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Trade: ONE/USDT/120/BBL/HMA/3972

Strategy
ONE/USDT/120/BBL/HMA/3972
Pair
ONE_USDT
Interval
2h
Score
642152
Daily Profit
0.543680
Profit Factor
1.676860
Profitability
49.525617
Streak
8.946962
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-10-06 19:43
Expiration Time
2025-12-20 17:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1132305.4902 1071892.5113 60412.9789 485594.9065 438914.0734 46680.8331
Total P&L (%) 1132.3055 1071.8925 60.413 485.5949 438.9141 46.6808
Avg Daily Profit (%) 0.5437 0.5147 0.029 0.0849 0.0809 0.0184
Buy And Hold Return (%) 107.1287 107.1287 107.1287 107.1287 107.1287 107.1287
Max Trade Drawdown -203747 -223427 -40716 -6555121 -6636257 -1249806
Profit Factor 1.6769 1.8075 1.1749 1.0201 1.0228 1.0094
Total Trades 527 263 264 527 263 264
Winning Trades 261 113 148 261 113 148
Losing Trades 266 150 116 266 150 116
Profitability (%) 49.5256 42.9658 56.0606 49.5256 42.9658 56.0606
Ratio Avg Win / Avg Loss 1.709 2.3993 0.9208 1.0396 1.3577 0.7912
Largest Winning Trade 434814 434814 22386 2569528 2569528 316581
Largest Losing Trade -44077 -44077 -15414 -1556895 -1556895 -741125
Avg Bars in Trades 47 89 5 47 89 5
Avg Bars in Winners 48 105 5 48 105 5
Avg Bars in Losers 45 76 5 45 76 5
Bars Traded 24791 23407 1384 24791 23407 1384
Profit Streak 8.947 9.3636 8.947 8.947 9.3636 8.947
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 642152 464656 -347184 -276103 -283739 -543307
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579759200000,
    "first_datapoint_time": 1580371200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759769017495,
    "expiration_time": 1766244326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 11,
            "offset": 0,
            "std": 3.04303
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 79,
            "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": [
        [
            1132305.4901689263,
            1071892.5112784095,
            60412.9788905172,
            485594.9065465525,
            438914.0734257416,
            46680.8331208116
        ],
        [
            1132.30549,
            1071.892511,
            60.412979,
            485.594907,
            438.914073,
            46.680833
        ],
        [
            0.54368,
            0.514672,
            0.029007,
            0.084901,
            0.080909,
            0.018396
        ],
        [
            107.128713,
            107.128713,
            107.128713,
            107.128713,
            107.128713,
            107.128713
        ],
        [
            -203747,
            -223427,
            -40716,
            -6555121,
            -6636257,
            -1249806
        ],
        [
            1.67686,
            1.807505,
            1.174873,
            1.020083,
            1.022818,
            1.009441
        ],
        [
            527,
            263,
            264,
            527,
            263,
            264
        ],
        [
            261,
            113,
            148,
            261,
            113,
            148
        ],
        [
            266,
            150,
            116,
            266,
            150,
            116
        ],
        [
            49.525617,
            42.965779,
            56.060606,
            49.525617,
            42.965779,
            56.060606
        ],
        [
            1.708984,
            2.399343,
            0.920847,
            1.039624,
            1.357723,
            0.791184
        ],
        [
            434814,
            434814,
            22386,
            2569528,
            2569528,
            316581
        ],
        [
            -44077,
            -44077,
            -15414,
            -1556895,
            -1556895,
            -741125
        ],
        [
            47,
            89,
            5,
            47,
            89,
            5
        ],
        [
            48,
            105,
            5,
            48,
            105,
            5
        ],
        [
            45,
            76,
            5,
            45,
            76,
            5
        ],
        [
            24791,
            23407,
            1384,
            24791,
            23407,
            1384
        ],
        [
            8.946962,
            9.363628,
            8.946962,
            8.946962,
            9.363628,
            8.946962
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            642152,
            464656,
            -347184,
            -276103,
            -283739,
            -543307
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579759200000,
    "first_datapoint_time": 1580371200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759769017495,
    "expiration_time": 1766244326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 11,
            "offset": 0,
            "std": 3.04303
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 79,
            "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)