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Trade: ONE/USDT/720/HMA/FWMA/1873

Strategy
ONE/USDT/720/HMA/FWMA/1873
Pair
ONE_USDT
Interval
12h
Score
358749
Daily Profit
0.452395
Profit Factor
2.109143
Profitability
36.690647
Streak
17.571121
Best Strategy
Training Data Length
2322.500000
Evaluation Time
2025-10-09 04:42
Expiration Time
2025-12-17 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1050687.8663 932088.6886 118599.1777 1851827.7846 -22750.433 1874578.2176
Total P&L (%) 1050.6879 932.0887 118.5992 1851.8278 -22.7504 1874.5782
Avg Daily Profit (%) 0.4524 0.4013 0.0511 0.128 -0.0111 0.1285
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121439 -145118 -173626 -5668682 -3863943 -1887271
Profit Factor 2.1091 2.9248 1.2561 1.1415 0.9972 1.3755
Total Trades 139 69 70 139 69 70
Winning Trades 51 23 28 51 23 28
Losing Trades 88 46 42 88 46 42
Profitability (%) 36.6906 33.3333 40 36.6906 33.3333 40
Ratio Avg Win / Avg Loss 3.6393 5.8496 1.8842 1.9696 1.9944 2.0633
Largest Winning Trade 364590 364590 65833 3065051 3065051 2505260
Largest Losing Trade -63678 -51562 -63678 -2718155 -2718155 -479149
Avg Bars in Trades 32 34 29 32 34 29
Avg Bars in Winners 55 57 53 55 57 53
Avg Bars in Losers 18 23 13 18 23 13
Bars Traded 4452 2414 2038 4452 2414 2038
Profit Streak 17.5711 0 30.0711 17.5711 0 30.0711
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358749 -93096 -221321 -89704 -686439 -116903
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4645,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566561600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759974144893,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 55,
            "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": [
        [
            1050687.8663443138,
            932088.6886488217,
            118599.1776954922,
            1851827.7846097746,
            -22750.4330253672,
            1874578.2176351424
        ],
        [
            1050.687866,
            932.088689,
            118.599178,
            1851.827785,
            -22.750433,
            1874.578218
        ],
        [
            0.452395,
            0.40133,
            0.051065,
            0.12802,
            -0.011114,
            0.128519
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121439,
            -145118,
            -173626,
            -5668682,
            -3863943,
            -1887271
        ],
        [
            2.109143,
            2.924808,
            1.256128,
            1.141499,
            0.99719,
            1.37554
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            88,
            46,
            42,
            88,
            46,
            42
        ],
        [
            36.690647,
            33.333333,
            40,
            36.690647,
            33.333333,
            40
        ],
        [
            3.639306,
            5.849616,
            1.884192,
            1.969645,
            1.99438,
            2.06331
        ],
        [
            364590,
            364590,
            65833,
            3065051,
            3065051,
            2505260
        ],
        [
            -63678,
            -51562,
            -63678,
            -2718155,
            -2718155,
            -479149
        ],
        [
            32,
            34,
            29,
            32,
            34,
            29
        ],
        [
            55,
            57,
            53,
            55,
            57,
            53
        ],
        [
            18,
            23,
            13,
            18,
            23,
            13
        ],
        [
            4452,
            2414,
            2038,
            4452,
            2414,
            2038
        ],
        [
            17.571121,
            0,
            30.071121,
            17.571121,
            0,
            30.071121
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358749,
            -93096,
            -221321,
            -89704,
            -686439,
            -116903
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4645,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566561600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759974144893,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 55,
            "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)