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Trade: ONE/USDT/720/PWMA/ALMA/3433

Strategy
ONE/USDT/720/PWMA/ALMA/3433
Pair
ONE_USDT
Interval
12h
Score
523440
Daily Profit
0.586792
Profit Factor
2.133557
Profitability
44.554455
Streak
42.988528
Best Strategy
Training Data Length
2316.000000
Evaluation Time
2025-10-03 02:43
Expiration Time
2025-12-11 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1359010.1816 1617476.8745 -258466.6928 -99965.1578 416806.0721 -516771.2298
Total P&L (%) 1359.0102 1617.4769 -258.4667 -99.9652 416.8061 -516.7712
Avg Daily Profit (%) 0.5868 0.6984 -0.1116 -0.3432 0.0709 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -473160 -263617 -336913 -749740 -293905 -586135
Profit Factor 2.1336 4.2181 0.6288 0.9319 1.8183 0.4611
Total Trades 101 51 50 101 51 50
Winning Trades 45 20 25 51 26 25
Losing Trades 56 31 25 50 25 25
Profitability (%) 44.5545 39.2157 50 50.4951 50.9804 50
Ratio Avg Win / Avg Loss 2.6551 6.538 0.6288 0.9136 1.7484 0.4611
Largest Winning Trade 1740058 1740058 69706 395346 395346 85374
Largest Losing Trade -108036 -69809 -108036 -325289 -105121 -325289
Avg Bars in Trades 43 40 46 43 40 46
Avg Bars in Winners 51 42 58 48 43 53
Avg Bars in Losers 37 39 34 39 38 39
Bars Traded 4409 2090 2319 4409 2090 2319
Profit Streak 42.9885 42.9885 67.9885 42.9885 42.9885 67.9885
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 523440 -164177 -760274 -579457 -274139 -760274
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4632,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565568000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759448608869,
    "expiration_time": 1765409472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 74,
            "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": [
        [
            1359010.1816485517,
            1617476.8744696311,
            -258466.6928210786,
            -99965.157754016,
            416806.0720649216,
            -516771.2298189374
        ],
        [
            1359.010182,
            1617.476874,
            -258.466693,
            -99.965158,
            416.806072,
            -516.77123
        ],
        [
            0.586792,
            0.698392,
            -0.1116,
            -0.343196,
            0.070945,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -473160,
            -263617,
            -336913,
            -749740,
            -293905,
            -586135
        ],
        [
            2.133557,
            4.218053,
            0.628781,
            0.931919,
            1.818296,
            0.461113
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            45,
            20,
            25,
            51,
            26,
            25
        ],
        [
            56,
            31,
            25,
            50,
            25,
            25
        ],
        [
            44.554455,
            39.215686,
            50,
            50.49505,
            50.980392,
            50
        ],
        [
            2.655093,
            6.537982,
            0.628781,
            0.913646,
            1.748361,
            0.461113
        ],
        [
            1740058,
            1740058,
            69706,
            395346,
            395346,
            85374
        ],
        [
            -108036,
            -69809,
            -108036,
            -325289,
            -105121,
            -325289
        ],
        [
            43,
            40,
            46,
            43,
            40,
            46
        ],
        [
            51,
            42,
            58,
            48,
            43,
            53
        ],
        [
            37,
            39,
            34,
            39,
            38,
            39
        ],
        [
            4409,
            2090,
            2319,
            4409,
            2090,
            2319
        ],
        [
            42.988528,
            42.988529,
            67.988528,
            42.988529,
            42.988529,
            67.988529
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            523440,
            -164177,
            -760274,
            -579457,
            -274139,
            -760274
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4632,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565568000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759448608869,
    "expiration_time": 1765409472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 74,
            "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)