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Trade: ONE/USDT/360/PWMA/ZLMA/4521

Strategy
ONE/USDT/360/PWMA/ZLMA/4521
Pair
ONE_USDT
Interval
6h
Score
472667
Daily Profit
0.280481
Profit Factor
2.141913
Profitability
48.192771
Streak
84.337487
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-25 23:05
Expiration Time
2025-12-02 19:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 465118.6083 647280.791 -182162.1827 -92195.1954 -41588.4771 -50606.7183
Total P&L (%) 465.1186 647.2808 -182.1622 -92.1952 -41.5885 -50.6067
Avg Daily Profit (%) 0.2015 0.2805 -0.0789 -0.1105 -0.0233 -0.0306
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -257454 -101790 -293220 -99801 -62140 -48975
Profit Factor 1.3669 2.1419 0.7401 0.6455 0.6849 0.6049
Total Trades 165 83 82 165 83 82
Winning Trades 73 40 33 73 40 33
Losing Trades 92 43 49 92 43 49
Profitability (%) 44.2424 48.1928 40.2439 44.2424 48.1928 40.2439
Ratio Avg Win / Avg Loss 1.7227 2.3026 1.0989 0.8135 0.7363 0.8982
Largest Winning Trade 489086 489086 78548 23919 23919 18225
Largest Losing Trade -61445 -61445 -55863 -48761 -48761 -24314
Avg Bars in Trades 51 40 62 51 40 62
Avg Bars in Winners 58 43 76 58 43 76
Avg Bars in Losers 45 37 52 45 37 52
Bars Traded 8474 3373 5101 8474 3373 5101
Profit Streak 15.8375 84.3375 0 15.8375 84.3375 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303935 472667 -587363 -581573 -580448 -589030

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564380000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758830758905,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 234,
            "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": [
        [
            465118.6083457164,
            647280.7910231485,
            -182162.1826774324,
            -92195.1954415133,
            -41588.4771194149,
            -50606.7183220985
        ],
        [
            465.118608,
            647.280791,
            -182.162183,
            -92.195195,
            -41.588477,
            -50.606718
        ],
        [
            0.201546,
            0.280481,
            -0.078935,
            -0.110455,
            -0.023295,
            -0.03056
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -257454,
            -101790,
            -293220,
            -99801,
            -62140,
            -48975
        ],
        [
            1.366903,
            2.141913,
            0.740084,
            0.645511,
            0.684938,
            0.604878
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            73,
            40,
            33,
            73,
            40,
            33
        ],
        [
            92,
            43,
            49,
            92,
            43,
            49
        ],
        [
            44.242424,
            48.192771,
            40.243902,
            44.242424,
            48.192771,
            40.243902
        ],
        [
            1.722672,
            2.302557,
            1.098912,
            0.813521,
            0.736308,
            0.898152
        ],
        [
            489086,
            489086,
            78548,
            23919,
            23919,
            18225
        ],
        [
            -61445,
            -61445,
            -55863,
            -48761,
            -48761,
            -24314
        ],
        [
            51,
            40,
            62,
            51,
            40,
            62
        ],
        [
            58,
            43,
            76,
            58,
            43,
            76
        ],
        [
            45,
            37,
            52,
            45,
            37,
            52
        ],
        [
            8474,
            3373,
            5101,
            8474,
            3373,
            5101
        ],
        [
            15.837487,
            84.337487,
            0,
            15.837487,
            84.337487,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303935,
            472667,
            -587363,
            -581573,
            -580448,
            -589030
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564380000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758830758905,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 234,
            "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)