087501
        ],
        [
            36930,
            36930,
            36130,
            9239051,
            9239051,
            2188108
        ],
        [
            -1690898,
            -80779,
            -1690898,
            -6900172,
            -1995493,
            -6900172
        ],
        [
            56,
            66,
            46,
            56,
            66,
            46
        ],
        [
            21,
            24,
            17,
            92,
            106,
            72
        ],
        [
            149,
            146,
            155,
            37,
            40,
            35
        ],
        [
            4324,
            2528,
            1796,
            4324,
            2528,
            1796
        ],
        [
            3.450985,
            0,
            272.950985,
            0,
            21.450985,
            0
        ],
        [
            1,
            0,
            8,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -624557,
            -578718,
            -575474,
            -630590,
            322228,
            -594779
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4646,
    "evaluation_days": 2323,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565611200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760050165086,
    "expiration_time": 1766032416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.22467,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sinwma",
        "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)