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Trade: ONE/USDT/720/DCU/HWMA/5644

Strategy
ONE/USDT/720/DCU/HWMA/5644
Pair
ONE_USDT
Interval
12h
Score
332858
Daily Profit
0.163388
Profit Factor
1.402438
Profitability
47.337278
Streak
23.877732
Best Strategy
Training Data Length
2312.000000
Evaluation Time
2025-09-29 00:03
Expiration Time
2025-12-06 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 263380.7111 377752.0656 -114371.3545 -108014.4948 48873.2469 -156887.7418
Total P&L (%) 263.3807 377.7521 -114.3714 -108.0145 48.8732 -156.8877
Avg Daily Profit (%) 0.1139 0.1634 -0.0495 0 0.0172 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -323869 -185972 -477213 -267774 -67052 -261274
Profit Factor 1.1237 1.4024 0.9039 0.855 1.169 0.6559
Total Trades 339 169 170 339 169 170
Winning Trades 178 80 98 166 89 77
Losing Trades 161 89 72 173 80 93
Profitability (%) 52.5074 47.3373 57.6471 48.9676 52.6627 45.2941
Ratio Avg Win / Avg Loss 1.0164 1.5602 0.6641 0.8911 1.0508 0.7922
Largest Winning Trade 141590 141590 55002 41718 41718 28451
Largest Losing Trade -135127 -50290 -135127 -115123 -27699 -115123
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 4567 2267 2300 4567 2267 2300
Profit Streak 16.8777 23.8777 16.8777 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -121940 332858 -578602 -579129 -204926 -581995
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561204800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759093436055,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.82046
        }
    }
}
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": [
        [
            263380.7111162644,
            377752.0655719683,
            -114371.3544557034,
            -108014.4948139433,
            48873.2469399475,
            -156887.7417538906
        ],
        [
            263.380711,
            377.752066,
            -114.371354,
            -108.014495,
            48.873247,
            -156.887742
        ],
        [
            0.113919,
            0.163388,
            -0.049469,
            0,
            0.017213,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -323869,
            -185972,
            -477213,
            -267774,
            -67052,
            -261274
        ],
        [
            1.123689,
            1.402438,
            0.903947,
            0.855024,
            1.169034,
            0.655885
        ],
        [
            339,
            169,
            170,
            339,
            169,
            170
        ],
        [
            178,
            80,
            98,
            166,
            89,
            77
        ],
        [
            161,
            89,
            72,
            173,
            80,
            93
        ],
        [
            52.507375,
            47.337278,
            57.647059,
            48.967552,
            52.662722,
            45.294118
        ],
        [
            1.01637,
            1.560212,
            0.664125,
            0.891079,
            1.050817,
            0.792173
        ],
        [
            141590,
            141590,
            55002,
            41718,
            41718,
            28451
        ],
        [
            -135127,
            -50290,
            -135127,
            -115123,
            -27699,
            -115123
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            4567,
            2267,
            2300,
            4567,
            2267,
            2300
        ],
        [
            16.877732,
            23.877732,
            16.877732,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -121940,
            332858,
            -578602,
            -579129,
            -204926,
            -581995
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561204800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759093436055,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.82046
        }
    }
}

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)