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Trade: ONE/USDT/240/MIDPRICE/HMA/8044

Strategy
ONE/USDT/240/MIDPRICE/HMA/8044
Pair
ONE_USDT
Interval
4h
Score
589081
Daily Profit
0.435165
Profit Factor
2.248148
Profitability
52.380952
Streak
61.221113
Best Strategy
Training Data Length
2312.670000
Evaluation Time
2025-09-30 04:18
Expiration Time
2025-12-08 11:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1006394.0138 880960.6811 125433.3326 4463689.2033 4470060.5487 -6371.3454
Total P&L (%) 1006.394 880.9607 125.4333 4463.6892 4470.0605 -6.3713
Avg Daily Profit (%) 0.4352 0.3809 0.0542 0.1653 0.1654 -0.0028
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151140 -99474 -104289 -10274580 -7655569 -4189725
Profit Factor 2.2481 3.1028 1.3238 1.1457 1.2472 0.9995
Total Trades 105 53 52 105 53 52
Winning Trades 55 26 29 55 26 29
Losing Trades 50 27 23 50 27 23
Profitability (%) 52.381 49.0566 55.7692 52.381 49.0566 55.7692
Ratio Avg Win / Avg Loss 2.0438 3.2221 1.0499 1.0416 1.2951 0.7927
Largest Winning Trade 225106 225106 79923 4927146 4927146 2060551
Largest Losing Trade -50606 -35621 -50606 -2760635 -2760635 -1945422
Avg Bars in Trades 123 102 145 123 102 145
Avg Bars in Winners 169 128 206 169 128 206
Avg Bars in Losers 73 77 68 73 77 68
Bars Traded 13016 5449 7567 13016 5449 7567
Profit Streak 61.2211 61.2211 307.8878 61.2211 61.2211 307.8878
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 589081 -163934 -298200 -50450 -171943 -758718
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13876,
    "evaluation_days": 2312.67,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562184000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759195104172,
    "expiration_time": 1765184832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 135,
            "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": [
        [
            1006394.0137837918,
            880960.6811465989,
            125433.3326371929,
            4463689.203302168,
            4470060.548666532,
            -6371.3453643662
        ],
        [
            1006.394014,
            880.960681,
            125.433333,
            4463.689203,
            4470.060549,
            -6.371345
        ],
        [
            0.435165,
            0.380928,
            0.054237,
            0.165345,
            0.165405,
            -0.002847
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151140,
            -99474,
            -104289,
            -10274580,
            -7655569,
            -4189725
        ],
        [
            2.248148,
            3.102758,
            1.32382,
            1.145726,
            1.247172,
            0.999492
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            52.380952,
            49.056604,
            55.769231,
            52.380952,
            49.056604,
            55.769231
        ],
        [
            2.043771,
            3.222095,
            1.049926,
            1.041569,
            1.29514,
            0.792701
        ],
        [
            225106,
            225106,
            79923,
            4927146,
            4927146,
            2060551
        ],
        [
            -50606,
            -35621,
            -50606,
            -2760635,
            -2760635,
            -1945422
        ],
        [
            123,
            102,
            145,
            123,
            102,
            145
        ],
        [
            169,
            128,
            206,
            169,
            128,
            206
        ],
        [
            73,
            77,
            68,
            73,
            77,
            68
        ],
        [
            13016,
            5449,
            7567,
            13016,
            5449,
            7567
        ],
        [
            61.221113,
            61.221113,
            307.88778,
            61.221113,
            61.221113,
            307.88778
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            589081,
            -163934,
            -298200,
            -50450,
            -171943,
            -758718
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13876,
    "evaluation_days": 2312.67,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562184000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759195104172,
    "expiration_time": 1765184832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 135,
            "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)