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Trade: ONE/USDT/120/DCM/HMA/8961

Strategy
ONE/USDT/120/DCM/HMA/8961
Pair
ONE_USDT
Interval
2h
Score
493058
Daily Profit
0.328561
Profit Factor
1.911804
Profitability
54.143646
Streak
0.000000
Best Strategy
Training Data Length
2083.000000
Evaluation Time
2025-10-01 21:38
Expiration Time
2025-12-15 19:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 783813.3418 684391.7051 99421.6367 1314418.1599 3143113.4355 -1828695.2756
Total P&L (%) 783.8133 684.3917 99.4216 1314.4182 3143.1134 -1828.6953
Avg Daily Profit (%) 0.3763 0.3286 0.0477 0.1273 0.1672 0
Buy And Hold Return (%) 48.452 48.452 48.452 48.452 48.452 48.452
Max Trade Drawdown -146903 -97781 -150079 -4334780 -1810090 -3404407
Profit Factor 1.4742 1.9118 1.1102 1.0504 1.2799 0.8769
Total Trades 362 181 181 362 181 181
Winning Trades 195 98 97 195 98 97
Losing Trades 167 83 84 167 83 84
Profitability (%) 53.8674 54.1436 53.5912 53.8674 54.1436 53.5912
Ratio Avg Win / Avg Loss 1.2625 1.6192 0.9614 0.8996 1.084 0.7594
Largest Winning Trade 96831 96831 64388 1470922 1470922 1368903
Largest Losing Trade -56913 -42204 -56913 -1458860 -775611 -1458860
Avg Bars in Trades 67 57 77 67 57 77
Avg Bars in Winners 67 53 81 67 53 81
Avg Bars in Losers 67 62 73 67 62 73
Bars Traded 24506 10471 14036 24506 10471 14036
Profit Streak 0 0 20.0264 0 0 20.0264
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 471114 493058 -234800 -187075 311313 -578855
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24996,
    "evaluation_days": 2083,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1581141600000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759343881344,
    "expiration_time": 1765820563200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 242,
            "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": [
        [
            783813.3418060882,
            684391.7050733918,
            99421.6367326972,
            1314418.1598974962,
            3143113.4354689936,
            -1828695.2755714986
        ],
        [
            783.813342,
            684.391705,
            99.421637,
            1314.41816,
            3143.113435,
            -1828.695276
        ],
        [
            0.376291,
            0.328561,
            0.04773,
            0.127268,
            0.167164,
            0
        ],
        [
            48.452012,
            48.452012,
            48.452012,
            48.452012,
            48.452012,
            48.452012
        ],
        [
            -146903,
            -97781,
            -150079,
            -4334780,
            -1810090,
            -3404407
        ],
        [
            1.474152,
            1.911804,
            1.110163,
            1.050385,
            1.279902,
            0.876924
        ],
        [
            362,
            181,
            181,
            362,
            181,
            181
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            53.867403,
            54.143646,
            53.59116,
            53.867403,
            54.143646,
            53.59116
        ],
        [
            1.262479,
            1.619181,
            0.961378,
            0.89956,
            1.083998,
            0.759398
        ],
        [
            96831,
            96831,
            64388,
            1470922,
            1470922,
            1368903
        ],
        [
            -56913,
            -42204,
            -56913,
            -1458860,
            -775611,
            -1458860
        ],
        [
            67,
            57,
            77,
            67,
            57,
            77
        ],
        [
            67,
            53,
            81,
            67,
            53,
            81
        ],
        [
            67,
            62,
            73,
            67,
            62,
            73
        ],
        [
            24506,
            10471,
            14036,
            24506,
            10471,
            14036
        ],
        [
            0,
            0,
            20.026404,
            0,
            0,
            20.026404
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            471114,
            493058,
            -234800,
            -187075,
            311313,
            -578855
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24996,
    "evaluation_days": 2083,
    "actual_first_datapoint_time": 1579305600000,
    "first_datapoint_time": 1581141600000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759343881344,
    "expiration_time": 1765820563200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 242,
            "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)