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Trade: ONE/USDT/720/HMA/HWMA/1669

Strategy
ONE/USDT/720/HMA/HWMA/1669
Pair
ONE_USDT
Interval
12h
Score
348482
Daily Profit
0.407909
Profit Factor
1.772301
Profitability
37.765957
Streak
0.000000
Best Strategy
Training Data Length
2312.000000
Evaluation Time
2025-09-29 00:30
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 943086.7333 873379.662 69707.0713 582518.5373 36242.6396 546275.8977
Total P&L (%) 943.0867 873.3797 69.7071 582.5185 36.2426 546.2759
Avg Daily Profit (%) 0.4079 0.3778 0.0302 0.0831 0.0134 0.0807
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124271 -149638 -190438 -1418799 -1319736 -434167
Profit Factor 1.7723 2.3751 1.119 1.1041 1.0105 1.2537
Total Trades 188 94 94 188 94 94
Winning Trades 71 32 39 71 32 39
Losing Trades 117 62 55 117 62 55
Profitability (%) 37.766 34.0426 41.4894 37.766 34.0426 41.4894
Ratio Avg Win / Avg Loss 2.9206 4.6017 1.578 1.8194 1.9579 1.768
Largest Winning Trade 388108 388108 66670 1226697 1226697 353998
Largest Losing Trade -39485 -36306 -39485 -487396 -487396 -325439
Avg Bars in Trades 23 25 21 23 25 21
Avg Bars in Winners 41 47 36 41 47 36
Avg Bars in Losers 13 14 11 13 14 11
Bars Traded 4453 2435 2018 4453 2435 2018
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348482 282601 -244526 -190031 -391598 -87154
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564488000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759095002500,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.37973,
            "nb": 0.1,
            "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": [
        [
            943086.7333029932,
            873379.6620252099,
            69707.0712777833,
            582518.537289489,
            36242.6395564339,
            546275.8977330547
        ],
        [
            943.086733,
            873.379662,
            69.707071,
            582.518537,
            36.24264,
            546.275898
        ],
        [
            0.407909,
            0.377759,
            0.03015,
            0.083106,
            0.013378,
            0.080744
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124271,
            -149638,
            -190438,
            -1418799,
            -1319736,
            -434167
        ],
        [
            1.772301,
            2.375093,
            1.118955,
            1.104056,
            1.010522,
            1.253655
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            71,
            32,
            39,
            71,
            32,
            39
        ],
        [
            117,
            62,
            55,
            117,
            62,
            55
        ],
        [
            37.765957,
            34.042553,
            41.489362,
            37.765957,
            34.042553,
            41.489362
        ],
        [
            2.920553,
            4.601743,
            1.578013,
            1.81936,
            1.957886,
            1.767975
        ],
        [
            388108,
            388108,
            66670,
            1226697,
            1226697,
            353998
        ],
        [
            -39485,
            -36306,
            -39485,
            -487396,
            -487396,
            -325439
        ],
        [
            23,
            25,
            21,
            23,
            25,
            21
        ],
        [
            41,
            47,
            36,
            41,
            47,
            36
        ],
        [
            13,
            14,
            11,
            13,
            14,
            11
        ],
        [
            4453,
            2435,
            2018,
            4453,
            2435,
            2018
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348482,
            282601,
            -244526,
            -190031,
            -391598,
            -87154
        ]
    ]
}
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": 1564488000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759095002500,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.37973,
            "nb": 0.1,
            "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)