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Trade: ONE/USDT/120/PWMA/ZLMA/7834

Strategy
ONE/USDT/120/PWMA/ZLMA/7834
Pair
ONE_USDT
Interval
2h
Score
414099
Daily Profit
0.475628
Profit Factor
1.847715
Profitability
39.224138
Streak
15.810578
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 12:27
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 990495.67 933596.0987 56899.5713 1202162.5327 3823452.9923 -2621290.4596
Total P&L (%) 990.4957 933.5961 56.8996 1202.1625 3823.453 -2621.2905
Avg Daily Profit (%) 0.4756 0.4483 0.0273 0.1233 0.1764 0
Buy And Hold Return (%) 84.7195 84.7195 84.7195 84.7195 84.7195 84.7195
Max Trade Drawdown -196604 -139773 -89226 -11339125 -8130044 -5409372
Profit Factor 1.8477 2.5407 1.1012 1.0218 1.1288 0.8974
Total Trades 232 116 116 232 116 116
Winning Trades 91 41 50 91 41 50
Losing Trades 141 75 66 141 75 66
Profitability (%) 39.2241 35.3448 43.1034 39.2241 35.3448 43.1034
Ratio Avg Win / Avg Loss 2.8629 4.6475 1.4535 1.5832 2.0649 1.1846
Largest Winning Trade 468789 468789 83341 6797217 6797217 3908039
Largest Losing Trade -39524 -39524 -30875 -1649192 -1649192 -1344616
Avg Bars in Trades 105 95 115 105 95 115
Avg Bars in Winners 178 170 184 178 170 184
Avg Bars in Losers 58 54 63 58 54 63
Bars Traded 24463 11054 13409 24463 11054 13409
Profit Streak 15.8106 29.8106 0 15.8106 29.8106 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414099 345552 -434329 -225832 -75274 -582039

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": 1580140800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758878833961,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 197,
            "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": [
        [
            990495.6699773071,
            933596.0986982756,
            56899.5712790312,
            1202162.5326572675,
            3823452.992261137,
            -2621290.4596038708
        ],
        [
            990.49567,
            933.596099,
            56.899571,
            1202.162533,
            3823.452992,
            -2621.29046
        ],
        [
            0.475628,
            0.448305,
            0.027323,
            0.123323,
            0.176365,
            0
        ],
        [
            84.719536,
            84.719536,
            84.719536,
            84.719536,
            84.719536,
            84.719536
        ],
        [
            -196604,
            -139773,
            -89226,
            -11339125,
            -8130044,
            -5409372
        ],
        [
            1.847715,
            2.540655,
            1.101163,
            1.021763,
            1.128828,
            0.897445
        ],
        [
            232,
            116,
            116,
            232,
            116,
            116
        ],
        [
            91,
            41,
            50,
            91,
            41,
            50
        ],
        [
            141,
            75,
            66,
            141,
            75,
            66
        ],
        [
            39.224138,
            35.344828,
            43.103448,
            39.224138,
            35.344828,
            43.103448
        ],
        [
            2.862943,
            4.647539,
            1.453535,
            1.583171,
            2.06493,
            1.184628
        ],
        [
            468789,
            468789,
            83341,
            6797217,
            6797217,
            3908039
        ],
        [
            -39524,
            -39524,
            -30875,
            -1649192,
            -1649192,
            -1344616
        ],
        [
            105,
            95,
            115,
            105,
            95,
            115
        ],
        [
            178,
            170,
            184,
            178,
            170,
            184
        ],
        [
            58,
            54,
            63,
            58,
            54,
            63
        ],
        [
            24463,
            11054,
            13409,
            24463,
            11054,
            13409
        ],
        [
            15.810578,
            29.810578,
            0,
            15.810578,
            29.810578,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414099,
            345552,
            -434329,
            -225832,
            -75274,
            -582039
        ]
    ]
}
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": 1580140800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758878833961,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 197,
            "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)