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Trade: ONE/USDT/360/BBM/ZLMA/6351

Strategy
ONE/USDT/360/BBM/ZLMA/6351
Pair
ONE_USDT
Interval
6h
Score
489956
Daily Profit
0.769691
Profit Factor
6.039861
Profitability
30.000000
Streak
0.000000
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-26 04:04
Expiration Time
2025-12-02 19:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1814009.5353 1776254.1276 37755.4077 313463.4623 386084.8025 -72621.3402
Total P&L (%) 1814.0095 1776.2541 37.7554 313.4635 386.0848 -72.6213
Avg Daily Profit (%) 0.7861 0.7697 0.0164 0.0615 0.0685 -0.0561
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133599 -100991 -148730 -584878 -337041 -529168
Profit Factor 3.7891 6.0399 1.1267 1.1467 1.3237 0.9231
Total Trades 59 30 29 59 30 29
Winning Trades 23 9 14 23 9 14
Losing Trades 36 21 15 36 21 15
Profitability (%) 38.9831 30 48.2759 38.9831 30 48.2759
Ratio Avg Win / Avg Loss 5.9308 14.093 1.2072 1.7948 3.0886 0.9891
Largest Winning Trade 1477850 1477850 80594 626572 626572 237064
Largest Losing Trade -80366 -43565 -80366 -331683 -142628 -331683
Avg Bars in Trades 144 125 165 144 125 165
Avg Bars in Winners 246 264 234 246 264 234
Avg Bars in Losers 80 65 101 80 65 101
Bars Traded 8550 3754 4796 8550 3754 4796
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164108 489956 -255274 -352932 -107903 -581503

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562198400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758848662461,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 133,
            "offset": 0,
            "std": 4.88431
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 131,
            "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": [
        [
            1814009.5352798952,
            1776254.1275903794,
            37755.4076895156,
            313463.4623274204,
            386084.802481742,
            -72621.3401543215
        ],
        [
            1814.009535,
            1776.254128,
            37.755408,
            313.463462,
            386.084802,
            -72.62134
        ],
        [
            0.786051,
            0.769691,
            0.01636,
            0.061525,
            0.068541,
            -0.056117
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133599,
            -100991,
            -148730,
            -584878,
            -337041,
            -529168
        ],
        [
            3.789143,
            6.039861,
            1.126721,
            1.146653,
            1.323673,
            0.923122
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            23,
            9,
            14,
            23,
            9,
            14
        ],
        [
            36,
            21,
            15,
            36,
            21,
            15
        ],
        [
            38.983051,
            30,
            48.275862,
            38.983051,
            30,
            48.275862
        ],
        [
            5.930833,
            14.09301,
            1.207201,
            1.794761,
            3.08857,
            0.989059
        ],
        [
            1477850,
            1477850,
            80594,
            626572,
            626572,
            237064
        ],
        [
            -80366,
            -43565,
            -80366,
            -331683,
            -142628,
            -331683
        ],
        [
            144,
            125,
            165,
            144,
            125,
            165
        ],
        [
            246,
            264,
            234,
            246,
            264,
            234
        ],
        [
            80,
            65,
            101,
            80,
            65,
            101
        ],
        [
            8550,
            3754,
            4796,
            8550,
            3754,
            4796
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164108,
            489956,
            -255274,
            -352932,
            -107903,
            -581503
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562198400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758848662461,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 133,
            "offset": 0,
            "std": 4.88431
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 131,
            "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)