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Trade: ONE/USDT/240/WMA/HILO/7919

Strategy
ONE/USDT/240/WMA/HILO/7919
Pair
ONE_USDT
Interval
4h
Score
447187
Daily Profit
0.311215
Profit Factor
1.415350
Profitability
46.403712
Streak
7.442218
Best Strategy
Training Data Length
2307.170000
Evaluation Time
2025-09-27 01:36
Expiration Time
2025-12-02 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 718025.3531 659010.2265 59015.1267 99091.1287 109047.8339 -9956.7053
Total P&L (%) 718.0254 659.0102 59.0151 99.0911 109.0478 -9.9567
Avg Daily Profit (%) 0.3112 0.2856 0.0256 0.0299 0.032 -0.0045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161772 -122549 -292956 -1092470 -811119 -476591
Profit Factor 1.4154 1.8762 1.0604 1.0244 1.055 0.9952
Total Trades 431 216 215 431 216 215
Winning Trades 200 90 110 200 90 110
Losing Trades 231 126 105 231 126 105
Profitability (%) 46.4037 41.6667 51.1628 46.4037 41.6667 51.1628
Ratio Avg Win / Avg Loss 1.6347 2.6267 1.0122 1.1832 1.477 0.95
Largest Winning Trade 344761 344761 59815 644145 644145 153476
Largest Losing Trade -42997 -29389 -42997 -179497 -176365 -179497
Avg Bars in Trades 31 25 38 31 25 38
Avg Bars in Winners 42 35 48 42 35 48
Avg Bars in Losers 22 18 26 22 18 26
Bars Traded 13705 5529 8176 13705 5529 8176
Profit Streak 7.4422 10.2756 0 7.4422 10.2756 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 447187 381598 -312767 -345179 -311937 -580057

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560585600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926207678,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 86,
            "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": [
        [
            718025.353130822,
            659010.226480097,
            59015.1266507251,
            99091.1286637088,
            109047.8339309765,
            -9956.7052672673
        ],
        [
            718.025353,
            659.010226,
            59.015127,
            99.091129,
            109.047834,
            -9.956705
        ],
        [
            0.311215,
            0.285636,
            0.025579,
            0.02985,
            0.031966,
            -0.004546
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161772,
            -122549,
            -292956,
            -1092470,
            -811119,
            -476591
        ],
        [
            1.41535,
            1.876179,
            1.06043,
            1.024382,
            1.055005,
            0.995217
        ],
        [
            431,
            216,
            215,
            431,
            216,
            215
        ],
        [
            200,
            90,
            110,
            200,
            90,
            110
        ],
        [
            231,
            126,
            105,
            231,
            126,
            105
        ],
        [
            46.403712,
            41.666667,
            51.162791,
            46.403712,
            41.666667,
            51.162791
        ],
        [
            1.634729,
            2.626651,
            1.012229,
            1.183161,
            1.477007,
            0.94998
        ],
        [
            344761,
            344761,
            59815,
            644145,
            644145,
            153476
        ],
        [
            -42997,
            -29389,
            -42997,
            -179497,
            -176365,
            -179497
        ],
        [
            31,
            25,
            38,
            31,
            25,
            38
        ],
        [
            42,
            35,
            48,
            42,
            35,
            48
        ],
        [
            22,
            18,
            26,
            22,
            18,
            26
        ],
        [
            13705,
            5529,
            8176,
            13705,
            5529,
            8176
        ],
        [
            7.442218,
            10.275552,
            0,
            7.442218,
            10.275552,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447187,
            381598,
            -312767,
            -345179,
            -311937,
            -580057
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1560585600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926207678,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 86,
            "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)