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Trade: OCEAN/USDT/120/HWMA/SSF/5283

Strategy
OCEAN/USDT/120/HWMA/SSF/5283
Pair
OCEAN_USDT
Interval
2h
Score
442217
Daily Profit
0.231984
Profit Factor
1.454562
Profitability
59.002770
Streak
489.136572
Best Strategy
Training Data Length
1411.330000
Evaluation Time
2025-10-05 06:16
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 280096.7483 327405.3007 -47308.5524 695034.5137 -1167178.0247 1862212.5384
Total P&L (%) 280.0967 327.4053 -47.3086 695.0345 -1167.178 1862.2125
Avg Daily Profit (%) 0.1985 0.232 -0.0335 0.147 0 0.2111
Buy And Hold Return (%) 20.1766 20.1766 20.1766 20.1766 20.1766 20.1766
Max Trade Drawdown -270246 -72025 -298921 -5146672 -2187214 -3835050
Profit Factor 1.1622 1.4546 0.953 1.0408 0.8653 1.2224
Total Trades 723 361 362 723 361 362
Winning Trades 424 213 211 396 199 197
Losing Trades 299 148 151 327 162 165
Profitability (%) 58.6445 59.0028 58.2873 54.7718 55.1247 54.4199
Ratio Avg Win / Avg Loss 0.8196 1.0107 0.682 0.8594 0.7044 1.0239
Largest Winning Trade 35181 35181 21068 2568727 292950 2568727
Largest Losing Trade -161435 -57868 -161435 -2130379 -1034394 -2130379
Avg Bars in Trades 22 22 23 22 22 23
Avg Bars in Winners 15 15 15 19 18 19
Avg Bars in Losers 33 32 33 26 26 26
Bars Traded 16451 8088 8363 16451 8088 8363
Profit Streak 488.3032 489.1366 488.3032 488.3032 489.1366 488.3032
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -29624 442217 -577504 -168063 -577919 378536
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": 1599069600000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1759634199836,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.40154,
            "nb": 0.1,
            "nc": 0.69101
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 136,
            "offset": 173,
            "poles": 3
        }
    }
}
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": [
        [
            280096.7483104888,
            327405.3007271584,
            -47308.5524166696,
            695034.5137397131,
            -1167178.0246842382,
            1862212.5384239517
        ],
        [
            280.096748,
            327.405301,
            -47.308552,
            695.034514,
            -1167.178025,
            1862.212538
        ],
        [
            0.198463,
            0.231984,
            -0.033521,
            0.147006,
            0,
            0.211134
        ],
        [
            20.176644,
            20.176644,
            20.176644,
            20.176644,
            20.176644,
            20.176644
        ],
        [
            -270246,
            -72025,
            -298921,
            -5146672,
            -2187214,
            -3835050
        ],
        [
            1.16219,
            1.454562,
            0.953006,
            1.040799,
            0.865285,
            1.222441
        ],
        [
            723,
            361,
            362,
            723,
            361,
            362
        ],
        [
            424,
            213,
            211,
            396,
            199,
            197
        ],
        [
            299,
            148,
            151,
            327,
            162,
            165
        ],
        [
            58.644537,
            59.00277,
            58.287293,
            54.771784,
            55.124654,
            54.41989
        ],
        [
            0.819563,
            1.010682,
            0.682009,
            0.859447,
            0.704403,
            1.023872
        ],
        [
            35181,
            35181,
            21068,
            2568727,
            292950,
            2568727
        ],
        [
            -161435,
            -57868,
            -161435,
            -2130379,
            -1034394,
            -2130379
        ],
        [
            22,
            22,
            23,
            22,
            22,
            23
        ],
        [
            15,
            15,
            15,
            19,
            18,
            19
        ],
        [
            33,
            32,
            33,
            26,
            26,
            26
        ],
        [
            16451,
            8088,
            8363,
            16451,
            8088,
            8363
        ],
        [
            488.303239,
            489.136572,
            488.303239,
            488.303239,
            489.136572,
            488.303239
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -29624,
            442217,
            -577504,
            -168063,
            -577919,
            378536
        ]
    ]
}
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": 1599069600000,
    "last_datapoint_time": 1719799200000,
    "evaluation_time": 1759634199836,
    "expiration_time": 1724189011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.40154,
            "nb": 0.1,
            "nc": 0.69101
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 136,
            "offset": 173,
            "poles": 3
        }
    }
}

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)