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Trade: ONE/USDT/720/SINWMA/ALMA/6268

Strategy
ONE/USDT/720/SINWMA/ALMA/6268
Pair
ONE_USDT
Interval
12h
Score
313368
Daily Profit
0.213785
Profit Factor
2.028023
Profitability
42.500000
Streak
0.000000
Best Strategy
Training Data Length
2316.500000
Evaluation Time
2025-10-03 04:30
Expiration Time
2025-12-11 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 233182.1128 495234.0849 -262051.9721 -100171.9593 -20589.8797 -79582.0796
Total P&L (%) 233.1821 495.2341 -262.052 -100.172 -20.5899 -79.5821
Avg Daily Profit (%) 0.1007 0.2138 -0.1131 0 -0.01 -0.0686
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -318885 -191720 -332655 -137260 -65871 -120812
Profit Factor 1.2161 2.028 0.5614 0.7494 0.9006 0.5867
Total Trades 79 40 39 79 40 39
Winning Trades 35 17 18 38 21 17
Losing Trades 44 23 21 41 19 22
Profitability (%) 44.3038 42.5 46.1538 48.1013 52.5 43.5897
Ratio Avg Win / Avg Loss 1.5288 2.7438 0.655 0.8085 0.8148 0.7593
Largest Winning Trade 483696 483696 62123 64061 64061 18707
Largest Losing Trade -125055 -59113 -125055 -74070 -57133 -74070
Avg Bars in Trades 55 45 64 55 45 64
Avg Bars in Winners 64 45 82 58 52 64
Avg Bars in Losers 47 45 49 52 37 64
Bars Traded 4348 1823 2524 4348 1823 2524
Profit Streak 0 0 0 138.0628 258.0628 138.0628
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -91402 313368 -582253 -611442 -579455 -582680
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4633,
    "evaluation_days": 2316.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565179200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759455029473,
    "expiration_time": 1765453968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 69,
            "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": [
        [
            233182.1128128264,
            495234.0848917788,
            -262051.9720789522,
            -100171.9593457575,
            -20589.8797237035,
            -79582.079622054
        ],
        [
            233.182113,
            495.234085,
            -262.051972,
            -100.171959,
            -20.58988,
            -79.58208
        ],
        [
            0.100661,
            0.213785,
            -0.113124,
            0,
            -0.009952,
            -0.068561
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -318885,
            -191720,
            -332655,
            -137260,
            -65871,
            -120812
        ],
        [
            1.216061,
            2.028023,
            0.561425,
            0.749385,
            0.900602,
            0.586712
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            35,
            17,
            18,
            38,
            21,
            17
        ],
        [
            44,
            23,
            21,
            41,
            19,
            22
        ],
        [
            44.303797,
            42.5,
            46.153846,
            48.101266,
            52.5,
            43.589744
        ],
        [
            1.528762,
            2.743796,
            0.654996,
            0.808546,
            0.81483,
            0.759274
        ],
        [
            483696,
            483696,
            62123,
            64061,
            64061,
            18707
        ],
        [
            -125055,
            -59113,
            -125055,
            -74070,
            -57133,
            -74070
        ],
        [
            55,
            45,
            64,
            55,
            45,
            64
        ],
        [
            64,
            45,
            82,
            58,
            52,
            64
        ],
        [
            47,
            45,
            49,
            52,
            37,
            64
        ],
        [
            4348,
            1823,
            2524,
            4348,
            1823,
            2524
        ],
        [
            0,
            0,
            0,
            138.062841,
            258.062841,
            138.062841
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -91402,
            313368,
            -582253,
            -611442,
            -579455,
            -582680
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4633,
    "evaluation_days": 2316.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565179200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759455029473,
    "expiration_time": 1765453968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 69,
            "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)