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Trade: ONE/USDT/360/SSF/HWMA/2783

Strategy
ONE/USDT/360/SSF/HWMA/2783
Pair
ONE_USDT
Interval
6h
Score
321582
Daily Profit
0.532388
Profit Factor
2.149245
Profitability
31.818182
Streak
0.000000
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-26 23:42
Expiration Time
2025-12-02 19:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1228617.962 1068143.8257 160474.1363 3700938.0097 4351814.1733 -650876.1637
Total P&L (%) 1228.618 1068.1438 160.4741 3700.938 4351.8142 -650.8762
Avg Daily Profit (%) 0.5324 0.4629 0.0695 0.1578 0.1646 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201804 -137527 -125881 -32463061 -21214763 -16074797
Profit Factor 2.1492 2.9106 1.3147 1.0475 1.1054 0.9822
Total Trades 198 99 99 198 99 99
Winning Trades 63 27 36 63 27 36
Losing Trades 135 72 63 135 72 63
Profitability (%) 31.8182 27.2727 36.3636 31.8182 27.2727 36.3636
Ratio Avg Win / Avg Loss 4.6055 7.7616 2.3006 2.2447 2.9477 1.7188
Largest Winning Trade 458625 458625 82635 19743795 19743795 6386027
Largest Losing Trade -23509 -23509 -19503 -6566851 -3814966 -6566851
Avg Bars in Trades 46 40 51 46 40 51
Avg Bars in Winners 107 101 111 107 101 111
Avg Bars in Losers 17 18 16 17 18 16
Bars Traded 9118 4038 5080 9118 4038 5080
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 321582 -4246 -104399 -165480 -115838 -583593

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559347200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919367419,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 237,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.21963,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            1228617.9619804306,
            1068143.8256991487,
            160474.1362812814,
            3700938.009685429,
            4351814.173338468,
            -650876.1636530367
        ],
        [
            1228.617962,
            1068.143826,
            160.474136,
            3700.93801,
            4351.814173,
            -650.876164
        ],
        [
            0.532388,
            0.462851,
            0.069537,
            0.15776,
            0.16462,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201804,
            -137527,
            -125881,
            -32463061,
            -21214763,
            -16074797
        ],
        [
            2.149245,
            2.910604,
            1.314652,
            1.047539,
            1.105391,
            0.982197
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            63,
            27,
            36,
            63,
            27,
            36
        ],
        [
            135,
            72,
            63,
            135,
            72,
            63
        ],
        [
            31.818182,
            27.272727,
            36.363636,
            31.818182,
            27.272727,
            36.363636
        ],
        [
            4.605524,
            7.76161,
            2.300641,
            2.244726,
            2.947708,
            1.718844
        ],
        [
            458625,
            458625,
            82635,
            19743795,
            19743795,
            6386027
        ],
        [
            -23509,
            -23509,
            -19503,
            -6566851,
            -3814966,
            -6566851
        ],
        [
            46,
            40,
            51,
            46,
            40,
            51
        ],
        [
            107,
            101,
            111,
            107,
            101,
            111
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            9118,
            4038,
            5080,
            9118,
            4038,
            5080
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321582,
            -4246,
            -104399,
            -165480,
            -115838,
            -583593
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559347200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919367419,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 237,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.21963,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)