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Trade: ONE/USDT/720/DCM/HMA/4817

Strategy
ONE/USDT/720/DCM/HMA/4817
Pair
ONE_USDT
Interval
12h
Score
585831
Daily Profit
0.326329
Profit Factor
3.434372
Profitability
54.838710
Streak
0.000000
Best Strategy
Training Data Length
2313.000000
Evaluation Time
2025-09-29 21:54
Expiration Time
2025-12-07 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 811995.2456 754799.3031 57195.9424 843542.1794 1078428.8998 -234886.7204
Total P&L (%) 811.9952 754.7993 57.1959 843.5422 1078.4289 -234.8867
Avg Daily Profit (%) 0.3511 0.3263 0.0247 0.0971 0.1067 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124402 -110287 -105300 -12661021 -8459389 -5270165
Profit Factor 2.2821 3.4344 1.1769 1.0344 1.0873 0.9806
Total Trades 61 31 30 61 31 30
Winning Trades 33 17 16 33 17 16
Losing Trades 28 14 14 28 14 14
Profitability (%) 54.0984 54.8387 53.3333 54.0984 54.8387 53.3333
Ratio Avg Win / Avg Loss 1.9363 2.8283 1.0298 0.8777 0.8954 0.8581
Largest Winning Trade 268747 268747 81699 4421042 3747465 4421042
Largest Losing Trade -47117 -40776 -47117 -5270165 -3589886 -5270165
Avg Bars in Trades 68 47 89 68 47 89
Avg Bars in Winners 86 44 131 86 44 131
Avg Bars in Losers 46 51 40 46 51 40
Bars Traded 4159 1483 2676 4159 1483 2676
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151795 585831 -186215 -412720 -175729 -580393
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4626,
    "evaluation_days": 2313,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564747200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759172045174,
    "expiration_time": 1765142496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 93,
            "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": [
        [
            811995.2455835469,
            754799.3031433562,
            57195.9424401906,
            843542.1794284936,
            1078428.8997861883,
            -234886.7203576935
        ],
        [
            811.995246,
            754.799303,
            57.195942,
            843.542179,
            1078.4289,
            -234.88672
        ],
        [
            0.351057,
            0.326329,
            0.024728,
            0.097084,
            0.106705,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124402,
            -110287,
            -105300,
            -12661021,
            -8459389,
            -5270165
        ],
        [
            2.282088,
            3.434372,
            1.176924,
            1.034442,
            1.087267,
            0.980642
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            54.098361,
            54.83871,
            53.333333,
            54.098361,
            54.83871,
            53.333333
        ],
        [
            1.936317,
            2.828306,
            1.029809,
            0.877708,
            0.895396,
            0.858062
        ],
        [
            268747,
            268747,
            81699,
            4421042,
            3747465,
            4421042
        ],
        [
            -47117,
            -40776,
            -47117,
            -5270165,
            -3589886,
            -5270165
        ],
        [
            68,
            47,
            89,
            68,
            47,
            89
        ],
        [
            86,
            44,
            131,
            86,
            44,
            131
        ],
        [
            46,
            51,
            40,
            46,
            51,
            40
        ],
        [
            4159,
            1483,
            2676,
            4159,
            1483,
            2676
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151795,
            585831,
            -186215,
            -412720,
            -175729,
            -580393
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4626,
    "evaluation_days": 2313,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564747200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759172045174,
    "expiration_time": 1765142496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 93,
            "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)