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Trade: ONE/USDT/120/PWMA/ZLMA/6707

Strategy
ONE/USDT/120/PWMA/ZLMA/6707
Pair
ONE_USDT
Interval
2h
Score
531959
Daily Profit
0.560076
Profit Factor
2.155745
Profitability
45.909091
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 09:56
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1166359.2041 1018602.8442 147756.3599 7430619.3066 7500046.3038 -69426.9972
Total P&L (%) 1166.3592 1018.6028 147.7564 7430.6193 7500.0463 -69.427
Avg Daily Profit (%) 0.5601 0.4891 0.071 0.2077 0.2082 -0.0569
Buy And Hold Return (%) 87.9921 87.9921 87.9921 87.9921 87.9921 87.9921
Max Trade Drawdown -124855 -104570 -99347 -27726644 -21056448 -9052047
Profit Factor 2.1557 2.9474 1.3039 1.1017 1.1861 0.9979
Total Trades 220 110 110 220 110 110
Winning Trades 101 46 55 101 46 55
Losing Trades 119 64 55 119 64 55
Profitability (%) 45.9091 41.8182 50 45.9091 41.8182 50
Ratio Avg Win / Avg Loss 2.5399 4.1008 1.3039 1.298 1.6503 0.9979
Largest Winning Trade 432141 432141 82656 18715288 18715288 4382547
Largest Losing Trade -37675 -37675 -30352 -5905359 -5905359 -4908799
Avg Bars in Trades 111 100 122 111 100 122
Avg Bars in Winners 166 152 178 166 152 178
Avg Bars in Losers 64 62 66 64 62 66
Bars Traded 24462 11024 13438 24462 11024 13438
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 531959 456992 -107386 -101035 -10004 -581039

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580212800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758869771014,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 207,
            "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": [
        [
            1166359.20411281,
            1018602.8442243028,
            147756.3598885072,
            7430619.306556238,
            7500046.303793721,
            -69426.9972374771
        ],
        [
            1166.359204,
            1018.602844,
            147.75636,
            7430.619307,
            7500.046304,
            -69.426997
        ],
        [
            0.560076,
            0.489125,
            0.070951,
            0.207733,
            0.208175,
            -0.056889
        ],
        [
            87.992126,
            87.992126,
            87.992126,
            87.992126,
            87.992126,
            87.992126
        ],
        [
            -124855,
            -104570,
            -99347,
            -27726644,
            -21056448,
            -9052047
        ],
        [
            2.155745,
            2.94744,
            1.30394,
            1.101661,
            1.186134,
            0.997883
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            101,
            46,
            55,
            101,
            46,
            55
        ],
        [
            119,
            64,
            55,
            119,
            64,
            55
        ],
        [
            45.909091,
            41.818182,
            50,
            45.909091,
            41.818182,
            50
        ],
        [
            2.539937,
            4.100786,
            1.30394,
            1.297997,
            1.650274,
            0.997883
        ],
        [
            432141,
            432141,
            82656,
            18715288,
            18715288,
            4382547
        ],
        [
            -37675,
            -37675,
            -30352,
            -5905359,
            -5905359,
            -4908799
        ],
        [
            111,
            100,
            122,
            111,
            100,
            122
        ],
        [
            166,
            152,
            178,
            166,
            152,
            178
        ],
        [
            64,
            62,
            66,
            64,
            62,
            66
        ],
        [
            24462,
            11024,
            13438,
            24462,
            11024,
            13438
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            531959,
            456992,
            -107386,
            -101035,
            -10004,
            -581039
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580212800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758869771014,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 207,
            "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)