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Trade: ONE/USDT/720/PWMA/HMA/7479

Strategy
ONE/USDT/720/PWMA/HMA/7479
Pair
ONE_USDT
Interval
12h
Score
337744
Daily Profit
0.471728
Profit Factor
2.173225
Profitability
36.000000
Streak
0.000000
Best Strategy
Training Data Length
2314.500000
Evaluation Time
2025-10-01 04:34
Expiration Time
2025-12-09 12:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1091814.0411 1027653.6598 64160.3812 975075.9352 883770.4253 91305.5099
Total P&L (%) 1091.814 1027.6537 64.1604 975.0759 883.7704 91.3055
Avg Daily Profit (%) 0.4717 0.444 0.0277 0.1027 0.0988 0.028
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119680 -92033 -145230 -1357632 -931522 -924827
Profit Factor 2.1732 3.1147 1.1443 1.1424 1.2411 1.0287
Total Trades 125 63 62 125 63 62
Winning Trades 45 16 29 45 16 29
Losing Trades 80 47 33 80 47 33
Profitability (%) 36 25.3968 46.7742 36 25.3968 46.7742
Ratio Avg Win / Avg Loss 3.8635 9.1495 1.3021 2.0309 3.6456 1.1706
Largest Winning Trade 433876 433876 85171 888104 888104 588292
Largest Losing Trade -42444 -35947 -42444 -516870 -323776 -516870
Avg Bars in Trades 35 31 40 35 31 40
Avg Bars in Winners 65 70 62 65 70 62
Avg Bars in Losers 19 18 20 19 18 20
Bars Traded 4469 1984 2485 4469 1984 2485
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 337744 -158949 -373476 -123416 -234809 -499831
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4629,
    "evaluation_days": 2314.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562371200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759282458518,
    "expiration_time": 1765275984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 64,
            "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": [
        [
            1091814.0410500471,
            1027653.6598098003,
            64160.3812402474,
            975075.9352449286,
            883770.4253281634,
            91305.5099167644
        ],
        [
            1091.814041,
            1027.65366,
            64.160381,
            975.075935,
            883.770425,
            91.30551
        ],
        [
            0.471728,
            0.444007,
            0.027721,
            0.102666,
            0.098827,
            0.028032
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119680,
            -92033,
            -145230,
            -1357632,
            -931522,
            -924827
        ],
        [
            2.173225,
            3.114739,
            1.144291,
            1.142377,
            1.241053,
            1.028692
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            45,
            16,
            29,
            45,
            16,
            29
        ],
        [
            80,
            47,
            33,
            80,
            47,
            33
        ],
        [
            36,
            25.396825,
            46.774194,
            36,
            25.396825,
            46.774194
        ],
        [
            3.863511,
            9.149546,
            1.302124,
            2.030892,
            3.645594,
            1.17058
        ],
        [
            433876,
            433876,
            85171,
            888104,
            888104,
            588292
        ],
        [
            -42444,
            -35947,
            -42444,
            -516870,
            -323776,
            -516870
        ],
        [
            35,
            31,
            40,
            35,
            31,
            40
        ],
        [
            65,
            70,
            62,
            65,
            70,
            62
        ],
        [
            19,
            18,
            20,
            19,
            18,
            20
        ],
        [
            4469,
            1984,
            2485,
            4469,
            1984,
            2485
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337744,
            -158949,
            -373476,
            -123416,
            -234809,
            -499831
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4629,
    "evaluation_days": 2314.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562371200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759282458518,
    "expiration_time": 1765275984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 64,
            "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)