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Trade: OCEAN/USDT/120/FWMA/HILO/8339

Strategy
OCEAN/USDT/120/FWMA/HILO/8339
Pair
OCEAN_USDT
Interval
2h
Score
357463
Daily Profit
0.180290
Profit Factor
1.230474
Profitability
64.770642
Streak
0.000000
Best Strategy
Training Data Length
1411.330000
Evaluation Time
2025-09-27 05:51
Expiration Time
2024-08-21 00:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 264635.66 254448.9419 10186.7181 -5678.9686 501788.4851 -507467.4537
Total P&L (%) 264.6357 254.4489 10.1867 -5.679 501.7885 -507.4675
Avg Daily Profit (%) 0.1875 0.1803 0.0072 -0.0041 0.1272 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -210701 -99549 -163922 -1280257 -708810 -1278505
Profit Factor 1.1107 1.2305 1.0079 0.9996 1.0809 0.9269
Total Trades 1089 545 544 1089 545 544
Winning Trades 724 353 371 724 353 371
Losing Trades 365 192 173 365 192 173
Profitability (%) 66.483 64.7706 68.1985 66.483 64.7706 68.1985
Ratio Avg Win / Avg Loss 0.5599 0.6693 0.47 0.5039 0.5879 0.4322
Largest Winning Trade 22086 22086 19297 119674 114820 119674
Largest Losing Trade -38696 -30739 -38696 -298207 -298207 -268948
Avg Bars in Trades 15 14 16 15 14 16
Avg Bars in Winners 8 7 8 8 7 8
Avg Bars in Losers 29 25 32 29 25 32
Bars Traded 16784 7789 8995 16784 7789 8995
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 -84641 357463 -551718 -572457 -151462 -575854
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16936,
    "evaluation_days": 1411.33,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1598817600000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1758941512562,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            264635.6599819039,
            254448.9419194804,
            10186.7180624235,
            -5678.9686026467,
            501788.4850893691,
            -507467.453692014
        ],
        [
            264.63566,
            254.448942,
            10.186718,
            -5.678969,
            501.788485,
            -507.467454
        ],
        [
            0.187508,
            0.18029,
            0.007218,
            -0.004143,
            0.127247,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -210701,
            -99549,
            -163922,
            -1280257,
            -708810,
            -1278505
        ],
        [
            1.110652,
            1.230474,
            1.007912,
            0.999568,
            1.080885,
            0.92692
        ],
        [
            1089,
            545,
            544,
            1089,
            545,
            544
        ],
        [
            724,
            353,
            371,
            724,
            353,
            371
        ],
        [
            365,
            192,
            173,
            365,
            192,
            173
        ],
        [
            66.483012,
            64.770642,
            68.198529,
            66.483012,
            64.770642,
            68.198529
        ],
        [
            0.559928,
            0.669266,
            0.469996,
            0.503926,
            0.587904,
            0.43223
        ],
        [
            22086,
            22086,
            19297,
            119674,
            114820,
            119674
        ],
        [
            -38696,
            -30739,
            -38696,
            -298207,
            -298207,
            -268948
        ],
        [
            15,
            14,
            16,
            15,
            14,
            16
        ],
        [
            8,
            7,
            8,
            8,
            7,
            8
        ],
        [
            29,
            25,
            32,
            29,
            25,
            32
        ],
        [
            16784,
            7789,
            8995,
            16784,
            7789,
            8995
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -84641,
            357463,
            -551718,
            -572457,
            -151462,
            -575854
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16936,
    "evaluation_days": 1411.33,
    "actual_first_datapoint_time": 1597824000000,
    "first_datapoint_time": 1598817600000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1758941512562,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)