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Trade: ONE/USDT/720/PWMA/HWMA/9605

Strategy
ONE/USDT/720/PWMA/HWMA/9605
Pair
ONE_USDT
Interval
12h
Score
345977
Daily Profit
0.392962
Profit Factor
1.466411
Profitability
36.111111
Streak
16.108491
Best Strategy
Training Data Length
2314.500000
Evaluation Time
2025-10-01 05:36
Expiration Time
2025-12-09 12:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 909511.1307 826435.4094 83075.7213 213190.4227 -73047.2566 286237.6793
Total P&L (%) 909.5111 826.4354 83.0757 213.1904 -73.0473 286.2377
Avg Daily Profit (%) 0.393 0.3571 0.0359 0.0493 -0.0566 0.0584
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186080 -133527 -226777 -2029925 -1681558 -599668
Profit Factor 1.4664 1.8306 1.087 1.032 0.9807 1.0992
Total Trades 432 216 216 432 216 216
Winning Trades 156 66 90 156 66 90
Losing Trades 276 150 126 276 150 126
Profitability (%) 36.1111 30.5556 41.6667 36.1111 30.5556 41.6667
Ratio Avg Win / Avg Loss 2.5944 4.1605 1.5218 1.8258 2.2288 1.5389
Largest Winning Trade 472534 472534 58839 1178430 1178430 268267
Largest Losing Trade -22568 -21574 -22568 -252115 -252115 -234368
Avg Bars in Trades 10 10 10 10 10 10
Avg Bars in Winners 18 20 17 18 20 17
Avg Bars in Losers 6 5 6 6 5 6
Bars Traded 4589 2214 2375 4589 2214 2375
Profit Streak 16.1085 0 22.6085 16.1085 0 22.6085
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345977 221208 -270522 -313524 -584709 -227058
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4629,
    "evaluation_days": 2314.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560124800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759286173611,
    "expiration_time": 1765275984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.81002,
            "nb": 0.1,
            "nc": 0.75826
        }
    }
}
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": [
        [
            909511.130667927,
            826435.4094112569,
            83075.7212566702,
            213190.4227105447,
            -73047.2565752843,
            286237.6792858286
        ],
        [
            909.511131,
            826.435409,
            83.075721,
            213.190423,
            -73.047257,
            286.237679
        ],
        [
            0.392962,
            0.357069,
            0.035894,
            0.049338,
            -0.056631,
            0.0584
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186080,
            -133527,
            -226777,
            -2029925,
            -1681558,
            -599668
        ],
        [
            1.466411,
            1.830639,
            1.086983,
            1.032002,
            0.980659,
            1.099216
        ],
        [
            432,
            216,
            216,
            432,
            216,
            216
        ],
        [
            156,
            66,
            90,
            156,
            66,
            90
        ],
        [
            276,
            150,
            126,
            276,
            150,
            126
        ],
        [
            36.111111,
            30.555556,
            41.666667,
            36.111111,
            30.555556,
            41.666667
        ],
        [
            2.594419,
            4.160544,
            1.521776,
            1.825849,
            2.228771,
            1.538903
        ],
        [
            472534,
            472534,
            58839,
            1178430,
            1178430,
            268267
        ],
        [
            -22568,
            -21574,
            -22568,
            -252115,
            -252115,
            -234368
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            18,
            20,
            17,
            18,
            20,
            17
        ],
        [
            6,
            5,
            6,
            6,
            5,
            6
        ],
        [
            4589,
            2214,
            2375,
            4589,
            2214,
            2375
        ],
        [
            16.108491,
            0,
            22.608491,
            16.108491,
            0,
            22.608491
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345977,
            221208,
            -270522,
            -313524,
            -584709,
            -227058
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4629,
    "evaluation_days": 2314.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560124800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759286173611,
    "expiration_time": 1765275984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.81002,
            "nb": 0.1,
            "nc": 0.75826
        }
    }
}

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)