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Trade: ONE/USDT/720/HWMA/SINWMA/4143

Strategy
ONE/USDT/720/HWMA/SINWMA/4143
Pair
ONE_USDT
Interval
12h
Score
629676
Daily Profit
0.925027
Profit Factor
3.778248
Profitability
42.424242
Streak
0.000000
Best Strategy
Training Data Length
2324.500000
Evaluation Time
2025-10-11 13:54
Expiration Time
2025-12-19 19:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2150224.4432 2165360.0348 -15135.5916 37138.9897 1116159.7348 -1079020.7451
Total P&L (%) 2150.2244 2165.36 -15.1356 37.139 1116.1597 -1079.0207
Avg Daily Profit (%) 0.925 0.9315 -0.0065 0.0136 0.1075 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -216878 -142024 -128535 -2223793 -1091072 -2021193
Profit Factor 3.7782 7.8312 0.9669 1.0049 1.4101 0.7807
Total Trades 99 50 49 99 50 49
Winning Trades 42 17 25 42 17 25
Losing Trades 57 33 24 57 33 24
Profitability (%) 42.4242 34 51.0204 42.4242 34 51.0204
Ratio Avg Win / Avg Loss 5.1276 15.2018 0.9282 1.3637 2.7373 0.7495
Largest Winning Trade 2104091 2104091 73788 1200674 1200674 764291
Largest Losing Trade -61109 -41328 -61109 -1144370 -503839 -1144370
Avg Bars in Trades 43 38 48 43 38 48
Avg Bars in Winners 67 66 68 67 66 68
Avg Bars in Losers 25 23 27 25 23 27
Bars Traded 4278 1903 2375 4278 1903 2375
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 629676 -164469 -580549 -395029 -233420 -580549
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4649,
    "evaluation_days": 2324.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564272000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760180045228,
    "expiration_time": 1766165904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 114,
            "na": 0.65434,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 28,
            "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": [
        [
            2150224.4432356837,
            2165360.0348174637,
            -15135.5915817795,
            37138.9897397605,
            1116159.7348007085,
            -1079020.7450609475
        ],
        [
            2150.224443,
            2165.360035,
            -15.135592,
            37.13899,
            1116.159735,
            -1079.020745
        ],
        [
            0.925027,
            0.931538,
            -0.006511,
            0.013588,
            0.107534,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -216878,
            -142024,
            -128535,
            -2223793,
            -1091072,
            -2021193
        ],
        [
            3.778248,
            7.831227,
            0.966878,
            1.00486,
            1.410128,
            0.780704
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            42,
            17,
            25,
            42,
            17,
            25
        ],
        [
            57,
            33,
            24,
            57,
            33,
            24
        ],
        [
            42.424242,
            34,
            51.020408,
            42.424242,
            34,
            51.020408
        ],
        [
            5.127622,
            15.201794,
            0.928203,
            1.363738,
            2.737306,
            0.749475
        ],
        [
            2104091,
            2104091,
            73788,
            1200674,
            1200674,
            764291
        ],
        [
            -61109,
            -41328,
            -61109,
            -1144370,
            -503839,
            -1144370
        ],
        [
            43,
            38,
            48,
            43,
            38,
            48
        ],
        [
            67,
            66,
            68,
            67,
            66,
            68
        ],
        [
            25,
            23,
            27,
            25,
            23,
            27
        ],
        [
            4278,
            1903,
            2375,
            4278,
            1903,
            2375
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            629676,
            -164469,
            -580549,
            -395029,
            -233420,
            -580549
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4649,
    "evaluation_days": 2324.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564272000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760180045228,
    "expiration_time": 1766165904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 114,
            "na": 0.65434,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 28,
            "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)