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Trade: ONE/USDT/720/DCL/HWMA/9012

Strategy
ONE/USDT/720/DCL/HWMA/9012
Pair
ONE_USDT
Interval
12h
Score
510767
Daily Profit
0.826138
Profit Factor
3.686503
Profitability
34.042553
Streak
0.000000
Best Strategy
Training Data Length
2317.500000
Evaluation Time
2025-10-04 07:12
Expiration Time
2025-12-12 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1914573.6572 1827313.4832 87260.1739 407567.6992 -41782.7633 449350.4626
Total P&L (%) 1914.5737 1827.3135 87.2602 407.5677 -41.7828 449.3505
Avg Daily Profit (%) 0.8261 0.7885 0.0377 0.0701 -0.0233 0.0735
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155056 -195279 -25268 -1251950 -1526343 -243912
Profit Factor 3.6865 4.1995 1.6165 1.1222 0.9844 1.6873
Total Trades 141 70 71 141 70 71
Winning Trades 48 15 33 48 15 33
Losing Trades 93 55 38 93 55 38
Profitability (%) 34.0426 21.4286 46.4789 34.0426 21.4286 46.4789
Ratio Avg Win / Avg Loss 7.1426 15.3983 1.8614 2.1743 3.6095 1.9429
Largest Winning Trade 1712554 1712554 25227 1042902 1042902 173996
Largest Losing Trade -45097 -45097 -11052 -244080 -244080 -142360
Avg Bars in Trades 31 62 1 31 62 1
Avg Bars in Winners 63 198 2 63 198 2
Avg Bars in Losers 15 25 1 15 25 1
Bars Traded 4502 4368 134 4502 4368 134
Profit Streak 0 104.6752 0 0 104.6752 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 510767 -119177 -227591 -190141 -717452 -179611
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4635,
    "evaluation_days": 2317.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564272000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759551139510,
    "expiration_time": 1765542960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.69639,
            "nb": 0.96423,
            "nc": 0.1
        }
    }
}
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": [
        [
            1914573.6571574174,
            1827313.483245864,
            87260.1739115542,
            407567.6992497146,
            -41782.7633241497,
            449350.4625738645
        ],
        [
            1914.573657,
            1827.313483,
            87.260174,
            407.567699,
            -41.782763,
            449.350463
        ],
        [
            0.826138,
            0.788485,
            0.037653,
            0.07012,
            -0.023341,
            0.073536
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155056,
            -195279,
            -25268,
            -1251950,
            -1526343,
            -243912
        ],
        [
            3.686503,
            4.199546,
            1.616474,
            1.1222,
            0.984418,
            1.687253
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            48,
            15,
            33,
            48,
            15,
            33
        ],
        [
            93,
            55,
            38,
            93,
            55,
            38
        ],
        [
            34.042553,
            21.428571,
            46.478873,
            34.042553,
            21.428571,
            46.478873
        ],
        [
            7.1426,
            15.398335,
            1.861394,
            2.174262,
            3.609532,
            1.942897
        ],
        [
            1712554,
            1712554,
            25227,
            1042902,
            1042902,
            173996
        ],
        [
            -45097,
            -45097,
            -11052,
            -244080,
            -244080,
            -142360
        ],
        [
            31,
            62,
            1,
            31,
            62,
            1
        ],
        [
            63,
            198,
            2,
            63,
            198,
            2
        ],
        [
            15,
            25,
            1,
            15,
            25,
            1
        ],
        [
            4502,
            4368,
            134,
            4502,
            4368,
            134
        ],
        [
            0,
            104.675226,
            0,
            0,
            104.675226,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            510767,
            -119177,
            -227591,
            -190141,
            -717452,
            -179611
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4635,
    "evaluation_days": 2317.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564272000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759551139510,
    "expiration_time": 1765542960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.69639,
            "nb": 0.96423,
            "nc": 0.1
        }
    }
}

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)