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Trade: ONE/USDT/240/SWMA/ZLMA/8672

Strategy
ONE/USDT/240/SWMA/ZLMA/8672
Pair
ONE_USDT
Interval
4h
Score
600763
Daily Profit
0.833755
Profit Factor
2.839294
Profitability
39.215686
Streak
28.012610
Best Strategy
Training Data Length
2321.170000
Evaluation Time
2025-10-08 15:18
Expiration Time
2025-12-17 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1935286.2868 1951403.4297 -16117.143 118974.1899 1454982.3745 -1336008.1846
Total P&L (%) 1935.2863 1951.4034 -16.1171 118.9742 1454.9824 -1336.0082
Avg Daily Profit (%) 0.8338 0.8407 -0.0069 0.0338 0.1183 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150258 -123988 -115492 -3537765 -1855585 -2405062
Profit Factor 2.8393 4.9284 0.971 1.0138 1.4391 0.7488
Total Trades 153 77 76 153 77 76
Winning Trades 60 27 33 60 27 33
Losing Trades 93 50 43 93 50 43
Profitability (%) 39.2157 35.0649 43.4211 39.2157 35.0649 43.4211
Ratio Avg Win / Avg Loss 4.4009 9.1266 1.2652 1.5714 2.6651 0.9757
Largest Winning Trade 1854467 1854467 81336 957867 957867 798804
Largest Losing Trade -61689 -25827 -61689 -2062316 -388447 -2062316
Avg Bars in Trades 84 71 97 84 71 97
Avg Bars in Winners 137 127 144 137 127 144
Avg Bars in Losers 50 40 61 50 40 61
Bars Traded 12893 5485 7408 12893 5485 7408
Profit Streak 28.0126 42.1793 28.0126 28.0126 42.1793 28.0126
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 600763 -25835 -630587 -353958 -79405 -632254
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13927,
    "evaluation_days": 2321.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562256000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759925889536,
    "expiration_time": 1765941264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 202,
            "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": [
        [
            1935286.2867660513,
            1951403.4297329816,
            -16117.1429669319,
            118974.1898924423,
            1454982.3744700872,
            -1336008.184577646
        ],
        [
            1935.286287,
            1951.40343,
            -16.117143,
            118.97419,
            1454.982374,
            -1336.008185
        ],
        [
            0.833755,
            0.840698,
            -0.006944,
            0.033772,
            0.118288,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150258,
            -123988,
            -115492,
            -3537765,
            -1855585,
            -2405062
        ],
        [
            2.839294,
            4.928389,
            0.970983,
            1.013784,
            1.439148,
            0.74879
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            93,
            50,
            43,
            93,
            50,
            43
        ],
        [
            39.215686,
            35.064935,
            43.421053,
            39.215686,
            35.064935,
            43.421053
        ],
        [
            4.400906,
            9.126647,
            1.265221,
            1.571365,
            2.665089,
            0.975697
        ],
        [
            1854467,
            1854467,
            81336,
            957867,
            957867,
            798804
        ],
        [
            -61689,
            -25827,
            -61689,
            -2062316,
            -388447,
            -2062316
        ],
        [
            84,
            71,
            97,
            84,
            71,
            97
        ],
        [
            137,
            127,
            144,
            137,
            127,
            144
        ],
        [
            50,
            40,
            61,
            50,
            40,
            61
        ],
        [
            12893,
            5485,
            7408,
            12893,
            5485,
            7408
        ],
        [
            28.01261,
            42.179277,
            28.01261,
            28.01261,
            42.179277,
            28.01261
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            600763,
            -25835,
            -630587,
            -353958,
            -79405,
            -632254
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13927,
    "evaluation_days": 2321.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562256000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759925889536,
    "expiration_time": 1765941264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 202,
            "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)