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Trade: ONE/USDT/720/HMA/SINWMA/8965

Strategy
ONE/USDT/720/HMA/SINWMA/8965
Pair
ONE_USDT
Interval
12h
Score
587295
Daily Profit
0.194948
Profit Factor
3.773813
Profitability
56.756757
Streak
25.920017
Best Strategy
Training Data Length
2321.500000
Evaluation Time
2025-10-08 13:04
Expiration Time
2025-12-16 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2293490.6043 -127478.6837 -2166011.9206 -103239.1293 9095594.9255 -9198834.0548
Total P&L (%) -2293.4906 -127.4787 -2166.0119 -103.2391 9095.5949 -9198.8341
Avg Daily Profit (%) -0.9879 -0.0549 -0.933 0 0.1949 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2434164 -193442 -2271469 -14333553 -2677080 -14010870
Profit Factor 0.2031 0.6596 0.1349 0.9942 3.7738 0.3618
Total Trades 74 37 37 74 37 37
Winning Trades 49 21 28 34 21 13
Losing Trades 25 16 9 40 16 24
Profitability (%) 66.2162 56.7568 75.6757 45.9459 56.7568 35.1351
Ratio Avg Win / Avg Loss 0.1036 0.5025 0.0434 1.1696 2.8753 0.668
Largest Winning Trade 32915 32915 28154 9016348 9016348 1903949
Largest Losing Trade -1799514 -82770 -1799514 -8067370 -1249973 -8067370
Avg Bars in Trades 58 66 50 58 66 50
Avg Bars in Winners 21 22 21 80 92 61
Avg Bars in Losers 130 124 140 39 32 44
Bars Traded 4323 2460 1863 4323 2460 1863
Profit Streak 0 0 279.42 21.42 25.92 0
Trades During Streak 0 0 5 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -647175 -579896 -576051 -648914 587295 -586553
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4643,
    "evaluation_days": 2321.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564358400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759917889465,
    "expiration_time": 1765898928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 117,
            "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": [
        [
            -2293490.604304769,
            -127478.6837054172,
            -2166011.9205993507,
            -103239.1293245016,
            9095594.925463337,
            -9198834.054787833
        ],
        [
            -2293.490604,
            -127.478684,
            -2166.011921,
            -103.239129,
            9095.594925,
            -9198.834055
        ],
        [
            -0.987935,
            -0.054912,
            -0.933023,
            0,
            0.194948,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2434164,
            -193442,
            -2271469,
            -14333553,
            -2677080,
            -14010870
        ],
        [
            0.203149,
            0.659568,
            0.134886,
            0.994165,
            3.773813,
            0.361843
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            49,
            21,
            28,
            34,
            21,
            13
        ],
        [
            25,
            16,
            9,
            40,
            16,
            24
        ],
        [
            66.216216,
            56.756757,
            75.675676,
            45.945946,
            56.756757,
            35.135135
        ],
        [
            0.103647,
            0.502528,
            0.043356,
            1.169606,
            2.875286,
            0.668019
        ],
        [
            32915,
            32915,
            28154,
            9016348,
            9016348,
            1903949
        ],
        [
            -1799514,
            -82770,
            -1799514,
            -8067370,
            -1249973,
            -8067370
        ],
        [
            58,
            66,
            50,
            58,
            66,
            50
        ],
        [
            21,
            22,
            21,
            80,
            92,
            61
        ],
        [
            130,
            124,
            140,
            39,
            32,
            44
        ],
        [
            4323,
            2460,
            1863,
            4323,
            2460,
            1863
        ],
        [
            0,
            0,
            279.420017,
            21.420017,
            25.920017,
            0
        ],
        [
            0,
            0,
            5,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -647175,
            -579896,
            -576051,
            -648914,
            587295,
            -586553
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4643,
    "evaluation_days": 2321.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564358400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759917889465,
    "expiration_time": 1765898928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 117,
            "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)