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Trade: ONE/USDT/720/T3/HWMA/3068

Strategy
ONE/USDT/720/T3/HWMA/3068
Pair
ONE_USDT
Interval
12h
Score
512609
Daily Profit
0.359948
Profit Factor
3.212459
Profitability
46.511628
Streak
0.000000
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 13:25
Expiration Time
2025-12-02 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 844375.0828 830760.1206 13614.9621 -1709.3102 377429.0111 -379138.3213
Total P&L (%) 844.3751 830.7601 13.615 -1.7093 377.429 -379.1383
Avg Daily Profit (%) 0.3658 0.3599 0.0059 -0.0007 0.0678 0
Buy And Hold Return (%) 89.1089 89.1089 89.1089 89.1089 89.1089 89.1089
Max Trade Drawdown -174364 -156374 -156294 -557608 -544303 -707007
Profit Factor 2.0116 3.2125 1.0296 0.9991 1.4811 0.636
Total Trades 87 43 44 87 43 44
Winning Trades 43 20 23 43 20 23
Losing Trades 44 23 21 44 23 21
Profitability (%) 49.4253 46.5116 52.2727 49.4253 46.5116 52.2727
Ratio Avg Win / Avg Loss 2.0584 3.6943 0.9401 1.0223 1.7033 0.5807
Largest Winning Trade 439382 439382 65528 326708 326708 127694
Largest Losing Trade -84721 -61783 -84721 -486464 -170772 -486464
Avg Bars in Trades 47 51 43 47 51 43
Avg Bars in Winners 55 50 58 55 50 58
Avg Bars in Losers 39 51 25 39 51 25
Bars Traded 4101 2207 1894 4101 2207 1894
Profit Streak 26.4345 0 111.4345 26.4345 0 111.4345
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 497818 512609 -538987 -578560 -103482 -579467

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1569585600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882344936,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 67,
            "offset": 130,
            "a": 0.70695
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 237,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.15163
        }
    }
}
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": [
        [
            844375.082762512,
            830760.1206262456,
            13614.9621362662,
            -1709.3101928204,
            377429.0111140304,
            -379138.321306851
        ],
        [
            844.375083,
            830.760121,
            13.614962,
            -1.70931,
            377.429011,
            -379.138321
        ],
        [
            0.365847,
            0.359948,
            0.005899,
            -0.000747,
            0.067755,
            0
        ],
        [
            89.108911,
            89.108911,
            89.108911,
            89.108911,
            89.108911,
            89.108911
        ],
        [
            -174364,
            -156374,
            -156294,
            -557608,
            -544303,
            -707007
        ],
        [
            2.0116,
            3.212459,
            1.029649,
            0.999064,
            1.481149,
            0.636005
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            49.425287,
            46.511628,
            52.272727,
            49.425287,
            46.511628,
            52.272727
        ],
        [
            2.058381,
            3.694327,
            0.940115,
            1.022298,
            1.703321,
            0.5807
        ],
        [
            439382,
            439382,
            65528,
            326708,
            326708,
            127694
        ],
        [
            -84721,
            -61783,
            -84721,
            -486464,
            -170772,
            -486464
        ],
        [
            47,
            51,
            43,
            47,
            51,
            43
        ],
        [
            55,
            50,
            58,
            55,
            50,
            58
        ],
        [
            39,
            51,
            25,
            39,
            51,
            25
        ],
        [
            4101,
            2207,
            1894,
            4101,
            2207,
            1894
        ],
        [
            26.434548,
            0,
            111.434548,
            26.434548,
            0,
            111.434548
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            497818,
            512609,
            -538987,
            -578560,
            -103482,
            -579467
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1569585600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882344936,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 67,
            "offset": 130,
            "a": 0.70695
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 237,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.15163
        }
    }
}

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)