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Trade: ONE/USDT/720/WMA/HWMA/9080

Strategy
ONE/USDT/720/WMA/HWMA/9080
Pair
ONE_USDT
Interval
12h
Score
505944
Daily Profit
0.966817
Profit Factor
2.686910
Profitability
34.934498
Streak
0.000000
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 08:17
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 2231414.071 2266108.7639 -34694.6929 2218.7436 828693.4975 -826474.7539
Total P&L (%) 2231.4141 2266.1088 -34.6947 2.2187 828.6935 -826.4748
Avg Daily Profit (%) 0.9668 0.9819 -0.015 0.001 0.0966 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -225739 -139892 -149209 -1507046 -920983 -1054386
Profit Factor 2.6869 4.5406 0.9492 1.0003 1.2475 0.7864
Total Trades 229 115 114 229 115 114
Winning Trades 80 31 49 80 31 49
Losing Trades 149 84 65 149 84 65
Profitability (%) 34.9345 26.9565 42.9825 34.9345 26.9565 42.9825
Ratio Avg Win / Avg Loss 5.0044 12.3035 1.2591 1.8631 3.3803 1.0432
Largest Winning Trade 2213663 2213663 85547 1039457 1039457 374439
Largest Losing Trade -40563 -28490 -40563 -486147 -165963 -486147
Avg Bars in Trades 19 16 22 19 16 22
Avg Bars in Winners 41 40 41 41 40 41
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 4476 1931 2545 4476 1931 2545
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 505944 -380 -581813 -580777 -83868 -581813

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564401600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863868266,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.56976,
            "nb": 0.1,
            "nc": 0.97509
        }
    }
}
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": [
        [
            2231414.071002979,
            2266108.7638825714,
            -34694.6928795924,
            2218.7436278817,
            828693.4974795865,
            -826474.7538517051
        ],
        [
            2231.414071,
            2266.108764,
            -34.694693,
            2.218744,
            828.693497,
            -826.474754
        ],
        [
            0.966817,
            0.98185,
            -0.015032,
            0.000951,
            0.096607,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -225739,
            -139892,
            -149209,
            -1507046,
            -920983,
            -1054386
        ],
        [
            2.68691,
            4.540574,
            0.949183,
            1.000307,
            1.247501,
            0.786375
        ],
        [
            229,
            115,
            114,
            229,
            115,
            114
        ],
        [
            80,
            31,
            49,
            80,
            31,
            49
        ],
        [
            149,
            84,
            65,
            149,
            84,
            65
        ],
        [
            34.934498,
            26.956522,
            42.982456,
            34.934498,
            26.956522,
            42.982456
        ],
        [
            5.00437,
            12.30349,
            1.259121,
            1.863073,
            3.380325,
            1.043151
        ],
        [
            2213663,
            2213663,
            85547,
            1039457,
            1039457,
            374439
        ],
        [
            -40563,
            -28490,
            -40563,
            -486147,
            -165963,
            -486147
        ],
        [
            19,
            16,
            22,
            19,
            16,
            22
        ],
        [
            41,
            40,
            41,
            41,
            40,
            41
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            4476,
            1931,
            2545,
            4476,
            1931,
            2545
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            505944,
            -380,
            -581813,
            -580777,
            -83868,
            -581813
        ]
    ]
}
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": 1564401600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863868266,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.56976,
            "nb": 0.1,
            "nc": 0.97509
        }
    }
}

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)