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Trade: ONE/USDT/720/ZLMA/WMA/4842

Strategy
ONE/USDT/720/ZLMA/WMA/4842
Pair
ONE_USDT
Interval
12h
Score
596391
Daily Profit
0.234202
Profit Factor
4.877847
Profitability
54.054054
Streak
0.000000
Best Strategy
Training Data Length
2313.000000
Evaluation Time
2025-09-29 21:54
Expiration Time
2025-12-07 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2445128.3134 -96037.4233 -2349090.8901 -238379.3354 22280129.9084 -22518509.2438
Total P&L (%) -2445.1283 -96.0374 -2349.0909 -238.3793 22280.1299 -22518.5092
Avg Daily Profit (%) -1.0571 -0.0415 -1.0156 0 0.2342 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2598834 -184838 -2442542 -31868464 -3649817 -33912395
Profit Factor 0.2162 0.7599 0.1363 0.9941 4.8778 0.3551
Total Trades 75 37 38 75 37 38
Winning Trades 50 21 29 32 20 12
Losing Trades 25 16 9 43 17 26
Profitability (%) 66.6667 56.7568 76.3158 42.6667 54.0541 31.5789
Ratio Avg Win / Avg Loss 0.1081 0.579 0.0423 1.3359 4.1462 0.7694
Largest Winning Trade 40438 33565 40438 15060624 15060624 3478929
Largest Losing Trade -1955112 -80773 -1955112 -24163568 -3649817 -24163568
Avg Bars in Trades 57 64 50 57 64 50
Avg Bars in Winners 24 25 23 80 89 64
Avg Bars in Losers 123 115 137 40 35 43
Bars Traded 4292 2384 1907 4292 2384 1907
Profit Streak 79.2875 79.2875 281.2875 0 0 0
Trades During Streak 5 2 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -638154 -578933 -575961 -643240 596391 -587928
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4626,
    "evaluation_days": 2313,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564099200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759172039575,
    "expiration_time": 1765142496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "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": [
        [
            -2445128.313433359,
            -96037.4232896536,
            -2349090.890143704,
            -238379.335402008,
            22280129.908383016,
            -22518509.243785027
        ],
        [
            -2445.128313,
            -96.037423,
            -2349.09089,
            -238.379335,
            22280.129908,
            -22518.509244
        ],
        [
            -1.057124,
            -0.041521,
            -1.015603,
            0,
            0.234202,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2598834,
            -184838,
            -2442542,
            -31868464,
            -3649817,
            -33912395
        ],
        [
            0.216226,
            0.759931,
            0.136251,
            0.994138,
            4.877847,
            0.355129
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            50,
            21,
            29,
            32,
            20,
            12
        ],
        [
            25,
            16,
            9,
            43,
            17,
            26
        ],
        [
            66.666667,
            56.756757,
            76.315789,
            42.666667,
            54.054054,
            31.578947
        ],
        [
            0.108113,
            0.578995,
            0.042285,
            1.335873,
            4.14617,
            0.769446
        ],
        [
            40438,
            33565,
            40438,
            15060624,
            15060624,
            3478929
        ],
        [
            -1955112,
            -80773,
            -1955112,
            -24163568,
            -3649817,
            -24163568
        ],
        [
            57,
            64,
            50,
            57,
            64,
            50
        ],
        [
            24,
            25,
            23,
            80,
            89,
            64
        ],
        [
            123,
            115,
            137,
            40,
            35,
            43
        ],
        [
            4292,
            2384,
            1907,
            4292,
            2384,
            1907
        ],
        [
            79.287495,
            79.287495,
            281.287495,
            0,
            0,
            0
        ],
        [
            5,
            2,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -638154,
            -578933,
            -575961,
            -643240,
            596391,
            -587928
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4626,
    "evaluation_days": 2313,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564099200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759172039575,
    "expiration_time": 1765142496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "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)