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Trade: ONE/USDT/120/HMA/VWMA/9376

Strategy
ONE/USDT/120/HMA/VWMA/9376
Pair
ONE_USDT
Interval
2h
Score
504482
Daily Profit
0.425348
Profit Factor
1.754698
Profitability
46.792453
Streak
15.280226
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-10-06 19:43
Expiration Time
2025-12-20 17:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 885859.1282 784913.9449 100945.1833 1494792.8928 354575.723 1140217.1698
Total P&L (%) 885.8591 784.9139 100.9452 1494.7929 354.5757 1140.2172
Avg Daily Profit (%) 0.4253 0.3769 0.0485 0.1331 0.0727 0.121
Buy And Hold Return (%) 57.0571 57.0571 57.0571 57.0571 57.0571 57.0571
Max Trade Drawdown -148054 -90705 -206636 -3995636 -2573241 -1570802
Profit Factor 1.7547 2.3182 1.1745 1.1093 1.0457 1.1932
Total Trades 265 132 133 265 132 133
Winning Trades 124 59 65 124 59 65
Losing Trades 141 73 68 141 73 68
Profitability (%) 46.7925 44.697 48.8722 46.7925 44.697 48.8722
Ratio Avg Win / Avg Loss 1.9953 2.8682 1.2288 1.2614 1.2938 1.2482
Largest Winning Trade 310930 310930 55215 1563265 1563265 998628
Largest Losing Trade -47378 -39549 -47378 -1069103 -609465 -1069103
Avg Bars in Trades 92 90 95 92 90 95
Avg Bars in Winners 124 121 127 124 121 127
Avg Bars in Losers 65 65 64 65 65 64
Bars Traded 24638 11958 12680 24638 11958 12680
Profit Streak 15.2802 0 23.6969 15.2802 0 23.6969
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 504482 421107 -165231 -114498 -268933 -39233
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579759200000,
    "first_datapoint_time": 1581105600000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759769011577,
    "expiration_time": 1766244326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 40,
            "offset": 143
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 67,
            "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": [
        [
            885859.1281597526,
            784913.9448854503,
            100945.1832743014,
            1494792.8927924698,
            354575.7230070523,
            1140217.1697854172
        ],
        [
            885.859128,
            784.913945,
            100.945183,
            1494.792893,
            354.575723,
            1140.21717
        ],
        [
            0.425348,
            0.376879,
            0.048469,
            0.133059,
            0.072731,
            0.120969
        ],
        [
            57.057057,
            57.057057,
            57.057057,
            57.057057,
            57.057057,
            57.057057
        ],
        [
            -148054,
            -90705,
            -206636,
            -3995636,
            -2573241,
            -1570802
        ],
        [
            1.754698,
            2.318168,
            1.174545,
            1.109349,
            1.04565,
            1.193169
        ],
        [
            265,
            132,
            133,
            265,
            132,
            133
        ],
        [
            124,
            59,
            65,
            124,
            59,
            65
        ],
        [
            141,
            73,
            68,
            141,
            73,
            68
        ],
        [
            46.792453,
            44.69697,
            48.87218,
            46.792453,
            44.69697,
            48.87218
        ],
        [
            1.995262,
            2.868242,
            1.228754,
            1.261437,
            1.29377,
            1.248239
        ],
        [
            310930,
            310930,
            55215,
            1563265,
            1563265,
            998628
        ],
        [
            -47378,
            -39549,
            -47378,
            -1069103,
            -609465,
            -1069103
        ],
        [
            92,
            90,
            95,
            92,
            90,
            95
        ],
        [
            124,
            121,
            127,
            124,
            121,
            127
        ],
        [
            65,
            65,
            64,
            65,
            65,
            64
        ],
        [
            24638,
            11958,
            12680,
            24638,
            11958,
            12680
        ],
        [
            15.280226,
            0,
            23.696893,
            15.280227,
            0,
            23.696893
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            504482,
            421107,
            -165231,
            -114498,
            -268933,
            -39233
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579759200000,
    "first_datapoint_time": 1581105600000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759769011577,
    "expiration_time": 1766244326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 40,
            "offset": 143
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 67,
            "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)