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Trade: ONE/USDT/240/ALMA/VWMA/8818

Strategy
ONE/USDT/240/ALMA/VWMA/8818
Pair
ONE_USDT
Interval
4h
Score
311154
Daily Profit
0.239879
Profit Factor
1.414678
Profitability
48.648649
Streak
0.000000
Best Strategy
Training Data Length
2323.500000
Evaluation Time
2025-10-11 02:53
Expiration Time
2025-12-19 14:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2894984.5028 2655152.9633 239831.5395 15641402.7057 -10421162.0123 26062564.718
Total P&L (%) 2894.9845 2655.153 239.8315 15641.4027 -10421.162 26062.5647
Avg Daily Profit (%) 1.246 1.1427 0.1032 0.218 0 0.2399
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187656 -97845 -105408 -101305821 -76137961 -43096373
Profit Factor 5.9183 8.3461 2.0557 1.0886 0.9084 1.4147
Total Trades 74 37 37 74 37 37
Winning Trades 26 8 18 26 8 18
Losing Trades 48 29 19 48 29 19
Profitability (%) 35.1351 21.6216 48.6486 35.1351 21.6216 48.6486
Ratio Avg Win / Avg Loss 10.9262 30.2547 2.1699 2.0096 3.293 1.4933
Largest Winning Trade 2189303 2189303 77016 43088785 43088785 25040211
Largest Losing Trade -41321 -41321 -33539 -28079070 -28079070 -17933556
Avg Bars in Trades 184 165 203 184 165 203
Avg Bars in Winners 340 409 309 340 409 309
Avg Bars in Losers 99 97 103 99 97 103
Bars Traded 13645 6105 7540 13645 6105 7540
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 -52536 -22707 -51791 -188368 -622699 311154
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13941,
    "evaluation_days": 2323.5,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561953600000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760140402118,
    "expiration_time": 1766148912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 39,
            "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": [
        [
            2894984.5028199847,
            2655152.9633377083,
            239831.5394822767,
            15641402.705683298,
            -10421162.012311727,
            26062564.717995014
        ],
        [
            2894.984503,
            2655.152963,
            239.831539,
            15641.402706,
            -10421.162012,
            26062.564718
        ],
        [
            1.245958,
            1.142739,
            0.10322,
            0.217964,
            0,
            0.239879
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187656,
            -97845,
            -105408,
            -101305821,
            -76137961,
            -43096373
        ],
        [
            5.918342,
            8.346128,
            2.055716,
            1.088559,
            0.908402,
            1.414678
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            26,
            8,
            18,
            26,
            8,
            18
        ],
        [
            48,
            29,
            19,
            48,
            29,
            19
        ],
        [
            35.135135,
            21.621622,
            48.648649,
            35.135135,
            21.621622,
            48.648649
        ],
        [
            10.926169,
            30.254715,
            2.169923,
            2.009648,
            3.292957,
            1.493272
        ],
        [
            2189303,
            2189303,
            77016,
            43088785,
            43088785,
            25040211
        ],
        [
            -41321,
            -41321,
            -33539,
            -28079070,
            -28079070,
            -17933556
        ],
        [
            184,
            165,
            203,
            184,
            165,
            203
        ],
        [
            340,
            409,
            309,
            340,
            409,
            309
        ],
        [
            99,
            97,
            103,
            99,
            97,
            103
        ],
        [
            13645,
            6105,
            7540,
            13645,
            6105,
            7540
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -52536,
            -22707,
            -51791,
            -188368,
            -622699,
            311154
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13941,
    "evaluation_days": 2323.5,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561953600000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760140402118,
    "expiration_time": 1766148912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 39,
            "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)