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Trade: ONE/USDT/120/HWMA/DCU/9138

Strategy
ONE/USDT/120/HWMA/DCU/9138
Pair
ONE_USDT
Interval
2h
Score
399483
Daily Profit
0.220552
Profit Factor
1.233057
Profitability
70.068027
Streak
11.842301
Best Strategy
Training Data Length
2082.580000
Evaluation Time
2025-09-29 17:12
Expiration Time
2025-12-13 13:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396849.7599 459317.0131 -62467.2532 -39733.4132 -555017.1767 515283.7635
Total P&L (%) 396.8498 459.317 -62.4673 -39.7334 -555.0172 515.2838
Avg Daily Profit (%) 0.1906 0.2206 -0.03 -0.0243 0 0.0873
Buy And Hold Return (%) 80.6262 80.6262 80.6262 80.6262 80.6262 80.6262
Max Trade Drawdown -357928 -270714 -126056 -21044714 -18744849 -2602738
Profit Factor 1.1571 1.2331 0.8876 0.9994 0.9903 1.0407
Total Trades 1177 588 589 1177 588 589
Winning Trades 732 412 320 732 412 320
Losing Trades 445 176 269 445 176 269
Profitability (%) 62.192 70.068 54.3294 62.192 70.068 54.3294
Ratio Avg Win / Avg Loss 0.7034 0.5267 0.7462 0.6076 0.423 0.8748
Largest Winning Trade 68256 68256 14693 2670711 2670711 948206
Largest Losing Trade -62749 -62749 -28161 -7190091 -7190091 -1200565
Avg Bars in Trades 21 40 1 21 40 1
Avg Bars in Winners 12 20 1 12 20 1
Avg Bars in Losers 35 87 2 35 87 2
Bars Traded 24768 23725 1043 24768 23725 1043
Profit Streak 11.3423 11.8423 11.3423 11.3423 11.8423 11.3423
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -34169 399483 -576782 -571658 -574617 -249887
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579147200000,
    "first_datapoint_time": 1579305600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759155174854,
    "expiration_time": 1765624867200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.7679,
            "nb": 0.26642,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 23,
            "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": [
        [
            396849.7598849196,
            459317.0130991685,
            -62467.2532142492,
            -39733.4131963676,
            -555017.176741566,
            515283.7635452047
        ],
        [
            396.84976,
            459.317013,
            -62.467253,
            -39.733413,
            -555.017177,
            515.283764
        ],
        [
            0.190557,
            0.220552,
            -0.029995,
            -0.024313,
            0,
            0.087281
        ],
        [
            80.626223,
            80.626223,
            80.626223,
            80.626223,
            80.626223,
            80.626223
        ],
        [
            -357928,
            -270714,
            -126056,
            -21044714,
            -18744849,
            -2602738
        ],
        [
            1.157061,
            1.233057,
            0.887626,
            0.999432,
            0.990308,
            1.040665
        ],
        [
            1177,
            588,
            589,
            1177,
            588,
            589
        ],
        [
            732,
            412,
            320,
            732,
            412,
            320
        ],
        [
            445,
            176,
            269,
            445,
            176,
            269
        ],
        [
            62.192014,
            70.068027,
            54.329372,
            62.192014,
            70.068027,
            54.329372
        ],
        [
            0.703405,
            0.526743,
            0.746161,
            0.607578,
            0.423044,
            0.874809
        ],
        [
            68256,
            68256,
            14693,
            2670711,
            2670711,
            948206
        ],
        [
            -62749,
            -62749,
            -28161,
            -7190091,
            -7190091,
            -1200565
        ],
        [
            21,
            40,
            1,
            21,
            40,
            1
        ],
        [
            12,
            20,
            1,
            12,
            20,
            1
        ],
        [
            35,
            87,
            2,
            35,
            87,
            2
        ],
        [
            24768,
            23725,
            1043,
            24768,
            23725,
            1043
        ],
        [
            11.342301,
            11.842301,
            11.342301,
            11.342301,
            11.842302,
            11.342302
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -34169,
            399483,
            -576782,
            -571658,
            -574617,
            -249887
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579147200000,
    "first_datapoint_time": 1579305600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759155174854,
    "expiration_time": 1765624867200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.7679,
            "nb": 0.26642,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 23,
            "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)