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Trade: ONE/USDT/720/SSF/HWMA/5065

Strategy
ONE/USDT/720/SSF/HWMA/5065
Pair
ONE_USDT
Interval
12h
Score
323027
Daily Profit
0.392543
Profit Factor
1.726618
Profitability
36.458333
Streak
0.000000
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 08:17
Expiration Time
2025-12-02 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 905988.689 812808.7297 93179.9593 371815.795 273927.5255 97888.2695
Total P&L (%) 905.9887 812.8087 93.18 371.8158 273.9275 97.8883
Avg Daily Profit (%) 0.3925 0.3522 0.0404 0.0672 0.0572 0.0296
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161908 -121485 -215684 -2552946 -1884709 -668236
Profit Factor 1.7266 2.3443 1.1451 1.0579 1.0754 1.0351
Total Trades 192 96 96 192 96 96
Winning Trades 70 31 39 70 31 39
Losing Trades 122 65 57 122 65 57
Profitability (%) 36.4583 32.2917 40.625 36.4583 32.2917 40.625
Ratio Avg Win / Avg Loss 3.0092 4.9155 1.6736 1.8438 2.2549 1.5128
Largest Winning Trade 447443 447443 56842 1685849 1685849 351498
Largest Losing Trade -63678 -25809 -63678 -389201 -389201 -350566
Avg Bars in Trades 23 22 25 23 22 25
Avg Bars in Winners 42 41 43 42 41 43
Avg Bars in Losers 13 13 12 13 13 12
Bars Traded 4579 2156 2423 4579 2156 2423
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323027 248263 -202459 -262847 -259942 -337842

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559347200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863867618,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 54,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.36459,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            905988.689044398,
            812808.7297076766,
            93179.9593367215,
            371815.7949927208,
            273927.525450438,
            97888.2695422819
        ],
        [
            905.988689,
            812.80873,
            93.179959,
            371.815795,
            273.927525,
            97.88827
        ],
        [
            0.392543,
            0.35217,
            0.040373,
            0.067242,
            0.057161,
            0.029577
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161908,
            -121485,
            -215684,
            -2552946,
            -1884709,
            -668236
        ],
        [
            1.726618,
            2.344306,
            1.145089,
            1.057911,
            1.075429,
            1.0351
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            70,
            31,
            39,
            70,
            31,
            39
        ],
        [
            122,
            65,
            57,
            122,
            65,
            57
        ],
        [
            36.458333,
            32.291667,
            40.625,
            36.458333,
            32.291667,
            40.625
        ],
        [
            3.009248,
            4.91548,
            1.673592,
            1.843788,
            2.254931,
            1.512839
        ],
        [
            447443,
            447443,
            56842,
            1685849,
            1685849,
            351498
        ],
        [
            -63678,
            -25809,
            -63678,
            -389201,
            -389201,
            -350566
        ],
        [
            23,
            22,
            25,
            23,
            22,
            25
        ],
        [
            42,
            41,
            43,
            42,
            41,
            43
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            4579,
            2156,
            2423,
            4579,
            2156,
            2423
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323027,
            248263,
            -202459,
            -262847,
            -259942,
            -337842
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559347200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863867618,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 54,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.36459,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)