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Trade: ONE/USDT/720/ALMA/HWMA/5360

Strategy
ONE/USDT/720/ALMA/HWMA/5360
Pair
ONE_USDT
Interval
12h
Score
678056
Daily Profit
1.315104
Profit Factor
6.141736
Profitability
40.625000
Streak
0.000000
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 16:37
Expiration Time
2025-12-02 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3035259.1615 2742415.996 292843.1655 88833183.4271 46893197.1046 41939986.3225
Total P&L (%) 3035.2592 2742.416 292.8432 88833.1834 46893.1971 41939.9863
Avg Daily Profit (%) 1.3151 1.1882 0.1269 0.2946 0.2669 0.2621
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95720 -56010 -53196 -67439998 -44316115 -39479798
Profit Factor 6.1417 9.4033 2.1094 1.3849 1.4015 1.3679
Total Trades 128 64 64 128 64 64
Winning Trades 52 22 30 52 22 30
Losing Trades 76 42 34 76 42 34
Profitability (%) 40.625 34.375 46.875 40.625 34.375 46.875
Ratio Avg Win / Avg Loss 8.9764 17.9517 2.3906 2.0241 2.6756 1.5503
Largest Winning Trade 2232905 2232905 80554 60739785 55617997 60739785
Largest Losing Trade -37104 -32275 -37104 -19410236 -19410236 -17036752
Avg Bars in Trades 35 29 41 35 29 41
Avg Bars in Winners 75 70 78 75 70 78
Avg Bars in Losers 8 7 8 8 7 8
Bars Traded 4518 1892 2626 4518 1892 2626
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 678056 -123225 -160014 261143 -134831 -130217

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562587200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758893830245,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.7242,
            "nb": 0.1,
            "nc": 0.96085
        }
    }
}
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": [
        [
            3035259.161543949,
            2742415.9959968287,
            292843.1655471205,
            88833183.42708829,
            46893197.104622915,
            41939986.32246532
        ],
        [
            3035.259162,
            2742.415996,
            292.843166,
            88833.183427,
            46893.197105,
            41939.986322
        ],
        [
            1.315104,
            1.188222,
            0.126882,
            0.294648,
            0.266932,
            0.262094
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95720,
            -56010,
            -53196,
            -67439998,
            -44316115,
            -39479798
        ],
        [
            6.141736,
            9.403263,
            2.109395,
            1.384897,
            1.401502,
            1.367886
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            52,
            22,
            30,
            52,
            22,
            30
        ],
        [
            76,
            42,
            34,
            76,
            42,
            34
        ],
        [
            40.625,
            34.375,
            46.875,
            40.625,
            34.375,
            46.875
        ],
        [
            8.976384,
            17.951684,
            2.390647,
            2.024081,
            2.675594,
            1.550271
        ],
        [
            2232905,
            2232905,
            80554,
            60739785,
            55617997,
            60739785
        ],
        [
            -37104,
            -32275,
            -37104,
            -19410236,
            -19410236,
            -17036752
        ],
        [
            35,
            29,
            41,
            35,
            29,
            41
        ],
        [
            75,
            70,
            78,
            75,
            70,
            78
        ],
        [
            8,
            7,
            8,
            8,
            7,
            8
        ],
        [
            4518,
            1892,
            2626,
            4518,
            1892,
            2626
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            678056,
            -123225,
            -160014,
            261143,
            -134831,
            -130217
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562587200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758893830245,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.7242,
            "nb": 0.1,
            "nc": 0.96085
        }
    }
}

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)