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Trade: ONE/USDT/720/BBM/HWMA/2024

Strategy
ONE/USDT/720/BBM/HWMA/2024
Pair
ONE_USDT
Interval
12h
Score
347001
Daily Profit
0.449677
Profit Factor
1.685951
Profitability
33.333333
Streak
18.288958
Best Strategy
Training Data Length
2321.500000
Evaluation Time
2025-10-08 09:56
Expiration Time
2025-12-16 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1043926.0685 902020.2785 141905.79 1306562.6255 157121.0669 1149441.5586
Total P&L (%) 1043.9261 902.0203 141.9058 1306.5626 157.1211 1149.4416
Avg Daily Profit (%) 0.4497 0.3886 0.0611 0.1139 0.0407 0.1088
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163988 -113600 -207962 -6797400 -5021037 -2820782
Profit Factor 1.686 2.1558 1.1914 1.0793 1.0177 1.1517
Total Trades 366 183 183 366 183 183
Winning Trades 122 57 65 122 57 65
Losing Trades 244 126 118 244 126 118
Profitability (%) 33.3333 31.1475 35.5191 33.3333 31.1475 35.5191
Ratio Avg Win / Avg Loss 3.3719 4.7655 2.1628 2.1587 2.2496 2.0909
Largest Winning Trade 473494 473494 56038 3343926 3343926 1287498
Largest Losing Trade -21269 -21269 -19641 -959289 -650823 -959289
Avg Bars in Trades 12 11 13 12 11 13
Avg Bars in Winners 26 23 28 26 23 28
Avg Bars in Losers 5 5 5 5 5 5
Bars Traded 4593 2036 2557 4593 2036 2557
Profit Streak 18.289 0 20.789 18.289 0 20.789
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347001 255575 -124592 -176341 -345191 -104173
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4643,
    "evaluation_days": 2321.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560643200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759906565990,
    "expiration_time": 1765898928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 31,
            "offset": 0,
            "std": 3.95315
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.3747,
            "nb": 0.83266,
            "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": [
        [
            1043926.0685071608,
            902020.2785302262,
            141905.789976935,
            1306562.6254964236,
            157121.0668804212,
            1149441.5586160014
        ],
        [
            1043.926069,
            902.020279,
            141.90579,
            1306.562625,
            157.121067,
            1149.441559
        ],
        [
            0.449677,
            0.388551,
            0.061127,
            0.113945,
            0.040688,
            0.108837
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163988,
            -113600,
            -207962,
            -6797400,
            -5021037,
            -2820782
        ],
        [
            1.685951,
            2.155834,
            1.191387,
            1.079331,
            1.017665,
            1.15174
        ],
        [
            366,
            183,
            183,
            366,
            183,
            183
        ],
        [
            122,
            57,
            65,
            122,
            57,
            65
        ],
        [
            244,
            126,
            118,
            244,
            126,
            118
        ],
        [
            33.333333,
            31.147541,
            35.519126,
            33.333333,
            31.147541,
            35.519126
        ],
        [
            3.371902,
            4.765527,
            2.162825,
            2.158663,
            2.249575,
            2.090851
        ],
        [
            473494,
            473494,
            56038,
            3343926,
            3343926,
            1287498
        ],
        [
            -21269,
            -21269,
            -19641,
            -959289,
            -650823,
            -959289
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            26,
            23,
            28,
            26,
            23,
            28
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            4593,
            2036,
            2557,
            4593,
            2036,
            2557
        ],
        [
            18.288958,
            0,
            20.788958,
            18.288958,
            0,
            20.788958
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347001,
            255575,
            -124592,
            -176341,
            -345191,
            -104173
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4643,
    "evaluation_days": 2321.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560643200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759906565990,
    "expiration_time": 1765898928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 31,
            "offset": 0,
            "std": 3.95315
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.3747,
            "nb": 0.83266,
            "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)