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Trade: ONE/USDT/360/ZLMA/SINWMA/1915

Strategy
ONE/USDT/360/ZLMA/SINWMA/1915
Pair
ONE_USDT
Interval
6h
Score
625506
Daily Profit
0.207364
Profit Factor
5.646508
Profitability
58.064516
Streak
0.000000
Best Strategy
Training Data Length
2312.000000
Evaluation Time
2025-09-28 23:42
Expiration Time
2025-12-07 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2661228.1404 -190143.0563 -2471085.0841 -113509.9689 11921584.0463 -12035094.0152
Total P&L (%) -2661.2281 -190.1431 -2471.0851 -113.51 11921.584 -12035.094
Avg Daily Profit (%) -1.1511 -0.0822 -1.0688 0 0.2074 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2764349 -224877 -2540861 -16649622 -1619445 -17434136
Profit Factor 0.1708 0.5398 0.1162 0.9945 5.6465 0.3277
Total Trades 63 31 32 63 31 32
Winning Trades 35 13 22 29 18 11
Losing Trades 28 18 10 34 13 21
Profitability (%) 55.5556 41.9355 68.75 46.0317 58.0645 34.375
Ratio Avg Win / Avg Loss 0.1366 0.7474 0.0528 1.1659 4.078 0.6256
Largest Winning Trade 40438 31525 40438 8572975 8572975 1963639
Largest Losing Trade -1971685 -79746 -1971685 -11482048 -1619445 -11482048
Avg Bars in Trades 136 153 119 136 153 119
Avg Bars in Winners 55 55 56 182 201 151
Avg Bars in Losers 236 224 259 96 86 103
Bars Traded 8586 4753 3833 8586 4753 3833
Profit Streak 78.1128 78.1128 275.8628 0 0 0
Trades During Streak 3 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -729687 -583396 -577030 -731654 625506 -586886
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9248,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563386400000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759092145020,
    "expiration_time": 1765075104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "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": [
        [
            -2661228.140397068,
            -190143.0562718489,
            -2471085.084125219,
            -113509.9689018973,
            11921584.046271002,
            -12035094.015172904
        ],
        [
            -2661.22814,
            -190.143056,
            -2471.085084,
            -113.509969,
            11921.584046,
            -12035.094015
        ],
        [
            -1.15105,
            -0.082242,
            -1.068808,
            0,
            0.207364,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2764349,
            -224877,
            -2540861,
            -16649622,
            -1619445,
            -17434136
        ],
        [
            0.170763,
            0.539804,
            0.11623,
            0.994454,
            5.646508,
            0.327704
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            35,
            13,
            22,
            29,
            18,
            11
        ],
        [
            28,
            18,
            10,
            34,
            13,
            21
        ],
        [
            55.555556,
            41.935484,
            68.75,
            46.031746,
            58.064516,
            34.375
        ],
        [
            0.136611,
            0.747421,
            0.052832,
            1.165912,
            4.078034,
            0.625617
        ],
        [
            40438,
            31525,
            40438,
            8572975,
            8572975,
            1963639
        ],
        [
            -1971685,
            -79746,
            -1971685,
            -11482048,
            -1619445,
            -11482048
        ],
        [
            136,
            153,
            119,
            136,
            153,
            119
        ],
        [
            55,
            55,
            56,
            182,
            201,
            151
        ],
        [
            236,
            224,
            259,
            96,
            86,
            103
        ],
        [
            8586,
            4753,
            3833,
            8586,
            4753,
            3833
        ],
        [
            78.112789,
            78.11279,
            275.86279,
            0,
            0,
            0
        ],
        [
            3,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -729687,
            -583396,
            -577030,
            -731654,
            625506,
            -586886
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9248,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563386400000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759092145020,
    "expiration_time": 1765075104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "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)