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Trade: ONE/USDT/720/DCL/HWMA/9892

Strategy
ONE/USDT/720/DCL/HWMA/9892
Pair
ONE_USDT
Interval
12h
Score
696428
Daily Profit
1.516783
Profit Factor
7.399612
Profitability
40.186916
Streak
101.395819
Best Strategy
Training Data Length
2312.000000
Evaluation Time
2025-09-29 00:29
Expiration Time
2025-12-06 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3506801.8302 3390330.5379 116471.2923 1067710.8829 -1054887.813 2122598.6959
Total P&L (%) 3506.8018 3390.3305 116.4713 1067.7109 -1054.8878 2122.5987
Avg Daily Profit (%) 1.5168 1.4664 0.0504 0.1064 0 0.1342
Buy And Hold Return (%) 10.4067 10.4067 10.4067 10.4067 10.4067 10.4067
Max Trade Drawdown -152997 -196002 -28035 -4403441 -6090782 -389314
Profit Factor 7.3996 8.8242 2.0158 1.1152 0.8704 2.884
Total Trades 107 53 54 107 53 54
Winning Trades 43 11 32 43 11 32
Losing Trades 64 42 22 64 42 22
Profitability (%) 40.1869 20.7547 59.2593 40.1869 20.7547 59.2593
Ratio Avg Win / Avg Loss 11.0134 33.6923 1.3859 1.6598 3.3235 1.9827
Largest Winning Trade 3457047 3457047 47396 4834033 4834033 646359
Largest Losing Trade -32258 -32258 -22251 -1158276 -1158276 -234475
Avg Bars in Trades 39 75 3 39 75 3
Avg Bars in Winners 65 244 4 65 244 4
Avg Bars in Losers 21 31 3 21 31 3
Bars Traded 4221 4018 203 4221 4018 203
Profit Streak 101.3958 0 105.8958 101.3958 0 105.8958
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 696428 -206585 -300933 -146263 -806858 -185928
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568160000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759094998738,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.9554,
            "nc": 0.32138
        }
    }
}
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": [
        [
            3506801.8302070675,
            3390330.537938505,
            116471.2922685629,
            1067710.8828750257,
            -1054887.8130470947,
            2122598.695922122
        ],
        [
            3506.80183,
            3390.330538,
            116.471292,
            1067.710883,
            -1054.887813,
            2122.598696
        ],
        [
            1.516783,
            1.466406,
            0.050377,
            0.106355,
            0,
            0.134228
        ],
        [
            10.406699,
            10.406699,
            10.406699,
            10.406699,
            10.406699,
            10.406699
        ],
        [
            -152997,
            -196002,
            -28035,
            -4403441,
            -6090782,
            -389314
        ],
        [
            7.399612,
            8.824163,
            2.015836,
            1.115188,
            0.870449,
            2.883982
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            43,
            11,
            32,
            43,
            11,
            32
        ],
        [
            64,
            42,
            22,
            64,
            42,
            22
        ],
        [
            40.186916,
            20.754717,
            59.259259,
            40.186916,
            20.754717,
            59.259259
        ],
        [
            11.013376,
            33.692258,
            1.385887,
            1.659814,
            3.323534,
            1.982738
        ],
        [
            3457047,
            3457047,
            47396,
            4834033,
            4834033,
            646359
        ],
        [
            -32258,
            -32258,
            -22251,
            -1158276,
            -1158276,
            -234475
        ],
        [
            39,
            75,
            3,
            39,
            75,
            3
        ],
        [
            65,
            244,
            4,
            65,
            244,
            4
        ],
        [
            21,
            31,
            3,
            21,
            31,
            3
        ],
        [
            4221,
            4018,
            203,
            4221,
            4018,
            203
        ],
        [
            101.395819,
            0,
            105.895819,
            101.395819,
            0,
            105.895819
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            696428,
            -206585,
            -300933,
            -146263,
            -806858,
            -185928
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568160000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759094998738,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.9554,
            "nc": 0.32138
        }
    }
}

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)