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Trade: ONE/USDT/360/ZLMA/HWMA/1048

Strategy
ONE/USDT/360/ZLMA/HWMA/1048
Pair
ONE_USDT
Interval
6h
Score
321314
Daily Profit
0.433750
Profit Factor
1.563062
Profitability
31.735160
Streak
12.015790
Best Strategy
Training Data Length
2314.250000
Evaluation Time
2025-10-01 09:22
Expiration Time
2025-12-09 12:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1003806.6133 869299.8555 134506.7577 997534.4268 302667.4152 694867.0116
Total P&L (%) 1003.8066 869.2999 134.5068 997.5344 302.6674 694.867
Avg Daily Profit (%) 0.4338 0.3756 0.0581 0.1036 0.0602 0.0896
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155248 -130573 -223851 -819191 -932941 -262204
Profit Factor 1.5631 1.9308 1.1585 1.184 1.097 1.3021
Total Trades 438 219 219 438 219 219
Winning Trades 139 65 74 139 65 74
Losing Trades 299 154 145 299 154 145
Profitability (%) 31.7352 29.6804 33.79 31.7352 29.6804 33.79
Ratio Avg Win / Avg Loss 3.3623 4.5746 2.2699 2.5469 2.599 2.5515
Largest Winning Trade 498047 498047 54059 831787 831787 200971
Largest Losing Trade -27541 -27541 -18805 -188494 -188494 -139151
Avg Bars in Trades 20 22 19 20 22 19
Avg Bars in Winners 42 46 39 42 46 39
Avg Bars in Losers 10 12 9 10 12 9
Bars Traded 9149 4944 4205 9149 4944 4205
Profit Streak 12.0158 0 13.2658 12.0158 0 13.2658
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321314 175950 -165256 -75217 -233601 -76523
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9257,
    "evaluation_days": 2314.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561507200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759299764271,
    "expiration_time": 1765275336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.53618,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            1003806.6132536691,
            869299.855538799,
            134506.7577148707,
            997534.4268167517,
            302667.4152005041,
            694867.0116162472
        ],
        [
            1003.806613,
            869.299856,
            134.506758,
            997.534427,
            302.667415,
            694.867012
        ],
        [
            0.43375,
            0.375629,
            0.058121,
            0.103571,
            0.060208,
            0.089616
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155248,
            -130573,
            -223851,
            -819191,
            -932941,
            -262204
        ],
        [
            1.563062,
            1.930824,
            1.158456,
            1.184006,
            1.096965,
            1.302141
        ],
        [
            438,
            219,
            219,
            438,
            219,
            219
        ],
        [
            139,
            65,
            74,
            139,
            65,
            74
        ],
        [
            299,
            154,
            145,
            299,
            154,
            145
        ],
        [
            31.73516,
            29.680365,
            33.789954,
            31.73516,
            29.680365,
            33.789954
        ],
        [
            3.36227,
            4.574568,
            2.269947,
            2.54689,
            2.598963,
            2.551492
        ],
        [
            498047,
            498047,
            54059,
            831787,
            831787,
            200971
        ],
        [
            -27541,
            -27541,
            -18805,
            -188494,
            -188494,
            -139151
        ],
        [
            20,
            22,
            19,
            20,
            22,
            19
        ],
        [
            42,
            46,
            39,
            42,
            46,
            39
        ],
        [
            10,
            12,
            9,
            10,
            12,
            9
        ],
        [
            9149,
            4944,
            4205,
            9149,
            4944,
            4205
        ],
        [
            12.01579,
            0,
            13.26579,
            12.01579,
            0,
            13.26579
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321314,
            175950,
            -165256,
            -75217,
            -233601,
            -76523
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9257,
    "evaluation_days": 2314.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561507200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759299764271,
    "expiration_time": 1765275336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.53618,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)