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Trade: ONE/USDT/360/FWMA/ALMA/2311

Strategy
ONE/USDT/360/FWMA/ALMA/2311
Pair
ONE_USDT
Interval
6h
Score
360998
Daily Profit
0.172979
Profit Factor
1.551531
Profitability
50.724638
Streak
0.000000
Best Strategy
Training Data Length
2325.500000
Evaluation Time
2025-10-12 15:18
Expiration Time
2025-12-21 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -277784.0185 402262.7781 -680046.7967 1048535.3068 -239594.3062 1288129.6131
Total P&L (%) -277.784 402.2628 -680.0468 1048.5353 -239.5943 1288.1296
Avg Daily Profit (%) -0.1195 0.173 -0.2924 0.105 0 0.1132
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -987221 -147789 -1063148 -1141429 -1066351 -613956
Profit Factor 0.8717 1.5515 0.5263 1.1668 0.9347 1.4917
Total Trades 276 138 138 276 138 138
Winning Trades 144 70 74 146 71 75
Losing Trades 132 68 64 130 67 63
Profitability (%) 52.1739 50.7246 53.6232 52.8986 51.4493 54.3478
Ratio Avg Win / Avg Loss 0.799 1.5072 0.4551 1.0389 0.882 1.253
Largest Winning Trade 156867 156867 60351 865910 824167 865910
Largest Losing Trade -670179 -72228 -670179 -622607 -622607 -307074
Avg Bars in Trades 32 35 29 32 35 29
Avg Bars in Winners 33 33 32 33 33 33
Avg Bars in Losers 31 36 25 30 36 23
Bars Traded 8904 4862 4042 8904 4862 4042
Profit Streak 0 0 28.2629 0 0 28.2629
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579052 360998 -579678 -87590 -580778 -39033
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9302,
    "evaluation_days": 2325.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566043200000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760271510667,
    "expiration_time": 1766276496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 204,
            "offset": 107
        }
    },
    "second_band": {
        "type": "alma",
        "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": [
        [
            -277784.018509455,
            402262.7781459017,
            -680046.7966553572,
            1048535.3068449956,
            -239594.306210898,
            1288129.6130558937
        ],
        [
            -277.784019,
            402.262778,
            -680.046797,
            1048.535307,
            -239.594306,
            1288.129613
        ],
        [
            -0.119451,
            0.172979,
            -0.29243,
            0.105025,
            0,
            0.113181
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -987221,
            -147789,
            -1063148,
            -1141429,
            -1066351,
            -613956
        ],
        [
            0.871683,
            1.551531,
            0.526256,
            1.166794,
            0.934652,
            1.491657
        ],
        [
            276,
            138,
            138,
            276,
            138,
            138
        ],
        [
            144,
            70,
            74,
            146,
            71,
            75
        ],
        [
            132,
            68,
            64,
            130,
            67,
            63
        ],
        [
            52.173913,
            50.724638,
            53.623188,
            52.898551,
            51.449275,
            54.347826
        ],
        [
            0.799043,
            1.507201,
            0.45514,
            1.038926,
            0.881996,
            1.252992
        ],
        [
            156867,
            156867,
            60351,
            865910,
            824167,
            865910
        ],
        [
            -670179,
            -72228,
            -670179,
            -622607,
            -622607,
            -307074
        ],
        [
            32,
            35,
            29,
            32,
            35,
            29
        ],
        [
            33,
            33,
            32,
            33,
            33,
            33
        ],
        [
            31,
            36,
            25,
            30,
            36,
            23
        ],
        [
            8904,
            4862,
            4042,
            8904,
            4862,
            4042
        ],
        [
            0,
            0,
            28.262855,
            0,
            0,
            28.262855
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579052,
            360998,
            -579678,
            -87590,
            -580778,
            -39033
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9302,
    "evaluation_days": 2325.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1566043200000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760271510667,
    "expiration_time": 1766276496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 204,
            "offset": 107
        }
    },
    "second_band": {
        "type": "alma",
        "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)