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Trade: ONE/USDT/720/OHLC4/ALMA/8689

Strategy
ONE/USDT/720/OHLC4/ALMA/8689
Pair
ONE_USDT
Interval
12h
Score
362065
Daily Profit
0.159924
Profit Factor
1.860164
Profitability
44.578313
Streak
174.486335
Best Strategy
Training Data Length
2318.000000
Evaluation Time
2025-10-05 02:40
Expiration Time
2025-12-13 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 225826.8027 370703.9101 -144877.1074 -118573.4177 -48370.3876 -70203.0301
Total P&L (%) 225.8268 370.7039 -144.8771 -118.5734 -48.3704 -70.203
Avg Daily Profit (%) 0.0974 0.1599 -0.0625 0 -0.0285 -0.0522
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197183 -168390 -274014 -481651 -332461 -345446
Profit Factor 1.1969 1.8602 0.7976 0.8877 0.8936 0.8833
Total Trades 166 83 83 166 83 83
Winning Trades 83 37 46 86 48 38
Losing Trades 83 46 37 80 35 45
Profitability (%) 50 44.5783 55.4217 51.8072 57.8313 45.7831
Ratio Avg Win / Avg Loss 1.1969 2.3126 0.6416 0.8258 0.6516 1.0461
Largest Winning Trade 175239 175239 48357 197110 104579 197110
Largest Losing Trade -159634 -52637 -159634 -150845 -150845 -81371
Avg Bars in Trades 26 24 29 26 24 29
Avg Bars in Winners 32 31 32 23 21 25
Avg Bars in Losers 21 18 25 30 28 32
Bars Traded 4463 2037 2426 4463 2037 2426
Profit Streak 136.4863 174.4863 136.4863 0 0 0
Trades During Streak 5 5 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -64262 362065 -579169 -579396 -579817 -580805
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565308800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759621219336,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 138
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 123,
            "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": [
        [
            225826.802687934,
            370703.9100537248,
            -144877.1073657908,
            -118573.4177232011,
            -48370.3876376451,
            -70203.0300855561
        ],
        [
            225.826803,
            370.70391,
            -144.877107,
            -118.573418,
            -48.370388,
            -70.20303
        ],
        [
            0.097423,
            0.159924,
            -0.062501,
            0,
            -0.028515,
            -0.052219
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197183,
            -168390,
            -274014,
            -481651,
            -332461,
            -345446
        ],
        [
            1.196919,
            1.860164,
            0.797611,
            0.887737,
            0.893565,
            0.883335
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            83,
            37,
            46,
            86,
            48,
            38
        ],
        [
            83,
            46,
            37,
            80,
            35,
            45
        ],
        [
            50,
            44.578313,
            55.421687,
            51.807229,
            57.831325,
            45.783133
        ],
        [
            1.196919,
            2.312636,
            0.641557,
            0.825802,
            0.651557,
            1.046055
        ],
        [
            175239,
            175239,
            48357,
            197110,
            104579,
            197110
        ],
        [
            -159634,
            -52637,
            -159634,
            -150845,
            -150845,
            -81371
        ],
        [
            26,
            24,
            29,
            26,
            24,
            29
        ],
        [
            32,
            31,
            32,
            23,
            21,
            25
        ],
        [
            21,
            18,
            25,
            30,
            28,
            32
        ],
        [
            4463,
            2037,
            2426,
            4463,
            2037,
            2426
        ],
        [
            136.486335,
            174.486335,
            136.486335,
            0,
            0,
            0
        ],
        [
            5,
            5,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64262,
            362065,
            -579169,
            -579396,
            -579817,
            -580805
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565308800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759621219336,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 138
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 123,
            "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)