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Trade: ONE/USDT/720/HMA/DEMA/4403

Strategy
ONE/USDT/720/HMA/DEMA/4403
Pair
ONE_USDT
Interval
12h
Score
343991
Daily Profit
0.226474
Profit Factor
2.444336
Profitability
40.000000
Streak
137.652172
Best Strategy
Training Data Length
2313.000000
Evaluation Time
2025-09-29 18:39
Expiration Time
2025-12-07 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 320746.4437 523833.9166 -203087.4729 -99282.9924 -194910.2466 95627.2542
Total P&L (%) 320.7464 523.8339 -203.0875 -99.283 -194.9102 95.6273
Avg Daily Profit (%) 0.1387 0.2265 -0.0878 -0.2133 0 0.029
Buy And Hold Return (%) 15.9696 15.9696 15.9696 15.9696 15.9696 15.9696
Max Trade Drawdown -244580 -151472 -392663 -591828 -394658 -438314
Profit Factor 1.3274 2.4443 0.6709 0.8862 0.5462 1.2157
Total Trades 59 30 29 59 30 29
Winning Trades 26 12 14 30 12 18
Losing Trades 33 18 15 29 18 11
Profitability (%) 44.0678 40 48.2759 50.8475 40 62.069
Ratio Avg Win / Avg Loss 1.6848 3.6665 0.7188 0.8567 0.8193 0.7429
Largest Winning Trade 238458 238458 65404 173275 101483 173275
Largest Losing Trade -129116 -59423 -129116 -377415 -211026 -377415
Avg Bars in Trades 68 64 72 68 64 72
Avg Bars in Winners 83 61 102 80 71 86
Avg Bars in Losers 56 66 44 56 59 50
Bars Traded 4042 1927 2115 4042 1927 2115
Profit Streak 137.6522 137.6522 141.1522 137.6522 137.6522 141.1522
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -187395 343991 -580932 -759207 -584144 -154810
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4626,
    "evaluation_days": 2313,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568721600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759160347649,
    "expiration_time": 1765142496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 110,
            "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": [
        [
            320746.4436655085,
            523833.9165989228,
            -203087.4729334144,
            -99282.9924077263,
            -194910.2465757699,
            95627.2541680435
        ],
        [
            320.746444,
            523.833917,
            -203.087473,
            -99.282992,
            -194.910247,
            95.627254
        ],
        [
            0.138671,
            0.226474,
            -0.087803,
            -0.213254,
            0,
            0.029016
        ],
        [
            15.969582,
            15.969582,
            15.969582,
            15.969582,
            15.969582,
            15.969582
        ],
        [
            -244580,
            -151472,
            -392663,
            -591828,
            -394658,
            -438314
        ],
        [
            1.327392,
            2.444336,
            0.670858,
            0.886242,
            0.54618,
            1.215733
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            26,
            12,
            14,
            30,
            12,
            18
        ],
        [
            33,
            18,
            15,
            29,
            18,
            11
        ],
        [
            44.067797,
            40,
            48.275862,
            50.847458,
            40,
            62.068966
        ],
        [
            1.684766,
            3.666503,
            0.718777,
            0.8567,
            0.819269,
            0.742948
        ],
        [
            238458,
            238458,
            65404,
            173275,
            101483,
            173275
        ],
        [
            -129116,
            -59423,
            -129116,
            -377415,
            -211026,
            -377415
        ],
        [
            68,
            64,
            72,
            68,
            64,
            72
        ],
        [
            83,
            61,
            102,
            80,
            71,
            86
        ],
        [
            56,
            66,
            44,
            56,
            59,
            50
        ],
        [
            4042,
            1927,
            2115,
            4042,
            1927,
            2115
        ],
        [
            137.652172,
            137.652172,
            141.152172,
            137.652172,
            137.652172,
            141.152172
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -187395,
            343991,
            -580932,
            -759207,
            -584144,
            -154810
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4626,
    "evaluation_days": 2313,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568721600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759160347649,
    "expiration_time": 1765142496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 110,
            "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)