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Trade: ONE/USDT/720/HMA/OHLC4/8780

Strategy
ONE/USDT/720/HMA/OHLC4/8780
Pair
ONE_USDT
Interval
12h
Score
308401
Daily Profit
0.335058
Profit Factor
1.374007
Profitability
35.282258
Streak
15.593147
Best Strategy
Training Data Length
2318.000000
Evaluation Time
2025-10-04 17:14
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 776663.57 739400.407 37263.163 50554.6946 504452.5261 -453897.8315
Total P&L (%) 776.6636 739.4004 37.2632 50.5547 504.4525 -453.8978
Avg Daily Profit (%) 0.3351 0.319 0.0161 0.0177 0.0776 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189054 -133719 -271261 -995566 -693076 -624530
Profit Factor 1.374 1.7392 1.0346 1.0075 1.1538 0.8684
Total Trades 496 248 248 496 248 248
Winning Trades 175 82 93 175 82 93
Losing Trades 321 166 155 321 166 155
Profitability (%) 35.2823 33.0645 37.5 35.2823 33.0645 37.5
Ratio Avg Win / Avg Loss 2.5203 3.5209 1.7244 1.8481 2.3358 1.4473
Largest Winning Trade 549526 549526 58839 822881 822881 148462
Largest Losing Trade -27927 -23687 -27927 -206485 -169276 -206485
Avg Bars in Trades 9 9 8 9 9 8
Avg Bars in Winners 15 16 15 15 16 15
Avg Bars in Losers 5 6 5 5 6 5
Bars Traded 4566 2371 2195 4566 2371 2195
Profit Streak 15.5931 0 16.5931 15.5931 0 16.5931
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308401 244277 -358440 -383987 -144616 -582379
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561420800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587247889,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            776663.5700181915,
            739400.4070325684,
            37263.1629856222,
            50554.6945684882,
            504452.5260965253,
            -453897.8315280374
        ],
        [
            776.66357,
            739.400407,
            37.263163,
            50.554695,
            504.452526,
            -453.897832
        ],
        [
            0.335058,
            0.318982,
            0.016076,
            0.017653,
            0.077647,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189054,
            -133719,
            -271261,
            -995566,
            -693076,
            -624530
        ],
        [
            1.374007,
            1.739244,
            1.034619,
            1.007515,
            1.153842,
            0.868356
        ],
        [
            496,
            248,
            248,
            496,
            248,
            248
        ],
        [
            175,
            82,
            93,
            175,
            82,
            93
        ],
        [
            321,
            166,
            155,
            321,
            166,
            155
        ],
        [
            35.282258,
            33.064516,
            37.5,
            35.282258,
            33.064516,
            37.5
        ],
        [
            2.520321,
            3.52091,
            1.724364,
            1.848071,
            2.335827,
            1.44726
        ],
        [
            549526,
            549526,
            58839,
            822881,
            822881,
            148462
        ],
        [
            -27927,
            -23687,
            -27927,
            -206485,
            -169276,
            -206485
        ],
        [
            9,
            9,
            8,
            9,
            9,
            8
        ],
        [
            15,
            16,
            15,
            15,
            16,
            15
        ],
        [
            5,
            6,
            5,
            5,
            6,
            5
        ],
        [
            4566,
            2371,
            2195,
            4566,
            2371,
            2195
        ],
        [
            15.593147,
            0,
            16.593147,
            15.593147,
            0,
            16.593147
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308401,
            244277,
            -358440,
            -383987,
            -144616,
            -582379
        ]
    ]
}
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": 1561420800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587247889,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)