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Trade: ONE/USDT/720/HILO/HWMA/2018

Strategy
ONE/USDT/720/HILO/HWMA/2018
Pair
ONE_USDT
Interval
12h
Score
339503
Daily Profit
0.528947
Profit Factor
1.804765
Profitability
32.102273
Streak
0.000000
Best Strategy
Training Data Length
2320.500000
Evaluation Time
2025-10-07 15:05
Expiration Time
2025-12-15 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1227420.9507 1020238.7475 207182.2032 3678419.012 50125.5436 3628293.4684
Total P&L (%) 1227.421 1020.2387 207.1822 3678.419 50.1255 3628.2935
Avg Daily Profit (%) 0.5289 0.4397 0.0893 0.1566 0.0175 0.1561
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134079 -111645 -164653 -6125226 -6970327 -2005509
Profit Factor 1.8048 2.2425 1.2942 1.1156 1.0027 1.2745
Total Trades 352 176 176 352 176 176
Winning Trades 113 45 68 113 45 68
Losing Trades 239 131 108 239 131 108
Profitability (%) 32.1023 25.5682 38.6364 32.1023 25.5682 38.6364
Ratio Avg Win / Avg Loss 3.8172 6.5283 2.0556 2.3595 2.919 2.0241
Largest Winning Trade 506914 506914 56397 5867951 5867951 1741113
Largest Losing Trade -25691 -21343 -25691 -1124360 -1124360 -655255
Avg Bars in Trades 13 13 12 13 13 12
Avg Bars in Winners 26 33 21 26 33 21
Avg Bars in Losers 6 6 7 6 6 7
Bars Traded 4592 2373 2219 4592 2373 2219
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 339503 -12312 -76377 -89456 -413902 177330
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4641,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560297600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759838715133,
    "expiration_time": 1765809936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.92749,
            "nb": 0.1,
            "nc": 0.95991
        }
    }
}
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": [
        [
            1227420.9506865088,
            1020238.7474783387,
            207182.203208171,
            3678419.0119840023,
            50125.5435658178,
            3628293.468418184
        ],
        [
            1227.420951,
            1020.238747,
            207.182203,
            3678.419012,
            50.125544,
            3628.293468
        ],
        [
            0.528947,
            0.439663,
            0.089283,
            0.156636,
            0.017511,
            0.156059
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134079,
            -111645,
            -164653,
            -6125226,
            -6970327,
            -2005509
        ],
        [
            1.804765,
            2.242548,
            1.294248,
            1.115577,
            1.002694,
            1.274453
        ],
        [
            352,
            176,
            176,
            352,
            176,
            176
        ],
        [
            113,
            45,
            68,
            113,
            45,
            68
        ],
        [
            239,
            131,
            108,
            239,
            131,
            108
        ],
        [
            32.102273,
            25.568182,
            38.636364,
            32.102273,
            25.568182,
            38.636364
        ],
        [
            3.817157,
            6.528305,
            2.055571,
            2.359495,
            2.918954,
            2.024131
        ],
        [
            506914,
            506914,
            56397,
            5867951,
            5867951,
            1741113
        ],
        [
            -25691,
            -21343,
            -25691,
            -1124360,
            -1124360,
            -655255
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            26,
            33,
            21,
            26,
            33,
            21
        ],
        [
            6,
            6,
            7,
            6,
            6,
            7
        ],
        [
            4592,
            2373,
            2219,
            4592,
            2373,
            2219
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339503,
            -12312,
            -76377,
            -89456,
            -413902,
            177330
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4641,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560297600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759838715133,
    "expiration_time": 1765809936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.92749,
            "nb": 0.1,
            "nc": 0.95991
        }
    }
}

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)