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Trade: ONE/USDT/720/ALMA/HWMA/7221

Strategy
ONE/USDT/720/ALMA/HWMA/7221
Pair
ONE_USDT
Interval
12h
Score
648264
Daily Profit
0.968613
Profit Factor
4.387039
Profitability
41.176471
Streak
20.472457
Best Strategy
Training Data Length
2319.500000
Evaluation Time
2025-10-06 14:20
Expiration Time
2025-12-14 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2246697.9925 2083952.6023 162745.3903 5174292.5068 7133001.6599 -1958709.1531
Total P&L (%) 2246.698 2083.9526 162.7454 5174.2925 7133.0017 -1958.7092
Avg Daily Profit (%) 0.9686 0.8984 0.0702 0.1711 0.1847 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165045 -139490 -181640 -6348912 -2136992 -5201321
Profit Factor 4.387 7.2102 1.4966 1.3549 2.101 0.7582
Total Trades 85 42 43 85 42 43
Winning Trades 35 14 21 35 14 21
Losing Trades 50 28 22 50 28 22
Profitability (%) 41.1765 33.3333 48.8372 41.1765 33.3333 48.8372
Ratio Avg Win / Avg Loss 6.2672 14.4204 1.5678 1.9355 4.2019 0.7943
Largest Winning Trade 1793725 1793725 77449 6542028 6542028 1968851
Largest Losing Trade -45765 -40717 -45765 -3160879 -1525207 -3160879
Avg Bars in Trades 53 46 61 53 46 61
Avg Bars in Winners 99 95 102 99 95 102
Avg Bars in Losers 21 21 21 21 21 21
Bars Traded 4560 1937 2623 4560 1937 2623
Profit Streak 20.4725 0 58.4725 20.4725 0 58.4725
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 648264 552295 -96280 240143 196713 -580200
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4639,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562500800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759749620323,
    "expiration_time": 1765720944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.15498
        }
    }
}
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": [
        [
            2246697.9925266155,
            2083952.6022742647,
            162745.3902523514,
            5174292.506808168,
            7133001.659904435,
            -1958709.1530962703
        ],
        [
            2246.697993,
            2083.952602,
            162.74539,
            5174.292507,
            7133.00166,
            -1958.709153
        ],
        [
            0.968613,
            0.898449,
            0.070164,
            0.171107,
            0.184746,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165045,
            -139490,
            -181640,
            -6348912,
            -2136992,
            -5201321
        ],
        [
            4.387039,
            7.210179,
            1.496551,
            1.354871,
            2.100972,
            0.758242
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            35,
            14,
            21,
            35,
            14,
            21
        ],
        [
            50,
            28,
            22,
            50,
            28,
            22
        ],
        [
            41.176471,
            33.333333,
            48.837209,
            41.176471,
            33.333333,
            48.837209
        ],
        [
            6.267199,
            14.420359,
            1.567815,
            1.93553,
            4.201944,
            0.794349
        ],
        [
            1793725,
            1793725,
            77449,
            6542028,
            6542028,
            1968851
        ],
        [
            -45765,
            -40717,
            -45765,
            -3160879,
            -1525207,
            -3160879
        ],
        [
            53,
            46,
            61,
            53,
            46,
            61
        ],
        [
            99,
            95,
            102,
            99,
            95,
            102
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            4560,
            1937,
            2623,
            4560,
            1937,
            2623
        ],
        [
            20.472457,
            0,
            58.472457,
            20.472457,
            0,
            58.472457
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            648264,
            552295,
            -96280,
            240143,
            196713,
            -580200
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4639,
    "evaluation_days": 2319.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562500800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759749620323,
    "expiration_time": 1765720944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.15498
        }
    }
}

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)