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Trade: ONE/USDT/720/ALMA/MIDPRICE/4975

Strategy
ONE/USDT/720/ALMA/MIDPRICE/4975
Pair
ONE_USDT
Interval
12h
Score
701703
Daily Profit
0.647311
Profit Factor
5.765642
Profitability
48.275862
Streak
0.000000
Best Strategy
Training Data Length
2326.000000
Evaluation Time
2025-10-12 19:12
Expiration Time
2025-12-21 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1512874.2157 1505644.2308 7229.9849 77949.9638 -67481.1952 145431.159
Total P&L (%) 1512.8742 1505.6442 7.23 77.95 -67.4812 145.4312
Avg Daily Profit (%) 0.6504 0.6473 0.0031 0.0248 -0.0483 0.0386
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -180299 -177026 -158623 -285189 -305270 -65145
Profit Factor 3.6625 5.7656 1.0287 1.132 0.8569 2.2202
Total Trades 58 29 29 58 29 29
Winning Trades 30 14 16 30 14 16
Losing Trades 28 15 13 28 15 13
Profitability (%) 51.7241 48.2759 55.1724 51.7241 48.2759 55.1724
Ratio Avg Win / Avg Loss 3.4183 6.1775 0.8358 1.0565 0.9181 1.8039
Largest Winning Trade 1293625 1293625 46936 157013 157013 84600
Largest Losing Trade -70297 -70297 -68689 -162996 -162996 -42697
Avg Bars in Trades 75 105 46 75 105 46
Avg Bars in Winners 92 150 42 92 150 42
Avg Bars in Losers 57 63 50 57 63 50
Bars Traded 4393 3058 1335 4393 3058 1335
Profit Streak 0 0 348.6756 0 0 348.6756
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -160574 701703 -543130 -414414 -581503 -135125
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4652,
    "evaluation_days": 2326,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568937600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760285571382,
    "expiration_time": 1766299392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 223,
            "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": [
        [
            1512874.2156994971,
            1505644.2307625767,
            7229.9849369198,
            77949.9638426639,
            -67481.1951572175,
            145431.1589998814
        ],
        [
            1512.874216,
            1505.644231,
            7.229985,
            77.949964,
            -67.481195,
            145.431159
        ],
        [
            0.650419,
            0.647311,
            0.003108,
            0.024781,
            -0.048284,
            0.038608
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -180299,
            -177026,
            -158623,
            -285189,
            -305270,
            -65145
        ],
        [
            3.662508,
            5.765642,
            1.028659,
            1.131958,
            0.856888,
            2.220171
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            51.724138,
            48.275862,
            55.172414,
            51.724138,
            48.275862,
            55.172414
        ],
        [
            3.418341,
            6.177473,
            0.835785,
            1.056494,
            0.918095,
            1.803889
        ],
        [
            1293625,
            1293625,
            46936,
            157013,
            157013,
            84600
        ],
        [
            -70297,
            -70297,
            -68689,
            -162996,
            -162996,
            -42697
        ],
        [
            75,
            105,
            46,
            75,
            105,
            46
        ],
        [
            92,
            150,
            42,
            92,
            150,
            42
        ],
        [
            57,
            63,
            50,
            57,
            63,
            50
        ],
        [
            4393,
            3058,
            1335,
            4393,
            3058,
            1335
        ],
        [
            0,
            0,
            348.675595,
            0,
            0,
            348.675595
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -160574,
            701703,
            -543130,
            -414414,
            -581503,
            -135125
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4652,
    "evaluation_days": 2326,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568937600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760285571382,
    "expiration_time": 1766299392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 223,
            "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)