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Trade: ONE/USDT/480/MIDPRICE/ALMA/2057

Strategy
ONE/USDT/480/MIDPRICE/ALMA/2057
Pair
ONE_USDT
Interval
8h
Score
611016
Daily Profit
0.177540
Profit Factor
5.371257
Profitability
53.846154
Streak
32.000931
Best Strategy
Training Data Length
2312.670000
Evaluation Time
2025-09-29 19:01
Expiration Time
2025-12-07 19:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2494041.2048 -229504.0685 -2264537.1362 -176821.4058 5947749.2139 -6124570.6197
Total P&L (%) -2494.0412 -229.5041 -2264.5371 -176.8214 5947.7492 -6124.5706
Avg Daily Profit (%) -1.0784 -0.0992 -0.9792 0 0.1775 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2548232 -200678 -2359612 -8525517 -825098 -9939629
Profit Factor 0.1786 0.4931 0.1234 0.9849 5.3713 0.4062
Total Trades 78 39 39 78 39 39
Winning Trades 46 18 28 36 21 15
Losing Trades 32 21 11 42 18 24
Profitability (%) 58.9744 46.1538 71.7949 46.1538 53.8462 38.4615
Ratio Avg Win / Avg Loss 0.1242 0.5753 0.0485 1.149 4.6039 0.65
Largest Winning Trade 36594 36594 33963 4403154 4403154 1767761
Largest Losing Trade -1846750 -80556 -1846750 -7584927 -825098 -7584927
Avg Bars in Trades 87 97 77 87 97 77
Avg Bars in Winners 40 47 36 111 118 101
Avg Bars in Losers 154 139 182 66 71 62
Bars Traded 6803 3783 3020 6803 3783 3020
Profit Streak 10.0009 0 271.6676 0 32.0009 0
Trades During Streak 1 0 4 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -617450 -582253 -576559 -619384 611016 -585244
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6938,
    "evaluation_days": 2312.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562515200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759161680482,
    "expiration_time": 1765127232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "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": [
        [
            -2494041.2047638395,
            -229504.0685158402,
            -2264537.1362480004,
            -176821.4057950931,
            5947749.2138616145,
            -6124570.619656704
        ],
        [
            -2494.041205,
            -229.504069,
            -2264.537136,
            -176.821406,
            5947.749214,
            -6124.57062
        ],
        [
            -1.078425,
            -0.099238,
            -0.979187,
            0,
            0.17754,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2548232,
            -200678,
            -2359612,
            -8525517,
            -825098,
            -9939629
        ],
        [
            0.178565,
            0.493119,
            0.123435,
            0.984855,
            5.371257,
            0.40622
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            46,
            18,
            28,
            36,
            21,
            15
        ],
        [
            32,
            21,
            11,
            42,
            18,
            24
        ],
        [
            58.974359,
            46.153846,
            71.794872,
            46.153846,
            53.846154,
            38.461538
        ],
        [
            0.124219,
            0.575305,
            0.048492,
            1.148997,
            4.603935,
            0.649952
        ],
        [
            36594,
            36594,
            33963,
            4403154,
            4403154,
            1767761
        ],
        [
            -1846750,
            -80556,
            -1846750,
            -7584927,
            -825098,
            -7584927
        ],
        [
            87,
            97,
            77,
            87,
            97,
            77
        ],
        [
            40,
            47,
            36,
            111,
            118,
            101
        ],
        [
            154,
            139,
            182,
            66,
            71,
            62
        ],
        [
            6803,
            3783,
            3020,
            6803,
            3783,
            3020
        ],
        [
            10.000931,
            0,
            271.667598,
            0,
            32.000931,
            0
        ],
        [
            1,
            0,
            4,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -617450,
            -582253,
            -576559,
            -619384,
            611016,
            -585244
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6938,
    "evaluation_days": 2312.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562515200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759161680482,
    "expiration_time": 1765127232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "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)