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Trade: ONE/USDT/120/SINWMA/ZLMA/8230

Strategy
ONE/USDT/120/SINWMA/ZLMA/8230
Pair
ONE_USDT
Interval
2h
Score
330653
Daily Profit
0.530797
Profit Factor
2.369910
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-01 02:24
Expiration Time
2025-12-15 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1105826.2541 1020156.2493 85670.0048 3501053.0222 3253807.8818 247245.1403
Total P&L (%) 1105.8263 1020.1562 85.67 3501.053 3253.8079 247.2451
Avg Daily Profit (%) 0.5308 0.4897 0.0411 0.1722 0.1688 0.0598
Buy And Hold Return (%) 59.375 59.375 59.375 59.375 59.375 59.375
Max Trade Drawdown -82946 -92901 -96257 -4292270 -3948746 -3112929
Profit Factor 2.3699 3.6942 1.1999 1.1185 1.2186 1.0169
Total Trades 108 54 54 108 54 54
Winning Trades 36 17 19 36 17 19
Losing Trades 72 37 35 72 37 35
Profitability (%) 33.3333 31.4815 35.1852 33.3333 31.4815 35.1852
Ratio Avg Win / Avg Loss 4.7398 8.0404 2.2103 2.237 2.6522 1.8732
Largest Winning Trade 357552 357552 85809 3355802 3355802 2848600
Largest Losing Trade -28965 -28965 -27772 -1960990 -1406427 -1960990
Avg Bars in Trades 226 198 254 226 198 254
Avg Bars in Winners 431 377 479 431 377 479
Avg Bars in Losers 124 116 132 124 116 132
Bars Traded 24476 10735 13741 24476 10735 13741
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 330653 -170183 -351604 -87441 -179066 -502138
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579204800000,
    "first_datapoint_time": 1580767200000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759274690425,
    "expiration_time": 1765749600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 218,
            "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": [
        [
            1105826.2540943408,
            1020156.2493234603,
            85670.0047708809,
            3501053.0221658195,
            3253807.881836862,
            247245.1403289548
        ],
        [
            1105.826254,
            1020.156249,
            85.670005,
            3501.053022,
            3253.807882,
            247.24514
        ],
        [
            0.530797,
            0.489676,
            0.041122,
            0.172171,
            0.168751,
            0.059771
        ],
        [
            59.375,
            59.375,
            59.375,
            59.375,
            59.375,
            59.375
        ],
        [
            -82946,
            -92901,
            -96257,
            -4292270,
            -3948746,
            -3112929
        ],
        [
            2.36991,
            3.694232,
            1.199892,
            1.118517,
            1.218564,
            1.016873
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            72,
            37,
            35,
            72,
            37,
            35
        ],
        [
            33.333333,
            31.481481,
            35.185185,
            33.333333,
            31.481481,
            35.185185
        ],
        [
            4.73982,
            8.040387,
            2.210328,
            2.237034,
            2.65217,
            1.873187
        ],
        [
            357552,
            357552,
            85809,
            3355802,
            3355802,
            2848600
        ],
        [
            -28965,
            -28965,
            -27772,
            -1960990,
            -1406427,
            -1960990
        ],
        [
            226,
            198,
            254,
            226,
            198,
            254
        ],
        [
            431,
            377,
            479,
            431,
            377,
            479
        ],
        [
            124,
            116,
            132,
            124,
            116,
            132
        ],
        [
            24476,
            10735,
            13741,
            24476,
            10735,
            13741
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330653,
            -170183,
            -351604,
            -87441,
            -179066,
            -502138
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579204800000,
    "first_datapoint_time": 1580767200000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759274690425,
    "expiration_time": 1765749600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 218,
            "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)