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Trade: ONE/USDT/360/DCM/HMA/5309

Strategy
ONE/USDT/360/DCM/HMA/5309
Pair
ONE_USDT
Interval
6h
Score
641583
Daily Profit
0.493938
Profit Factor
2.740951
Profitability
53.125000
Streak
68.167433
Best Strategy
Training Data Length
2325.500000
Evaluation Time
2025-10-12 13:01
Expiration Time
2025-12-21 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1148653.2676 903754.4963 244898.7713 37109907.4646 8242885.9041 28867021.5604
Total P&L (%) 1148.6533 903.7545 244.8988 37109.9075 8242.8859 28867.0216
Avg Daily Profit (%) 0.4939 0.3886 0.1053 0.2549 0.1904 0.2441
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117730 -81816 -90097 -28332104 -21975794 -15830585
Profit Factor 2.741 3.3234 1.9043 1.3785 1.1265 1.8773
Total Trades 96 48 48 96 48 48
Winning Trades 51 26 25 51 26 25
Losing Trades 45 22 23 45 22 23
Profitability (%) 53.125 54.1667 52.0833 53.125 54.1667 52.0833
Ratio Avg Win / Avg Loss 2.4185 2.8121 1.752 1.2163 0.9532 1.7271
Largest Winning Trade 165056 165056 83683 11439835 10433370 11439835
Largest Losing Trade -50703 -50703 -39670 -9521454 -9521454 -6097096
Avg Bars in Trades 89 71 106 89 71 106
Avg Bars in Winners 111 76 149 111 76 149
Avg Bars in Losers 63 66 61 63 66 61
Bars Traded 8577 3443 5134 8577 3443 5134
Profit Streak 68.1674 68.1674 90.1674 68.1674 68.1674 90.1674
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 641583 618886 -47458 400023 -73855 478668
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9302,
    "evaluation_days": 2325.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563148800000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760263266230,
    "expiration_time": 1766276496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 150,
            "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": [
        [
            1148653.267580375,
            903754.4962635229,
            244898.7713168528,
            37109907.46456951,
            8242885.90412749,
            28867021.560442008
        ],
        [
            1148.653268,
            903.754496,
            244.898771,
            37109.907465,
            8242.885904,
            28867.02156
        ],
        [
            0.493938,
            0.388628,
            0.10531,
            0.254857,
            0.190419,
            0.244062
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117730,
            -81816,
            -90097,
            -28332104,
            -21975794,
            -15830585
        ],
        [
            2.740951,
            3.323375,
            1.904348,
            1.378497,
            1.126541,
            1.87728
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            53.125,
            54.166667,
            52.083333,
            53.125,
            54.166667,
            52.083333
        ],
        [
            2.418486,
            2.812087,
            1.752,
            1.216321,
            0.953227,
            1.727098
        ],
        [
            165056,
            165056,
            83683,
            11439835,
            10433370,
            11439835
        ],
        [
            -50703,
            -50703,
            -39670,
            -9521454,
            -9521454,
            -6097096
        ],
        [
            89,
            71,
            106,
            89,
            71,
            106
        ],
        [
            111,
            76,
            149,
            111,
            76,
            149
        ],
        [
            63,
            66,
            61,
            63,
            66,
            61
        ],
        [
            8577,
            3443,
            5134,
            8577,
            3443,
            5134
        ],
        [
            68.167433,
            68.167433,
            90.167433,
            68.167433,
            68.167433,
            90.167433
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            641583,
            618886,
            -47458,
            400023,
            -73855,
            478668
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9302,
    "evaluation_days": 2325.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563148800000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760263266230,
    "expiration_time": 1766276496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 150,
            "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)