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Trade: ONE/USDT/720/HMA/OHLC4/8454

Strategy
ONE/USDT/720/HMA/OHLC4/8454
Pair
ONE_USDT
Interval
12h
Score
313416
Daily Profit
0.433807
Profit Factor
1.815677
Profitability
33.913043
Streak
0.000000
Best Strategy
Training Data Length
2322.500000
Evaluation Time
2025-10-09 11:58
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 1007516.3757 918616.8259 88899.5498 1075502.118 297496.7934 778005.3246
Total P&L (%) 1007.5164 918.6168 88.8996 1075.5021 297.4968 778.0053
Avg Daily Profit (%) 0.4338 0.3955 0.0383 0.1062 0.0594 0.0936
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159857 -145688 -213853 -3134341 -2733614 -1555146
Profit Factor 1.8157 2.3821 1.1558 1.1029 1.0486 1.1796
Total Trades 230 115 115 230 115 115
Winning Trades 78 34 44 78 34 44
Losing Trades 152 81 71 152 81 71
Profitability (%) 33.913 29.5652 38.2609 33.913 29.5652 38.2609
Ratio Avg Win / Avg Loss 3.5382 5.6751 1.8651 2.1493 2.4982 1.9035
Largest Winning Trade 406673 406673 63944 2126524 2126524 754260
Largest Losing Trade -48098 -48098 -28354 -773087 -773087 -611208
Avg Bars in Trades 19 21 17 19 21 17
Avg Bars in Winners 40 48 34 40 48 34
Avg Bars in Losers 8 9 7 8 9 7
Bars Traded 4465 2424 2041 4465 2424 2041
Profit Streak 0 0 18.8738 0 0 18.8738
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313416 164947 -193765 -161812 -289145 -93426
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": 1565524800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760000298804,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            1007516.3757267008,
            918616.8259038096,
            88899.5498228914,
            1075502.1180179555,
            297496.7934371472,
            778005.3245808083
        ],
        [
            1007.516376,
            918.616826,
            88.89955,
            1075.502118,
            297.496793,
            778.005325
        ],
        [
            0.433807,
            0.395529,
            0.038278,
            0.106161,
            0.059437,
            0.093584
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159857,
            -145688,
            -213853,
            -3134341,
            -2733614,
            -1555146
        ],
        [
            1.815677,
            2.382128,
            1.155814,
            1.102927,
            1.048629,
            1.179615
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            78,
            34,
            44,
            78,
            34,
            44
        ],
        [
            152,
            81,
            71,
            152,
            81,
            71
        ],
        [
            33.913043,
            29.565217,
            38.26087,
            33.913043,
            29.565217,
            38.26087
        ],
        [
            3.538243,
            5.67507,
            1.865063,
            2.149293,
            2.498204,
            1.90347
        ],
        [
            406673,
            406673,
            63944,
            2126524,
            2126524,
            754260
        ],
        [
            -48098,
            -48098,
            -28354,
            -773087,
            -773087,
            -611208
        ],
        [
            19,
            21,
            17,
            19,
            21,
            17
        ],
        [
            40,
            48,
            34,
            40,
            48,
            34
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            4465,
            2424,
            2041,
            4465,
            2424,
            2041
        ],
        [
            0,
            0,
            18.873829,
            0,
            0,
            18.873829
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313416,
            164947,
            -193765,
            -161812,
            -289145,
            -93426
        ]
    ]
}
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": 1565524800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760000298804,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)