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Trade: ONE/USDT/720/DCL/HWMA/9385

Strategy
ONE/USDT/720/DCL/HWMA/9385
Pair
ONE_USDT
Interval
12h
Score
497951
Daily Profit
0.605052
Profit Factor
2.317537
Profitability
37.313433
Streak
18.567498
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 16:37
Expiration Time
2025-12-02 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1396460.6832 1348850.6904 47609.9928 33083.3225 247447.3135 -214363.991
Total P&L (%) 1396.4607 1348.8507 47.61 33.0833 247.4473 -214.364
Avg Daily Profit (%) 0.6051 0.5844 0.0206 0.0124 0.054 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -336383 -286638 -79646 -2759236 -2534649 -475112
Profit Factor 2.3175 2.7415 1.1668 1.0073 1.0788 0.8443
Total Trades 201 100 101 201 100 101
Winning Trades 75 26 49 75 26 49
Losing Trades 126 74 52 126 74 52
Profitability (%) 37.3134 26 48.5149 37.3134 26 48.5149
Ratio Avg Win / Avg Loss 3.8935 7.8027 1.2383 1.6923 3.0704 0.896
Largest Winning Trade 1137852 1137852 25368 1507810 1507810 342497
Largest Losing Trade -49115 -49115 -44633 -773415 -773415 -357636
Avg Bars in Trades 22 42 3 22 42 3
Avg Bars in Winners 37 101 3 37 101 3
Avg Bars in Losers 13 21 2 13 21 2
Bars Traded 4550 4225 325 4550 4225 325
Profit Streak 18.5675 20.0675 18.5675 18.5675 20.0675 18.5675
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 497951 -8076 -203372 -392571 -278210 -580297

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561982400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758893831851,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.54891,
            "nb": 0.31428,
            "nc": 0.93053
        }
    }
}
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": [
        [
            1396460.6831855136,
            1348850.6903655776,
            47609.992819937,
            33083.3225004709,
            247447.313458098,
            -214363.9909576265
        ],
        [
            1396.460683,
            1348.85069,
            47.609993,
            33.083323,
            247.447313,
            -214.363991
        ],
        [
            0.605052,
            0.584424,
            0.020628,
            0.012384,
            0.053977,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -336383,
            -286638,
            -79646,
            -2759236,
            -2534649,
            -475112
        ],
        [
            2.317537,
            2.741497,
            1.166838,
            1.007324,
            1.078794,
            0.844298
        ],
        [
            201,
            100,
            101,
            201,
            100,
            101
        ],
        [
            75,
            26,
            49,
            75,
            26,
            49
        ],
        [
            126,
            74,
            52,
            126,
            74,
            52
        ],
        [
            37.313433,
            26,
            48.514851,
            37.313433,
            26,
            48.514851
        ],
        [
            3.893462,
            7.802721,
            1.238277,
            1.692304,
            3.070413,
            0.89599
        ],
        [
            1137852,
            1137852,
            25368,
            1507810,
            1507810,
            342497
        ],
        [
            -49115,
            -49115,
            -44633,
            -773415,
            -773415,
            -357636
        ],
        [
            22,
            42,
            3,
            22,
            42,
            3
        ],
        [
            37,
            101,
            3,
            37,
            101,
            3
        ],
        [
            13,
            21,
            2,
            13,
            21,
            2
        ],
        [
            4550,
            4225,
            325,
            4550,
            4225,
            325
        ],
        [
            18.567498,
            20.067498,
            18.567498,
            18.567498,
            20.067498,
            18.567498
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            497951,
            -8076,
            -203372,
            -392571,
            -278210,
            -580297
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561982400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758893831851,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.54891,
            "nb": 0.31428,
            "nc": 0.93053
        }
    }
}

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)