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Trade: ONE/USDT/720/HL2/PWMA/3876

Strategy
ONE/USDT/720/HL2/PWMA/3876
Pair
ONE_USDT
Interval
12h
Score
802716
Daily Profit
0.804561
Profit Factor
3.166186
Profitability
51.546392
Streak
9.984956
Best Strategy
Training Data Length
2318.000000
Evaluation Time
2025-10-05 02:38
Expiration Time
2025-12-13 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1864973.0314 1616932.3442 248040.6872 13160087.0912 6381713.1239 6778373.9673
Total P&L (%) 1864.973 1616.9323 248.0407 13160.0871 6381.7131 6778.374
Avg Daily Profit (%) 0.8046 0.6976 0.107 0.2111 0.1801 0.1827
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127401 -106490 -129657 -13130120 -7771381 -7367272
Profit Factor 3.1662 5.3439 1.5075 1.2732 1.2775 1.2692
Total Trades 194 97 97 194 97 97
Winning Trades 100 41 59 100 41 59
Losing Trades 94 56 38 94 56 38
Profitability (%) 51.5464 42.268 60.8247 51.5464 42.268 60.8247
Ratio Avg Win / Avg Loss 2.9762 7.299 0.971 1.1968 1.7449 0.8174
Largest Winning Trade 1164884 1164884 77686 7662811 4881438 7662811
Largest Losing Trade -67949 -40736 -67949 -5320836 -3479244 -5320836
Avg Bars in Trades 23 20 26 23 20 26
Avg Bars in Winners 31 31 31 31 31 31
Avg Bars in Losers 14 13 17 14 13 17
Bars Traded 4557 2027 2530 4557 2027 2530
Profit Streak 9.985 9.985 25.985 9.985 9.985 25.985
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 802716 662997 -47596 400653 252167 322874
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562371200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759621100213,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 70
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 49,
            "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": [
        [
            1864973.031419513,
            1616932.3441729513,
            248040.6872465617,
            13160087.091207001,
            6381713.123938931,
            6778373.967268061
        ],
        [
            1864.973031,
            1616.932344,
            248.040687,
            13160.087091,
            6381.713124,
            6778.373967
        ],
        [
            0.804561,
            0.697555,
            0.107006,
            0.211066,
            0.180126,
            0.182693
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127401,
            -106490,
            -129657,
            -13130120,
            -7771381,
            -7367272
        ],
        [
            3.166186,
            5.343907,
            1.507534,
            1.273175,
            1.277531,
            1.269198
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            100,
            41,
            59,
            100,
            41,
            59
        ],
        [
            94,
            56,
            38,
            94,
            56,
            38
        ],
        [
            51.546392,
            42.268041,
            60.824742,
            51.546392,
            42.268041,
            60.824742
        ],
        [
            2.976215,
            7.298994,
            0.970954,
            1.196785,
            1.74492,
            0.817449
        ],
        [
            1164884,
            1164884,
            77686,
            7662811,
            4881438,
            7662811
        ],
        [
            -67949,
            -40736,
            -67949,
            -5320836,
            -3479244,
            -5320836
        ],
        [
            23,
            20,
            26,
            23,
            20,
            26
        ],
        [
            31,
            31,
            31,
            31,
            31,
            31
        ],
        [
            14,
            13,
            17,
            14,
            13,
            17
        ],
        [
            4557,
            2027,
            2530,
            4557,
            2027,
            2530
        ],
        [
            9.984956,
            9.984956,
            25.984956,
            9.984956,
            9.984956,
            25.984956
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            802716,
            662997,
            -47596,
            400653,
            252167,
            322874
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562371200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759621100213,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 70
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 49,
            "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)