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Trade: ONE/USDT/120/SINWMA/ZLMA/8709

Strategy
ONE/USDT/120/SINWMA/ZLMA/8709
Pair
ONE_USDT
Interval
2h
Score
363133
Daily Profit
0.485051
Profit Factor
1.911366
Profitability
35.602094
Streak
15.399781
Best Strategy
Training Data Length
2083.170000
Evaluation Time
2025-10-06 08:35
Expiration Time
2025-12-20 05:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1010442.9929 928084.7216 82358.2713 1443023.0751 1632331.3861 -189308.311
Total P&L (%) 1010.443 928.0847 82.3583 1443.0231 1632.3314 -189.3083
Avg Daily Profit (%) 0.4851 0.4455 0.0395 0.1314 0.137 0
Buy And Hold Return (%) 61.4286 61.4286 61.4286 61.4286 61.4286 61.4286
Max Trade Drawdown -195751 -140877 -187488 -12364169 -9179806 -3804849
Profit Factor 1.9114 2.6889 1.1473 1.0574 1.1076 0.981
Total Trades 191 95 96 191 95 96
Winning Trades 68 28 40 68 28 40
Losing Trades 123 67 56 123 67 56
Profitability (%) 35.6021 29.4737 41.6667 35.6021 29.4737 41.6667
Ratio Avg Win / Avg Loss 3.4573 6.4342 1.6062 1.9127 2.6502 1.3734
Largest Winning Trade 464626 464626 59613 8337745 8337745 1401833
Largest Losing Trade -41932 -22336 -41932 -2217549 -2217549 -1170700
Avg Bars in Trades 129 119 138 129 119 138
Avg Bars in Winners 245 247 243 245 247 243
Avg Bars in Losers 64 66 62 64 66 62
Bars Traded 24639 11362 13277 24639 11362 13277
Profit Streak 15.3998 0 17.6498 15.3998 0 17.6498
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363133 175241 -260252 -177401 -121215 -582083
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1579672800000,
    "first_datapoint_time": 1581134400000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759728941103,
    "expiration_time": 1766202681600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 73,
            "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": [
        [
            1010442.9929088079,
            928084.7215903342,
            82358.2713184732,
            1443023.0751340047,
            1632331.3861367903,
            -189308.3110027849
        ],
        [
            1010.442993,
            928.084722,
            82.358271,
            1443.023075,
            1632.331386,
            -189.308311
        ],
        [
            0.485051,
            0.445516,
            0.039535,
            0.13144,
            0.137003,
            0
        ],
        [
            61.428571,
            61.428571,
            61.428571,
            61.428571,
            61.428571,
            61.428571
        ],
        [
            -195751,
            -140877,
            -187488,
            -12364169,
            -9179806,
            -3804849
        ],
        [
            1.911366,
            2.688932,
            1.147278,
            1.057425,
            1.107562,
            0.98098
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            68,
            28,
            40,
            68,
            28,
            40
        ],
        [
            123,
            67,
            56,
            123,
            67,
            56
        ],
        [
            35.602094,
            29.473684,
            41.666667,
            35.602094,
            29.473684,
            41.666667
        ],
        [
            3.457324,
            6.43423,
            1.606189,
            1.912695,
            2.650238,
            1.373372
        ],
        [
            464626,
            464626,
            59613,
            8337745,
            8337745,
            1401833
        ],
        [
            -41932,
            -22336,
            -41932,
            -2217549,
            -2217549,
            -1170700
        ],
        [
            129,
            119,
            138,
            129,
            119,
            138
        ],
        [
            245,
            247,
            243,
            245,
            247,
            243
        ],
        [
            64,
            66,
            62,
            64,
            66,
            62
        ],
        [
            24639,
            11362,
            13277,
            24639,
            11362,
            13277
        ],
        [
            15.399781,
            0,
            17.649781,
            15.399781,
            0,
            17.649781
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363133,
            175241,
            -260252,
            -177401,
            -121215,
            -582083
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1579672800000,
    "first_datapoint_time": 1581134400000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759728941103,
    "expiration_time": 1766202681600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 73,
            "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)