← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ONE/USDT/120/WMA/DCM/5388

Strategy
ONE/USDT/120/WMA/DCM/5388
Pair
ONE_USDT
Interval
2h
Score
443174
Daily Profit
0.285196
Profit Factor
1.592541
Profitability
49.590164
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 04:11
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 608864.7322 593921.0973 14943.6349 148244.9729 -612456.1544 760701.1273
Total P&L (%) 608.8647 593.9211 14.9436 148.245 -612.4562 760.7011
Avg Daily Profit (%) 0.2924 0.2852 0.0072 0.0437 0 0.1034
Buy And Hold Return (%) 84.3629 84.3629 84.3629 84.3629 84.3629 84.3629
Max Trade Drawdown -219806 -179258 -185010 -4855804 -4821522 -1095816
Profit Factor 1.302 1.5925 1.0147 1.0087 0.9375 1.105
Total Trades 488 244 244 488 244 244
Winning Trades 234 121 113 234 121 113
Losing Trades 254 123 131 254 123 131
Profitability (%) 47.9508 49.5902 46.3115 47.9508 49.5902 46.3115
Ratio Avg Win / Avg Loss 1.4132 1.6189 1.1764 1.0949 0.953 1.281
Largest Winning Trade 123798 123798 48697 1212334 1018497 1212334
Largest Losing Trade -56407 -40615 -56407 -1873989 -1873989 -486402
Avg Bars in Trades 50 62 39 50 62 39
Avg Bars in Winners 58 67 49 58 67 49
Avg Bars in Losers 43 57 30 43 57 30
Bars Traded 24788 15262 9526 24788 15262 9526
Profit Streak 0 0 12.7165 0 0 12.7165
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384351 443174 -553433 -352291 -580216 -159635

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": 1579946400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758849109764,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 153,
            "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": [
        [
            608864.7321825711,
            593921.0973005103,
            14943.6348820604,
            148244.9728919839,
            -612456.1543739834,
            760701.1272659681
        ],
        [
            608.864732,
            593.921097,
            14.943635,
            148.244973,
            -612.456154,
            760.701127
        ],
        [
            0.292372,
            0.285196,
            0.007176,
            0.043671,
            0,
            0.103418
        ],
        [
            84.362934,
            84.362934,
            84.362934,
            84.362934,
            84.362934,
            84.362934
        ],
        [
            -219806,
            -179258,
            -185010,
            -4855804,
            -4821522,
            -1095816
        ],
        [
            1.301966,
            1.592541,
            1.014737,
            1.008698,
            0.937493,
            1.104992
        ],
        [
            488,
            244,
            244,
            488,
            244,
            244
        ],
        [
            234,
            121,
            113,
            234,
            121,
            113
        ],
        [
            254,
            123,
            131,
            254,
            123,
            131
        ],
        [
            47.95082,
            49.590164,
            46.311475,
            47.95082,
            49.590164,
            46.311475
        ],
        [
            1.413245,
            1.618864,
            1.176377,
            1.094912,
            0.952988,
            1.281009
        ],
        [
            123798,
            123798,
            48697,
            1212334,
            1018497,
            1212334
        ],
        [
            -56407,
            -40615,
            -56407,
            -1873989,
            -1873989,
            -486402
        ],
        [
            50,
            62,
            39,
            50,
            62,
            39
        ],
        [
            58,
            67,
            49,
            58,
            67,
            49
        ],
        [
            43,
            57,
            30,
            43,
            57,
            30
        ],
        [
            24788,
            15262,
            9526,
            24788,
            15262,
            9526
        ],
        [
            0,
            0,
            12.716548,
            0,
            0,
            12.716548
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384351,
            443174,
            -553433,
            -352291,
            -580216,
            -159635
        ]
    ]
}
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": 1579946400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758849109764,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 153,
            "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)