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Trade: ONE/USDT/120/ALMA/ZLMA/1983

Strategy
ONE/USDT/120/ALMA/ZLMA/1983
Pair
ONE_USDT
Interval
2h
Score
363287
Daily Profit
0.538196
Profit Factor
2.433679
Profitability
35.185185
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 06:56
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1120792.2904 1016637.9503 104154.3401 4063548.4768 3796850.7537 266697.7232
Total P&L (%) 1120.7923 1016.638 104.1543 4063.5485 3796.8508 266.6977
Avg Daily Profit (%) 0.5382 0.4882 0.05 0.1792 0.176 0.0624
Buy And Hold Return (%) 90.6188 90.6188 90.6188 90.6188 90.6188 90.6188
Max Trade Drawdown -103179 -73447 -126315 -4525179 -4552046 -3845831
Profit Factor 2.4337 3.6909 1.2578 1.1438 1.2734 1.0186
Total Trades 108 54 54 108 54 54
Winning Trades 38 17 21 38 17 21
Losing Trades 70 37 33 70 37 33
Profitability (%) 35.1852 31.4815 38.8889 35.1852 31.4815 38.8889
Ratio Avg Win / Avg Loss 4.4831 8.0332 1.9766 2.107 2.7715 1.6006
Largest Winning Trade 350967 350967 84933 4283903 4283903 2350850
Largest Losing Trade -45970 -45970 -35851 -2828426 -1756770 -2828426
Avg Bars in Trades 226 206 246 226 206 246
Avg Bars in Winners 404 382 421 404 382 421
Avg Bars in Losers 130 126 134 130 126 134
Bars Traded 24478 11173 13305 24478 11173 13305
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 363287 -170198 -428867 -58862 -178669 -496129

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580220000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758858963782,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 173,
            "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": [
        [
            1120792.2904125717,
            1016637.95030063,
            104154.340111941,
            4063548.476842836,
            3796850.7536696135,
            266697.723173226
        ],
        [
            1120.79229,
            1016.63795,
            104.15434,
            4063.548477,
            3796.850754,
            266.697723
        ],
        [
            0.538196,
            0.488181,
            0.050014,
            0.179222,
            0.176037,
            0.062414
        ],
        [
            90.618762,
            90.618762,
            90.618762,
            90.618762,
            90.618762,
            90.618762
        ],
        [
            -103179,
            -73447,
            -126315,
            -4525179,
            -4552046,
            -3845831
        ],
        [
            2.433679,
            3.690913,
            1.257836,
            1.143789,
            1.273379,
            1.018557
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            70,
            37,
            33,
            70,
            37,
            33
        ],
        [
            35.185185,
            31.481481,
            38.888889,
            35.185185,
            31.481481,
            38.888889
        ],
        [
            4.483093,
            8.033163,
            1.9766,
            2.10698,
            2.771473,
            1.600589
        ],
        [
            350967,
            350967,
            84933,
            4283903,
            4283903,
            2350850
        ],
        [
            -45970,
            -45970,
            -35851,
            -2828426,
            -1756770,
            -2828426
        ],
        [
            226,
            206,
            246,
            226,
            206,
            246
        ],
        [
            404,
            382,
            421,
            404,
            382,
            421
        ],
        [
            130,
            126,
            134,
            130,
            126,
            134
        ],
        [
            24478,
            11173,
            13305,
            24478,
            11173,
            13305
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363287,
            -170198,
            -428867,
            -58862,
            -178669,
            -496129
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580220000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758858963782,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 173,
            "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)