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Trade: ONE/USDT/360/ALMA/SINWMA/4332

Strategy
ONE/USDT/360/ALMA/SINWMA/4332
Pair
ONE_USDT
Interval
6h
Score
778469
Daily Profit
0.839980
Profit Factor
9.848792
Profitability
48.387097
Streak
48.775918
Best Strategy
Training Data Length
2316.000000
Evaluation Time
2025-10-03 03:37
Expiration Time
2025-12-11 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2142752.958 1945394.4786 197358.4794 6887885.4711 6536777.6574 351107.8137
Total P&L (%) 2142.753 1945.3945 197.3585 6887.8855 6536.7777 351.1078
Avg Daily Profit (%) 0.9252 0.84 0.0852 0.1835 0.1813 0.0651
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110371 -102645 -96883 -13944012 -11370126 -15227955
Profit Factor 4.9792 9.8488 1.6194 1.1616 1.3908 1.0136
Total Trades 62 31 31 62 31 31
Winning Trades 35 15 20 35 15 20
Losing Trades 27 16 11 27 16 11
Profitability (%) 56.4516 48.3871 64.5161 56.4516 48.3871 64.5161
Ratio Avg Win / Avg Loss 3.8411 10.5054 0.8907 0.8961 1.4836 0.5575
Largest Winning Trade 1603722 1603722 79572 7446964 7446964 6498278
Largest Losing Trade -61085 -35113 -61085 -10129606 -4405907 -10129606
Avg Bars in Trades 145 127 162 145 127 162
Avg Bars in Winners 182 161 198 182 161 198
Avg Bars in Losers 97 96 98 97 96 98
Bars Traded 9009 3965 5044 9009 3965 5044
Profit Streak 48.7759 48.7759 74.0259 48.7759 48.7759 74.0259
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -135619 778469 -76498 -193186 302838 -310924
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9264,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562824800000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759451839326,
    "expiration_time": 1765431072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 140,
            "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": [
        [
            2142752.9579956494,
            1945394.478592393,
            197358.4794032573,
            6887885.471105308,
            6536777.65740541,
            351107.8136998935
        ],
        [
            2142.752958,
            1945.394479,
            197.358479,
            6887.885471,
            6536.777657,
            351.107814
        ],
        [
            0.925196,
            0.83998,
            0.085215,
            0.183535,
            0.181305,
            0.06507
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110371,
            -102645,
            -96883,
            -13944012,
            -11370126,
            -15227955
        ],
        [
            4.979207,
            9.848792,
            1.61938,
            1.161622,
            1.390845,
            1.01356
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            27,
            16,
            11,
            27,
            16,
            11
        ],
        [
            56.451613,
            48.387097,
            64.516129,
            56.451613,
            48.387097,
            64.516129
        ],
        [
            3.841103,
            10.505378,
            0.890659,
            0.896108,
            1.483568,
            0.557458
        ],
        [
            1603722,
            1603722,
            79572,
            7446964,
            7446964,
            6498278
        ],
        [
            -61085,
            -35113,
            -61085,
            -10129606,
            -4405907,
            -10129606
        ],
        [
            145,
            127,
            162,
            145,
            127,
            162
        ],
        [
            182,
            161,
            198,
            182,
            161,
            198
        ],
        [
            97,
            96,
            98,
            97,
            96,
            98
        ],
        [
            9009,
            3965,
            5044,
            9009,
            3965,
            5044
        ],
        [
            48.775918,
            48.775918,
            74.025918,
            48.775918,
            48.775918,
            74.025918
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -135619,
            778469,
            -76498,
            -193186,
            302838,
            -310924
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9264,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562824800000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759451839326,
    "expiration_time": 1765431072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 140,
            "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)