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Trade: ONE/USDT/240/SINWMA/ALMA/9133

Strategy
ONE/USDT/240/SINWMA/ALMA/9133
Pair
ONE_USDT
Interval
4h
Score
493909
Daily Profit
0.469932
Profit Factor
1.999190
Profitability
46.231156
Streak
0.000000
Best Strategy
Training Data Length
2307.170000
Evaluation Time
2025-09-27 23:10
Expiration Time
2025-12-02 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1084212.1404 936964.3641 147247.7762 3237182.6482 3013219.0736 223963.5746
Total P&L (%) 1084.2121 936.9644 147.2478 3237.1826 3013.2191 223.9636
Avg Daily Profit (%) 0.4699 0.4061 0.0638 0.1522 0.1491 0.051
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130296 -84307 -182111 -3392629 -3158740 -2820859
Profit Factor 1.9992 2.8341 1.2564 1.1425 1.2901 1.0182
Total Trades 199 100 99 199 100 99
Winning Trades 92 42 50 92 42 50
Losing Trades 107 58 49 107 58 49
Profitability (%) 46.2312 42 50.5051 46.2312 42 50.5051
Ratio Avg Win / Avg Loss 2.3251 3.9138 1.2313 1.3288 1.7816 0.9978
Largest Winning Trade 397185 397185 83955 2787902 2787902 1180710
Largest Losing Trade -57122 -46808 -57122 -2174862 -1104050 -2174862
Avg Bars in Trades 67 60 74 67 60 74
Avg Bars in Winners 97 85 107 97 85 107
Avg Bars in Losers 41 42 40 41 42 40
Bars Traded 13419 6029 7390 13419 6029 7390
Profit Streak 0 0 16.007 0 0 16.007
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 493909 425181 -107539 -56540 150949 -326713
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561348800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759003803570,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 23,
            "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": [
        [
            1084212.140371804,
            936964.3641388513,
            147247.7762329515,
            3237182.6482444094,
            3013219.0736008263,
            223963.574643585
        ],
        [
            1084.21214,
            936.964364,
            147.247776,
            3237.182648,
            3013.219074,
            223.963575
        ],
        [
            0.469932,
            0.40611,
            0.063822,
            0.152151,
            0.149135,
            0.050961
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130296,
            -84307,
            -182111,
            -3392629,
            -3158740,
            -2820859
        ],
        [
            1.99919,
            2.834126,
            1.256422,
            1.142529,
            1.290138,
            1.018169
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            92,
            42,
            50,
            92,
            42,
            50
        ],
        [
            107,
            58,
            49,
            107,
            58,
            49
        ],
        [
            46.231156,
            42,
            50.505051,
            46.231156,
            42,
            50.505051
        ],
        [
            2.325145,
            3.913793,
            1.231293,
            1.328811,
            1.781619,
            0.997805
        ],
        [
            397185,
            397185,
            83955,
            2787902,
            2787902,
            1180710
        ],
        [
            -57122,
            -46808,
            -57122,
            -2174862,
            -1104050,
            -2174862
        ],
        [
            67,
            60,
            74,
            67,
            60,
            74
        ],
        [
            97,
            85,
            107,
            97,
            85,
            107
        ],
        [
            41,
            42,
            40,
            41,
            42,
            40
        ],
        [
            13419,
            6029,
            7390,
            13419,
            6029,
            7390
        ],
        [
            0,
            0,
            16.006986,
            0,
            0,
            16.006986
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            493909,
            425181,
            -107539,
            -56540,
            150949,
            -326713
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1561348800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759003803570,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 23,
            "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)