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Trade: ONE/USDT/360/ZLMA/FWMA/6998

Strategy
ONE/USDT/360/ZLMA/FWMA/6998
Pair
ONE_USDT
Interval
6h
Score
333166
Daily Profit
0.430115
Profit Factor
1.587320
Profitability
33.074935
Streak
15.688718
Best Strategy
Training Data Length
2318.250000
Evaluation Time
2025-10-05 07:31
Expiration Time
2025-12-13 15:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 997114.4101 885383.2568 111731.1533 1129120.4877 567480.6586 561639.8291
Total P&L (%) 997.1144 885.3833 111.7312 1129.1205 567.4807 561.6398
Avg Daily Profit (%) 0.4301 0.3819 0.0482 0.1083 0.0819 0.0815
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120398 -98142 -202412 -2743339 -2233911 -890482
Profit Factor 1.5873 2.0092 1.1362 1.0988 1.0901 1.1095
Total Trades 387 193 194 387 193 194
Winning Trades 128 61 67 128 61 67
Losing Trades 259 132 127 259 132 127
Profitability (%) 33.0749 31.6062 34.5361 33.0749 31.6062 34.5361
Ratio Avg Win / Avg Loss 3.2118 4.3478 2.1537 2.2234 2.3589 2.1032
Largest Winning Trade 467378 467378 49229 1775161 1775161 364660
Largest Losing Trade -26721 -26721 -23639 -385313 -385125 -385313
Avg Bars in Trades 23 25 20 23 25 20
Avg Bars in Winners 45 49 41 45 49 41
Avg Bars in Losers 12 14 10 12 14 10
Bars Traded 8974 4902 4072 8974 4902 4072
Profit Streak 15.6887 0 17.1887 15.6887 0 17.1887
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333166 251650 -202866 -162437 -209912 -187292
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9273,
    "evaluation_days": 2318.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564466400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759638705225,
    "expiration_time": 1765631304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 238,
            "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": [
        [
            997114.4101205412,
            885383.2567854695,
            111731.153335071,
            1129120.4876895426,
            567480.6585508897,
            561639.8291386524
        ],
        [
            997.11441,
            885.383257,
            111.731153,
            1129.120488,
            567.480659,
            561.639829
        ],
        [
            0.430115,
            0.381919,
            0.048196,
            0.108282,
            0.08192,
            0.081541
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120398,
            -98142,
            -202412,
            -2743339,
            -2233911,
            -890482
        ],
        [
            1.58732,
            2.00923,
            1.136183,
            1.098812,
            1.090079,
            1.109544
        ],
        [
            387,
            193,
            194,
            387,
            193,
            194
        ],
        [
            128,
            61,
            67,
            128,
            61,
            67
        ],
        [
            259,
            132,
            127,
            259,
            132,
            127
        ],
        [
            33.074935,
            31.606218,
            34.536082,
            33.074935,
            31.606218,
            34.536082
        ],
        [
            3.211843,
            4.347842,
            2.15366,
            2.223378,
            2.358859,
            2.103165
        ],
        [
            467378,
            467378,
            49229,
            1775161,
            1775161,
            364660
        ],
        [
            -26721,
            -26721,
            -23639,
            -385313,
            -385125,
            -385313
        ],
        [
            23,
            25,
            20,
            23,
            25,
            20
        ],
        [
            45,
            49,
            41,
            45,
            49,
            41
        ],
        [
            12,
            14,
            10,
            12,
            14,
            10
        ],
        [
            8974,
            4902,
            4072,
            8974,
            4902,
            4072
        ],
        [
            15.688718,
            0,
            17.188718,
            15.688718,
            0,
            17.188718
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333166,
            251650,
            -202866,
            -162437,
            -209912,
            -187292
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9273,
    "evaluation_days": 2318.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564466400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759638705225,
    "expiration_time": 1765631304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 238,
            "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)