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Trade: C98/USDT/120/HWMA/BBL/5015

Strategy
C98/USDT/120/HWMA/BBL/5015
Pair
C98_USDT
Interval
2h
Score
450285
Daily Profit
0.166204
Profit Factor
1.724931
Profitability
72.440945
Streak
183.109233
Best Strategy
Training Data Length
1524.000000
Evaluation Time
2025-09-27 21:37
Expiration Time
2025-11-18 12:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 253294.6589 -39270.8662 292565.5252 252937.5023 -182560.2542 435497.7565
Total P&L (%) 253.2947 -39.2709 292.5655 252.9375 -182.5603 435.4978
Avg Daily Profit (%) 0.1662 -0.0258 0.192 0.0828 0 0.1102
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107345 -52346 -115020 -466288 -194833 -476241
Profit Factor 1.7249 0.6647 2.2596 1.2108 0.4996 1.5214
Total Trades 127 64 63 127 64 63
Winning Trades 92 41 51 92 41 51
Losing Trades 35 23 12 35 23 12
Profitability (%) 72.4409 64.0625 80.9524 72.4409 64.0625 80.9524
Ratio Avg Win / Avg Loss 0.6562 0.3729 0.5317 0.4606 0.2803 0.358
Largest Winning Trade 31634 8589 31634 112011 25831 112011
Largest Losing Trade -71029 -16259 -71029 -404687 -59450 -404687
Avg Bars in Trades 128 3 255 128 3 255
Avg Bars in Winners 77 2 138 77 2 138
Avg Bars in Losers 262 6 753 262 6 753
Bars Traded 16339 234 16106 16339 234 16106
Profit Streak 183.1092 183.1092 282.7759 183.1092 183.1092 282.7759
Trades During Streak 6 3 10 6 3 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 450285 -716500 -132122 -79870 -716500 -187344
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18288,
    "evaluation_days": 1524,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1627812000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758998237702,
    "expiration_time": 1763462649600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.85048,
            "nb": 0.22175,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 185,
            "offset": 215,
            "std": 3.0748
        }
    }
}
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": [
        [
            253294.6589458588,
            -39270.8662309743,
            292565.5251768329,
            252937.5022801359,
            -182560.2542326851,
            435497.7565128207
        ],
        [
            253.294659,
            -39.270866,
            292.565525,
            252.937502,
            -182.560254,
            435.497757
        ],
        [
            0.166204,
            -0.025768,
            0.191972,
            0.082785,
            0,
            0.110167
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107345,
            -52346,
            -115020,
            -466288,
            -194833,
            -476241
        ],
        [
            1.724931,
            0.664737,
            2.25959,
            1.21076,
            0.499627,
            1.521383
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            92,
            41,
            51,
            92,
            41,
            51
        ],
        [
            35,
            23,
            12,
            35,
            23,
            12
        ],
        [
            72.440945,
            64.0625,
            80.952381,
            72.440945,
            64.0625,
            80.952381
        ],
        [
            0.656224,
            0.372901,
            0.531668,
            0.460615,
            0.280279,
            0.357972
        ],
        [
            31634,
            8589,
            31634,
            112011,
            25831,
            112011
        ],
        [
            -71029,
            -16259,
            -71029,
            -404687,
            -59450,
            -404687
        ],
        [
            128,
            3,
            255,
            128,
            3,
            255
        ],
        [
            77,
            2,
            138,
            77,
            2,
            138
        ],
        [
            262,
            6,
            753,
            262,
            6,
            753
        ],
        [
            16339,
            234,
            16106,
            16339,
            234,
            16106
        ],
        [
            183.109233,
            183.109233,
            282.775899,
            183.109233,
            183.109233,
            282.775899
        ],
        [
            6,
            3,
            10,
            6,
            3,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450285,
            -716500,
            -132122,
            -79870,
            -716500,
            -187344
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18288,
    "evaluation_days": 1524,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1627812000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758998237702,
    "expiration_time": 1763462649600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.85048,
            "nb": 0.22175,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 185,
            "offset": 215,
            "std": 3.0748
        }
    }
}

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)