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Trade: ONE/USDT/120/ALMA/VWMA/7036

Strategy
ONE/USDT/120/ALMA/VWMA/7036
Pair
ONE_USDT
Interval
2h
Score
367868
Daily Profit
0.535761
Profit Factor
2.185003
Profitability
36.551724
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-09 21:38
Expiration Time
2025-12-23 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1116166.8876 1012239.8912 103926.9964 2777476.605 1072098.6036 1705378.0014
Total P&L (%) 1116.1669 1012.2399 103.927 2777.4766 1072.0986 1705.378
Avg Daily Profit (%) 0.5358 0.4859 0.0499 0.1614 0.1182 0.139
Buy And Hold Return (%) 44.7574 44.7574 44.7574 44.7574 44.7574 44.7574
Max Trade Drawdown -127850 -103390 -188764 -1460207 -1002035 -1105403
Profit Factor 2.185 3.3179 1.2057 1.2905 1.2212 1.3618
Total Trades 145 72 73 145 72 73
Winning Trades 53 23 30 53 23 30
Losing Trades 92 49 43 92 49 43
Profitability (%) 36.5517 31.9444 41.0959 36.5517 31.9444 41.0959
Ratio Avg Win / Avg Loss 3.7928 7.0685 1.7282 2.2402 2.6017 1.9519
Largest Winning Trade 361035 361035 66400 1387329 1387329 1257238
Largest Losing Trade -48730 -48730 -37896 -1104928 -540318 -1104928
Avg Bars in Trades 169 161 178 169 161 178
Avg Bars in Winners 304 307 302 304 307 302
Avg Bars in Losers 92 92 91 92 92 91
Bars Traded 24638 11625 13013 24638 11625 13013
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 367868 -69655 -205837 143952 -120534 -80933
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579968000000,
    "first_datapoint_time": 1581292800000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760035115196,
    "expiration_time": 1766512800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 53,
            "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": [
        [
            1116166.8875557873,
            1012239.891192527,
            103926.9963632606,
            2777476.6050191955,
            1072098.6035943204,
            1705378.0014248742
        ],
        [
            1116.166888,
            1012.239891,
            103.926996,
            2777.476605,
            1072.098604,
            1705.378001
        ],
        [
            0.535761,
            0.485876,
            0.049885,
            0.161386,
            0.118216,
            0.138978
        ],
        [
            44.757433,
            44.757433,
            44.757433,
            44.757433,
            44.757433,
            44.757433
        ],
        [
            -127850,
            -103390,
            -188764,
            -1460207,
            -1002035,
            -1105403
        ],
        [
            2.185003,
            3.317861,
            1.205715,
            1.290539,
            1.221225,
            1.361804
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            53,
            23,
            30,
            53,
            23,
            30
        ],
        [
            92,
            49,
            43,
            92,
            49,
            43
        ],
        [
            36.551724,
            31.944444,
            41.09589,
            36.551724,
            31.944444,
            41.09589
        ],
        [
            3.792835,
            7.068486,
            1.728192,
            2.240181,
            2.60174,
            1.951918
        ],
        [
            361035,
            361035,
            66400,
            1387329,
            1387329,
            1257238
        ],
        [
            -48730,
            -48730,
            -37896,
            -1104928,
            -540318,
            -1104928
        ],
        [
            169,
            161,
            178,
            169,
            161,
            178
        ],
        [
            304,
            307,
            302,
            304,
            307,
            302
        ],
        [
            92,
            92,
            91,
            92,
            92,
            91
        ],
        [
            24638,
            11625,
            13013,
            24638,
            11625,
            13013
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367868,
            -69655,
            -205837,
            143952,
            -120534,
            -80933
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579968000000,
    "first_datapoint_time": 1581292800000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760035115196,
    "expiration_time": 1766512800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 53,
            "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)