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Trade: ONE/USDT/720/HWMA/KCL/7412

Strategy
ONE/USDT/720/HWMA/KCL/7412
Pair
ONE_USDT
Interval
12h
Score
310245
Daily Profit
0.207552
Profit Factor
1.408043
Profitability
61.111111
Streak
0.000000
Best Strategy
Training Data Length
2322.500000
Evaluation Time
2025-10-09 11:58
Expiration Time
2025-12-17 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3592192.4716 -16819.0966 -3575373.3749 -6873253.0178 -19112883.4304 12239630.4126
Total P&L (%) -3592.1925 -16.8191 -3575.3734 -6873.253 -19112.8834 12239.6304
Avg Daily Profit (%) -1.5467 -0.0072 -1.5395 0 0 0.2076
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -3785300 -76936 -3799256 -36077864 -22810497 -22314505
Profit Factor 0.1482 0.9018 0.1163 0.8818 0.3209 1.408
Total Trades 73 37 36 73 37 36
Winning Trades 57 26 31 44 22 22
Losing Trades 16 11 5 29 15 14
Profitability (%) 78.0822 70.2703 86.1111 60.274 59.4595 61.1111
Ratio Avg Win / Avg Loss 0.0416 0.3815 0.0188 0.5812 0.2188 0.896
Largest Winning Trade 33078 14585 33078 12788861 1966688 12788861
Largest Losing Trade -3645427 -76936 -3645427 -22545896 -22545896 -17132379
Avg Bars in Trades 59 12 106 59 12 106
Avg Bars in Winners 30 5 52 60 6 113
Avg Bars in Losers 160 31 443 57 21 95
Bars Traded 4323 476 3847 4323 476 3847
Profit Streak 241.8739 241.8739 247.3739 0 0 0
Trades During Streak 8 4 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -651666 -576489 -574920 -655445 -579268 310245
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4645,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563321600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760000301437,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.33819,
            "nb": 0.22973,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 93,
            "offset": 194,
            "scalar": 4
        }
    }
}
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": [
        [
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            -16819.0966356682,
            -3575373.374949771,
            -6873253.017776108,
            -19112883.43035147,
            12239630.412575355
        ],
        [
            -3592.192472,
            -16.819097,
            -3575.373375,
            -6873.253018,
            -19112.88343,
            12239.630413
        ],
        [
            -1.546692,
            -0.007242,
            -1.53945,
            0,
            0,
            0.207552
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -3785300,
            -76936,
            -3799256,
            -36077864,
            -22810497,
            -22314505
        ],
        [
            0.148176,
            0.901831,
            0.11626,
            0.881778,
            0.320858,
            1.408043
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            57,
            26,
            31,
            44,
            22,
            22
        ],
        [
            16,
            11,
            5,
            29,
            15,
            14
        ],
        [
            78.082192,
            70.27027,
            86.111111,
            60.273973,
            59.459459,
            61.111111
        ],
        [
            0.041593,
            0.381544,
            0.018752,
            0.581172,
            0.218767,
            0.896027
        ],
        [
            33078,
            14585,
            33078,
            12788861,
            1966688,
            12788861
        ],
        [
            -3645427,
            -76936,
            -3645427,
            -22545896,
            -22545896,
            -17132379
        ],
        [
            59,
            12,
            106,
            59,
            12,
            106
        ],
        [
            30,
            5,
            52,
            60,
            6,
            113
        ],
        [
            160,
            31,
            443,
            57,
            21,
            95
        ],
        [
            4323,
            476,
            3847,
            4323,
            476,
            3847
        ],
        [
            241.873859,
            241.873859,
            247.373859,
            0,
            0,
            0
        ],
        [
            8,
            4,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -651666,
            -576489,
            -574920,
            -655445,
            -579268,
            310245
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4645,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563321600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760000301437,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.33819,
            "nb": 0.22973,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 93,
            "offset": 194,
            "scalar": 4
        }
    }
}

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)