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Trade: ONE/USDT/720/HMA/FWMA/3909

Strategy
ONE/USDT/720/HMA/FWMA/3909
Pair
ONE_USDT
Interval
12h
Score
539679
Daily Profit
1.210323
Profit Factor
4.901205
Profitability
31.730769
Streak
16.472488
Best Strategy
Training Data Length
2319.500000
Evaluation Time
2025-10-06 14:20
Expiration Time
2025-12-14 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2807344.2712 2647471.4652 159872.806 8958793.3755 10158282.0001 -1199488.6246
Total P&L (%) 2807.3443 2647.4715 159.8728 8958.7934 10158.282 -1199.4886
Avg Daily Profit (%) 1.2103 1.1414 0.0689 0.1945 0.1998 0
Buy And Hold Return (%) 105 105 105 105 105 105
Max Trade Drawdown -141049 -152539 -103465 -15478165 -10814030 -12793029
Profit Factor 4.9012 8.1334 1.4588 1.137 1.301 0.9621
Total Trades 104 52 52 104 52 52
Winning Trades 33 13 20 33 13 20
Losing Trades 71 39 32 71 39 32
Profitability (%) 31.7308 25 38.4615 31.7308 25 38.4615
Ratio Avg Win / Avg Loss 10.545 24.4002 2.3341 2.4463 3.9029 1.5393
Largest Winning Trade 2312313 2312313 60850 12307476 12307476 5267487
Largest Losing Trade -56005 -56005 -31802 -7092632 -7092632 -5548298
Avg Bars in Trades 42 47 36 42 47 36
Avg Bars in Winners 84 101 73 84 101 73
Avg Bars in Losers 22 29 13 22 29 13
Bars Traded 4374 2481 1893 4374 2481 1893
Profit Streak 16.4725 0 18.9725 16.4725 0 18.9725
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 539679 -188157 -292793 -66982 -200910 -761982
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4639,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1570104000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759749623015,
    "expiration_time": 1765720944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 250,
            "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": [
        [
            2807344.2711554933,
            2647471.465202869,
            159872.8059526247,
            8958793.375502888,
            10158282.000082143,
            -1199488.6245792592
        ],
        [
            2807.344271,
            2647.471465,
            159.872806,
            8958.793376,
            10158.282,
            -1199.488625
        ],
        [
            1.210323,
            1.141397,
            0.068926,
            0.194469,
            0.19984,
            0
        ],
        [
            105,
            105,
            105,
            105,
            105,
            105
        ],
        [
            -141049,
            -152539,
            -103465,
            -15478165,
            -10814030,
            -12793029
        ],
        [
            4.901205,
            8.133403,
            1.458782,
            1.136997,
            1.300952,
            0.96209
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            33,
            13,
            20,
            33,
            13,
            20
        ],
        [
            71,
            39,
            32,
            71,
            39,
            32
        ],
        [
            31.730769,
            25,
            38.461538,
            31.730769,
            25,
            38.461538
        ],
        [
            10.545016,
            24.400208,
            2.334051,
            2.446266,
            3.902857,
            1.539344
        ],
        [
            2312313,
            2312313,
            60850,
            12307476,
            12307476,
            5267487
        ],
        [
            -56005,
            -56005,
            -31802,
            -7092632,
            -7092632,
            -5548298
        ],
        [
            42,
            47,
            36,
            42,
            47,
            36
        ],
        [
            84,
            101,
            73,
            84,
            101,
            73
        ],
        [
            22,
            29,
            13,
            22,
            29,
            13
        ],
        [
            4374,
            2481,
            1893,
            4374,
            2481,
            1893
        ],
        [
            16.472488,
            0,
            18.972489,
            16.472489,
            0,
            18.972489
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            539679,
            -188157,
            -292793,
            -66982,
            -200910,
            -761982
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4639,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1570104000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759749623015,
    "expiration_time": 1765720944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 250,
            "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)