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Trade: ONE/USDT/720/MIDPRICE/HWMA/8675

Strategy
ONE/USDT/720/MIDPRICE/HWMA/8675
Pair
ONE_USDT
Interval
12h
Score
539671
Daily Profit
0.941681
Profit Factor
7.421808
Profitability
32.432432
Streak
0.000000
Best Strategy
Training Data Length
2317.000000
Evaluation Time
2025-10-03 16:29
Expiration Time
2025-12-12 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2247966.4622 2181873.9044 66092.5578 1616884.9245 8229008.4547 -6612123.5302
Total P&L (%) 2247.9665 2181.8739 66.0926 1616.8849 8229.0085 -6612.1235
Avg Daily Profit (%) 0.9702 0.9417 0.0285 0.1228 0.191 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114461 -86514 -85192 -7344474 -5239302 -8035091
Profit Factor 4.2704 7.4218 1.1901 1.0506 1.583 0.6299
Total Trades 73 37 36 73 37 36
Winning Trades 24 12 12 24 12 12
Losing Trades 49 25 24 49 25 24
Profitability (%) 32.8767 32.4324 33.3333 32.8767 32.4324 33.3333
Ratio Avg Win / Avg Loss 8.7188 15.4621 2.3803 2.1449 3.2978 1.2598
Largest Winning Trade 1892801 1892801 83360 7749139 7749139 2070645
Largest Losing Trade -50026 -26955 -50026 -4061949 -1337053 -4061949
Avg Bars in Trades 57 42 73 57 42 73
Avg Bars in Winners 120 86 153 120 86 153
Avg Bars in Losers 27 20 33 27 20 33
Bars Traded 4210 1554 2656 4210 1554 2656
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 -62362 539671 -171779 -275422 146122 -585594
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4634,
    "evaluation_days": 2317,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564272000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498153151,
    "expiration_time": 1765498464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.05849,
            "nc": 0.1
        }
    }
}
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": [
        [
            2247966.4621641417,
            2181873.904408682,
            66092.557755461,
            1616884.9244695723,
            8229008.454673518,
            -6612123.530203948
        ],
        [
            2247.966462,
            2181.873904,
            66.092558,
            1616.884924,
            8229.008455,
            -6612.12353
        ],
        [
            0.970206,
            0.941681,
            0.028525,
            0.122781,
            0.191047,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114461,
            -86514,
            -85192,
            -7344474,
            -5239302,
            -8035091
        ],
        [
            4.270441,
            7.421808,
            1.19014,
            1.050556,
            1.582952,
            0.629905
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            32.876712,
            32.432432,
            33.333333,
            32.876712,
            32.432432,
            33.333333
        ],
        [
            8.718817,
            15.462101,
            2.380281,
            2.144885,
            3.297817,
            1.259811
        ],
        [
            1892801,
            1892801,
            83360,
            7749139,
            7749139,
            2070645
        ],
        [
            -50026,
            -26955,
            -50026,
            -4061949,
            -1337053,
            -4061949
        ],
        [
            57,
            42,
            73,
            57,
            42,
            73
        ],
        [
            120,
            86,
            153,
            120,
            86,
            153
        ],
        [
            27,
            20,
            33,
            27,
            20,
            33
        ],
        [
            4210,
            1554,
            2656,
            4210,
            1554,
            2656
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -62362,
            539671,
            -171779,
            -275422,
            146122,
            -585594
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4634,
    "evaluation_days": 2317,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564272000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759498153151,
    "expiration_time": 1765498464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.05849,
            "nc": 0.1
        }
    }
}

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)