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Trade: OCEAN/USDT/720/MIDPRICE/HWMA/1259

Strategy
OCEAN/USDT/720/MIDPRICE/HWMA/1259
Pair
OCEAN_USDT
Interval
12h
Score
429978
Daily Profit
0.245197
Profit Factor
1.211842
Profitability
53.846154
Streak
470.735714
Best Strategy
Training Data Length
1412.500000
Evaluation Time
2025-09-27 20:39
Expiration Time
2024-08-12 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 346340.6461 320792.5392 25548.1068 74462.9958 -166818.5297 241281.5255
Total P&L (%) 346.3406 320.7925 25.5481 74.463 -166.8185 241.2815
Avg Daily Profit (%) 0.2452 0.2271 0.0181 0.0394 0 0.0869
Buy And Hold Return (%) 27.6955 27.6955 27.6955 27.6955 27.6955 27.6955
Max Trade Drawdown -192064 -118478 -181358 -835986 -741557 -564077
Profit Factor 1.2118 1.4357 1.0284 1.0163 0.9278 1.1075
Total Trades 429 214 215 429 214 215
Winning Trades 231 117 114 231 117 114
Losing Trades 198 97 101 198 97 101
Profitability (%) 53.8462 54.6729 53.0233 53.8462 54.6729 53.0233
Ratio Avg Win / Avg Loss 1.0387 1.1903 0.9112 0.8712 0.7692 0.9812
Largest Winning Trade 35767 35767 29331 176925 94188 176925
Largest Losing Trade -52990 -24713 -52990 -184150 -158296 -184150
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 2608 1302 1306 2608 1302 1306
Profit Streak 470.7357 470.7357 479.7357 470.7357 470.7357 479.7357
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 429978 402289 -522792 -343467 -578369 -178234
Evaluation Data
{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1606910400000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758994765738,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.66027,
            "nc": 0.91291
        }
    }
}
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": [
        [
            346340.6460604066,
            320792.5392410303,
            25548.1068193762,
            74462.9958126739,
            -166818.5296867097,
            241281.5254993833
        ],
        [
            346.340646,
            320.792539,
            25.548107,
            74.462996,
            -166.81853,
            241.281525
        ],
        [
            0.245197,
            0.22711,
            0.018087,
            0.039409,
            0,
            0.086943
        ],
        [
            27.695516,
            27.695516,
            27.695516,
            27.695516,
            27.695516,
            27.695516
        ],
        [
            -192064,
            -118478,
            -181358,
            -835986,
            -741557,
            -564077
        ],
        [
            1.211842,
            1.43567,
            1.028432,
            1.016349,
            0.927787,
            1.107498
        ],
        [
            429,
            214,
            215,
            429,
            214,
            215
        ],
        [
            231,
            117,
            114,
            231,
            117,
            114
        ],
        [
            198,
            97,
            101,
            198,
            97,
            101
        ],
        [
            53.846154,
            54.672897,
            53.023256,
            53.846154,
            54.672897,
            53.023256
        ],
        [
            1.038722,
            1.190256,
            0.911154,
            0.871156,
            0.769191,
            0.981204
        ],
        [
            35767,
            35767,
            29331,
            176925,
            94188,
            176925
        ],
        [
            -52990,
            -24713,
            -52990,
            -184150,
            -158296,
            -184150
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            2608,
            1302,
            1306,
            2608,
            1302,
            1306
        ],
        [
            470.735714,
            470.735714,
            479.735714,
            470.735715,
            470.735715,
            479.735715
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429978,
            402289,
            -522792,
            -343467,
            -578369,
            -178234
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OCEAN_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2825,
    "evaluation_days": 1412.5,
    "actual_first_datapoint_time": 1597795200000,
    "first_datapoint_time": 1606910400000,
    "last_datapoint_time": 1719792000000,
    "evaluation_time": 1758994765738,
    "expiration_time": 1723453200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.66027,
            "nc": 0.91291
        }
    }
}

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)