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Trade: ONE/USDT/720/ALMA/VWMA/1932

Strategy
ONE/USDT/720/ALMA/VWMA/1932
Pair
ONE_USDT
Interval
12h
Score
606169
Daily Profit
0.842959
Profit Factor
6.666483
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
2314.500000
Evaluation Time
2025-10-01 05:36
Expiration Time
2025-12-09 12:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2109810.3575 1951027.7272 158782.6302 4755720.9883 1350051.0277 3405669.9606
Total P&L (%) 2109.8104 1951.0277 158.7826 4755.721 1350.051 3405.67
Avg Daily Profit (%) 0.9116 0.843 0.0686 0.1679 0.1156 0.1538
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94551 -115649 -89428 -4939435 -6376813 -2541638
Profit Factor 4.4935 6.6665 1.6116 1.2437 1.1064 1.4991
Total Trades 63 32 31 63 32 31
Winning Trades 28 12 16 28 12 16
Losing Trades 35 20 15 35 20 15
Profitability (%) 44.4444 37.5 51.6129 44.4444 37.5 51.6129
Ratio Avg Win / Avg Loss 5.6169 11.1108 1.5109 1.5547 1.844 1.4054
Largest Winning Trade 1440505 1440505 84160 4676379 4676379 2798692
Largest Losing Trade -58931 -39450 -58931 -2350951 -2182854 -2350951
Avg Bars in Trades 70 68 71 70 68 71
Avg Bars in Winners 108 121 98 108 121 98
Avg Bars in Losers 39 37 42 39 37 42
Bars Traded 4412 2201 2211 4412 2201 2211
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 -132751 606169 -98115 -144823 -145513 328047
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4629,
    "evaluation_days": 2314.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562544000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759286166988,
    "expiration_time": 1765275984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 74,
            "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": [
        [
            2109810.3574594576,
            1951027.7272338863,
            158782.6302255721,
            4755720.988301066,
            1350051.0276966614,
            3405669.960604404
        ],
        [
            2109.810357,
            1951.027727,
            158.78263,
            4755.720988,
            1350.051028,
            3405.669961
        ],
        [
            0.911562,
            0.842959,
            0.068603,
            0.167898,
            0.115607,
            0.1538
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94551,
            -115649,
            -89428,
            -4939435,
            -6376813,
            -2541638
        ],
        [
            4.493492,
            6.666483,
            1.611606,
            1.243733,
            1.106403,
            1.499078
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            44.444444,
            37.5,
            51.612903,
            44.444444,
            37.5,
            51.612903
        ],
        [
            5.616865,
            11.110804,
            1.510881,
            1.554666,
            1.844005,
            1.405386
        ],
        [
            1440505,
            1440505,
            84160,
            4676379,
            4676379,
            2798692
        ],
        [
            -58931,
            -39450,
            -58931,
            -2350951,
            -2182854,
            -2350951
        ],
        [
            70,
            68,
            71,
            70,
            68,
            71
        ],
        [
            108,
            121,
            98,
            108,
            121,
            98
        ],
        [
            39,
            37,
            42,
            39,
            37,
            42
        ],
        [
            4412,
            2201,
            2211,
            4412,
            2201,
            2211
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132751,
            606169,
            -98115,
            -144823,
            -145513,
            328047
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4629,
    "evaluation_days": 2314.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562544000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759286166988,
    "expiration_time": 1765275984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 74,
            "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)