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Trade: ONE/USDT/120/RMA/HMA/4738

Strategy
ONE/USDT/120/RMA/HMA/4738
Pair
ONE_USDT
Interval
2h
Score
314048
Daily Profit
0.596946
Profit Factor
2.448700
Profitability
29.885057
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 17:57
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1243139.2315 1096965.9524 146173.2791 9724345.4617 13123163.6118 -3398818.1501
Total P&L (%) 1243.1392 1096.966 146.1733 9724.3455 13123.1636 -3398.8182
Avg Daily Profit (%) 0.5969 0.5268 0.0702 0.2205 0.2348 0
Buy And Hold Return (%) 89.4841 89.4841 89.4841 89.4841 89.4841 89.4841
Max Trade Drawdown -138299 -106242 -118810 -38464359 -26383392 -23819365
Profit Factor 2.4487 3.6465 1.3295 1.0714 1.2019 0.9523
Total Trades 174 87 87 174 87 87
Winning Trades 52 21 31 52 21 31
Losing Trades 122 66 56 122 66 56
Profitability (%) 29.8851 24.1379 35.6322 29.8851 24.1379 35.6322
Ratio Avg Win / Avg Loss 5.745 11.4604 2.4017 2.5136 3.7775 1.7203
Largest Winning Trade 428929 428929 83166 22773867 22773867 8772738
Largest Losing Trade -25200 -18865 -25200 -7881580 -5738115 -7881580
Avg Bars in Trades 140 121 159 140 121 159
Avg Bars in Winners 347 325 362 347 325 362
Avg Bars in Losers 52 57 47 52 57 47
Bars Traded 24495 10594 13901 24495 10594 13901
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 314048 -16302 -113084 -140086 -25004 -583909

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579831200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758898632445,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 66,
            "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": [
        [
            1243139.2315058913,
            1096965.9523878146,
            146173.2791180758,
            9724345.461693,
            13123163.611792035,
            -3398818.1500990367
        ],
        [
            1243.139232,
            1096.965952,
            146.173279,
            9724.345462,
            13123.163612,
            -3398.81815
        ],
        [
            0.596946,
            0.526754,
            0.070191,
            0.220528,
            0.234828,
            0
        ],
        [
            89.484127,
            89.484127,
            89.484127,
            89.484127,
            89.484127,
            89.484127
        ],
        [
            -138299,
            -106242,
            -118810,
            -38464359,
            -26383392,
            -23819365
        ],
        [
            2.4487,
            3.646499,
            1.329509,
            1.071354,
            1.201942,
            0.952329
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            52,
            21,
            31,
            52,
            21,
            31
        ],
        [
            122,
            66,
            56,
            122,
            66,
            56
        ],
        [
            29.885057,
            24.137931,
            35.632184,
            29.885057,
            24.137931,
            35.632184
        ],
        [
            5.745026,
            11.460425,
            2.401693,
            2.513562,
            3.777531,
            1.720337
        ],
        [
            428929,
            428929,
            83166,
            22773867,
            22773867,
            8772738
        ],
        [
            -25200,
            -18865,
            -25200,
            -7881580,
            -5738115,
            -7881580
        ],
        [
            140,
            121,
            159,
            140,
            121,
            159
        ],
        [
            347,
            325,
            362,
            347,
            325,
            362
        ],
        [
            52,
            57,
            47,
            52,
            57,
            47
        ],
        [
            24495,
            10594,
            13901,
            24495,
            10594,
            13901
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314048,
            -16302,
            -113084,
            -140086,
            -25004,
            -583909
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579831200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758898632445,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 66,
            "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)