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Trade: ONE/USDT/720/HWMA/KCL/1387

Strategy
ONE/USDT/720/HWMA/KCL/1387
Pair
ONE_USDT
Interval
12h
Score
684063
Daily Profit
0.540903
Profit Factor
6.324009
Profitability
48.717949
Streak
0.000000
Best Strategy
Training Data Length
2319.000000
Evaluation Time
2025-10-05 19:41
Expiration Time
2025-12-14 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1194873.9582 1254354.7844 -59480.8262 -101312.5645 2073961.4389 -2175274.0034
Total P&L (%) 1194.874 1254.3548 -59.4808 -101.3126 2073.9614 -2175.274
Avg Daily Profit (%) 0.5153 0.5409 -0.0256 0 0.1329 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -356254 -152123 -277491 -12733331 -2677079 -12671880
Profit Factor 2.5769 6.324 0.8861 0.9942 1.607 0.8461
Total Trades 77 39 38 77 39 38
Winning Trades 43 19 24 48 25 23
Losing Trades 34 20 14 29 14 15
Profitability (%) 55.8442 48.7179 63.1579 62.3377 64.1026 60.5263
Ratio Avg Win / Avg Loss 2.0376 6.6569 0.5169 0.6007 0.8999 0.5518
Largest Winning Trade 1181527 1181527 69421 3121753 1754249 3121753
Largest Losing Trade -115254 -38399 -115254 -12495925 -1127070 -12495925
Avg Bars in Trades 54 36 73 54 36 73
Avg Bars in Winners 69 46 87 62 42 85
Avg Bars in Losers 36 27 49 41 26 55
Bars Traded 4227 1431 2796 4227 1431 2796
Profit Streak 0 0 51.6952 33.6952 142.1952 0
Trades During Streak 0 0 1 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -29596 684063 -578495 -624637 -11738 -579400
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4638,
    "evaluation_days": 2319,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564401600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759682461773,
    "expiration_time": 1765676448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 117,
            "na": 0.2,
            "nb": 0.21681,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 92,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            1194873.9582195634,
            1254354.7844307523,
            -59480.8262111883,
            -101312.5644993595,
            2073961.438853594,
            -2175274.003352954
        ],
        [
            1194.873958,
            1254.354784,
            -59.480826,
            -101.312564,
            2073.961439,
            -2175.274003
        ],
        [
            0.515254,
            0.540903,
            -0.025649,
            0,
            0.132867,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -356254,
            -152123,
            -277491,
            -12733331,
            -2677079,
            -12671880
        ],
        [
            2.576931,
            6.324009,
            0.886078,
            0.994228,
            1.607015,
            0.846124
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            43,
            19,
            24,
            48,
            25,
            23
        ],
        [
            34,
            20,
            14,
            29,
            14,
            15
        ],
        [
            55.844156,
            48.717949,
            63.157895,
            62.337662,
            64.102564,
            60.526316
        ],
        [
            2.037573,
            6.656852,
            0.516879,
            0.60068,
            0.899928,
            0.55182
        ],
        [
            1181527,
            1181527,
            69421,
            3121753,
            1754249,
            3121753
        ],
        [
            -115254,
            -38399,
            -115254,
            -12495925,
            -1127070,
            -12495925
        ],
        [
            54,
            36,
            73,
            54,
            36,
            73
        ],
        [
            69,
            46,
            87,
            62,
            42,
            85
        ],
        [
            36,
            27,
            49,
            41,
            26,
            55
        ],
        [
            4227,
            1431,
            2796,
            4227,
            1431,
            2796
        ],
        [
            0,
            0,
            51.695159,
            33.695159,
            142.195159,
            0
        ],
        [
            0,
            0,
            1,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -29596,
            684063,
            -578495,
            -624637,
            -11738,
            -579400
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4638,
    "evaluation_days": 2319,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564401600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759682461773,
    "expiration_time": 1765676448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 117,
            "na": 0.2,
            "nb": 0.21681,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 92,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)