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Trade: ONE/USDT/360/MIDPRICE/HWMA/4588

Strategy
ONE/USDT/360/MIDPRICE/HWMA/4588
Pair
ONE_USDT
Interval
6h
Score
318803
Daily Profit
0.168134
Profit Factor
1.275459
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2312.750000
Evaluation Time
2025-09-29 15:45
Expiration Time
2025-12-07 23:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 259679.1742 388851.0728 -129171.8987 -94872.7359 -27002.4603 -67870.2756
Total P&L (%) 259.6792 388.8511 -129.1719 -94.8727 -27.0025 -67.8703
Avg Daily Profit (%) 0.1123 0.1681 -0.0559 -0.1284 -0.0136 -0.0491
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -257193 -152724 -319256 -92676 -52290 -74560
Profit Factor 1.0873 1.2755 0.9174 0.7263 0.8398 0.619
Total Trades 707 354 353 707 354 353
Winning Trades 359 177 182 359 177 182
Losing Trades 348 177 171 348 177 171
Profitability (%) 50.7779 50 51.5581 50.7779 50 51.5581
Ratio Avg Win / Avg Loss 1.054 1.2755 0.8619 0.704 0.8398 0.5815
Largest Winning Trade 94004 94004 52881 13565 13565 13316
Largest Losing Trade -51512 -42844 -51512 -24205 -12600 -24205
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 9017 4504 4513 9017 4504 4513
Profit Streak 0 0 18.0315 0 0 18.0315
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -163534 318803 -577941 -576706 -579204 -577941
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9251,
    "evaluation_days": 2312.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563969600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759149917846,
    "expiration_time": 1765141848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.33155,
            "nb": 0.1,
            "nc": 0.66725
        }
    }
}
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": [
        [
            259679.1741765831,
            388851.0728353148,
            -129171.8986587321,
            -94872.7358919833,
            -27002.4602786017,
            -67870.2756133815
        ],
        [
            259.679174,
            388.851073,
            -129.171899,
            -94.872736,
            -27.00246,
            -67.870276
        ],
        [
            0.112282,
            0.168134,
            -0.055852,
            -0.128362,
            -0.013608,
            -0.049081
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -257193,
            -152724,
            -319256,
            -92676,
            -52290,
            -74560
        ],
        [
            1.087289,
            1.275459,
            0.917372,
            0.726297,
            0.839759,
            0.618953
        ],
        [
            707,
            354,
            353,
            707,
            354,
            353
        ],
        [
            359,
            177,
            182,
            359,
            177,
            182
        ],
        [
            348,
            177,
            171,
            348,
            177,
            171
        ],
        [
            50.777935,
            50,
            51.558074,
            50.777935,
            50,
            51.558074
        ],
        [
            1.053974,
            1.275459,
            0.861927,
            0.704043,
            0.839759,
            0.581544
        ],
        [
            94004,
            94004,
            52881,
            13565,
            13565,
            13316
        ],
        [
            -51512,
            -42844,
            -51512,
            -24205,
            -12600,
            -24205
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            9017,
            4504,
            4513,
            9017,
            4504,
            4513
        ],
        [
            0,
            0,
            18.031456,
            0,
            0,
            18.031457
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163534,
            318803,
            -577941,
            -576706,
            -579204,
            -577941
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9251,
    "evaluation_days": 2312.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563969600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759149917846,
    "expiration_time": 1765141848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.33155,
            "nb": 0.1,
            "nc": 0.66725
        }
    }
}

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)