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Trade: ETH/USDT/720/HMA/DEMA/4099

Strategy
ETH/USDT/720/HMA/DEMA/4099
Pair
ETH_USDT
Interval
12h
Score
415184
Daily Profit
0.173927
Profit Factor
3.140077
Profitability
51.515152
Streak
172.863155
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-28 23:42
Expiration Time
2025-12-12 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 670368.5754 648343.4515 22025.1239 7059732.8694 7618059.2913 -558326.4219
Total P&L (%) 670.3686 648.3435 22.0251 7059.7329 7618.0593 -558.3264
Avg Daily Profit (%) 0.268 0.2592 0.0088 0.1709 0.1739 0
Buy And Hold Return (%) 2875.237 2875.237 2875.237 2875.237 2875.237 2875.237
Max Trade Drawdown -58979 -30318 -66654 -2321164 -1756240 -2552488
Profit Factor 2.7183 6.0493 1.0842 1.8082 3.1401 0.8921
Total Trades 66 33 33 66 33 33
Winning Trades 29 17 12 29 17 12
Losing Trades 37 16 21 37 16 21
Profitability (%) 43.9394 51.5152 36.3636 43.9394 51.5152 36.3636
Ratio Avg Win / Avg Loss 3.4682 5.6935 1.8973 2.3071 2.9554 1.5612
Largest Winning Trade 136449 136449 65465 2317099 2317099 1699334
Largest Losing Trade -29704 -29704 -26103 -1756240 -1756240 -1025742
Avg Bars in Trades 71 76 66 71 76 66
Avg Bars in Winners 112 111 113 112 111 113
Avg Bars in Losers 39 38 39 39 38 39
Bars Traded 4703 2510 2193 4703 2510 2193
Profit Streak 77.8632 172.8632 0 77.8632 172.8632 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -282548 -147565 -479016 -123210 415184 -583328
Evaluation Data
{
    "trading_pair": "ETH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1553428800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759092176554,
    "expiration_time": 1765543392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 63,
            "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": [
        [
            670368.5753664654,
            648343.451473587,
            22025.1238928786,
            7059732.869362103,
            7618059.291261371,
            -558326.4218992677
        ],
        [
            670.368575,
            648.343451,
            22.025124,
            7059.732869,
            7618.059291,
            -558.326422
        ],
        [
            0.26804,
            0.259234,
            0.008807,
            0.17092,
            0.173927,
            0
        ],
        [
            2875.236976,
            2875.236976,
            2875.236976,
            2875.236976,
            2875.236976,
            2875.236976
        ],
        [
            -58979,
            -30318,
            -66654,
            -2321164,
            -1756240,
            -2552488
        ],
        [
            2.718334,
            6.049314,
            1.084154,
            1.808234,
            3.140077,
            0.892112
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            43.939394,
            51.515152,
            36.363636,
            43.939394,
            51.515152,
            36.363636
        ],
        [
            3.468219,
            5.693472,
            1.897269,
            2.307057,
            2.955367,
            1.561196
        ],
        [
            136449,
            136449,
            65465,
            2317099,
            2317099,
            1699334
        ],
        [
            -29704,
            -29704,
            -26103,
            -1756240,
            -1756240,
            -1025742
        ],
        [
            71,
            76,
            66,
            71,
            76,
            66
        ],
        [
            112,
            111,
            113,
            112,
            111,
            113
        ],
        [
            39,
            38,
            39,
            39,
            38,
            39
        ],
        [
            4703,
            2510,
            2193,
            4703,
            2510,
            2193
        ],
        [
            77.863154,
            172.863154,
            0,
            77.863155,
            172.863155,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -282548,
            -147565,
            -479016,
            -123210,
            415184,
            -583328
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETH_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1553428800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759092176554,
    "expiration_time": 1765543392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 63,
            "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)