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Trade: ONE/USDT/120/BBL/MIDPRICE/2638

Strategy
ONE/USDT/120/BBL/MIDPRICE/2638
Pair
ONE_USDT
Interval
2h
Score
354316
Daily Profit
0.216168
Profit Factor
1.416900
Profitability
54.421769
Streak
80.122995
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 09:57
Expiration Time
2025-12-18 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 450348.9861 574776.3558 -124427.3697 -86205.4468 -233976.3423 147770.8954
Total P&L (%) 450.349 574.7764 -124.4274 -86.2054 -233.9763 147.7709
Avg Daily Profit (%) 0.2162 0.2759 -0.0597 -0.095 0 0.0436
Buy And Hold Return (%) 67.7524 67.7524 67.7524 67.7524 67.7524 67.7524
Max Trade Drawdown -336182 -221893 -153057 -2915640 -2887934 -1028905
Profit Factor 1.4169 1.906 0.7209 0.9853 0.9454 1.0929
Total Trades 147 73 74 147 73 74
Winning Trades 80 43 37 80 43 37
Losing Trades 67 30 37 67 30 37
Profitability (%) 54.4218 58.9041 50 54.4218 58.9041 50
Ratio Avg Win / Avg Loss 1.1867 1.3297 0.7209 0.8252 0.6596 1.0929
Largest Winning Trade 262142 262142 28893 1027926 1027926 348176
Largest Losing Trade -83805 -83805 -39762 -1406659 -1406659 -470806
Avg Bars in Trades 162 286 39 162 286 39
Avg Bars in Winners 122 187 47 122 187 47
Avg Bars in Losers 210 429 31 210 429 31
Bars Traded 23872 20929 2943 23872 20929 2943
Profit Streak 80.123 0 164.7897 80.123 0 164.7897
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354316 -59332 -643882 -579258 -651304 -321793
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579492800000,
    "first_datapoint_time": 1581127200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759561026773,
    "expiration_time": 1766037600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 73,
            "offset": 0,
            "std": 1.72064
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 228,
            "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": [
        [
            450348.986113622,
            574776.3558219075,
            -124427.3697082854,
            -86205.4468221043,
            -233976.3422512615,
            147770.895429158
        ],
        [
            450.348986,
            574.776356,
            -124.42737,
            -86.205447,
            -233.976342,
            147.770895
        ],
        [
            0.216168,
            0.275893,
            -0.059725,
            -0.095038,
            0,
            0.043562
        ],
        [
            67.752443,
            67.752443,
            67.752443,
            67.752443,
            67.752443,
            67.752443
        ],
        [
            -336182,
            -221893,
            -153057,
            -2915640,
            -2887934,
            -1028905
        ],
        [
            1.4169,
            1.90597,
            0.720891,
            0.985328,
            0.945405,
            1.092949
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            80,
            43,
            37,
            80,
            43,
            37
        ],
        [
            67,
            30,
            37,
            67,
            30,
            37
        ],
        [
            54.421769,
            58.90411,
            50,
            54.421769,
            58.90411,
            50
        ],
        [
            1.186653,
            1.329747,
            0.720891,
            0.825212,
            0.659585,
            1.092949
        ],
        [
            262142,
            262142,
            28893,
            1027926,
            1027926,
            348176
        ],
        [
            -83805,
            -83805,
            -39762,
            -1406659,
            -1406659,
            -470806
        ],
        [
            162,
            286,
            39,
            162,
            286,
            39
        ],
        [
            122,
            187,
            47,
            122,
            187,
            47
        ],
        [
            210,
            429,
            31,
            210,
            429,
            31
        ],
        [
            23872,
            20929,
            2943,
            23872,
            20929,
            2943
        ],
        [
            80.122995,
            0,
            164.789662,
            80.122995,
            0,
            164.789662
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354316,
            -59332,
            -643882,
            -579258,
            -651304,
            -321793
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579492800000,
    "first_datapoint_time": 1581127200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759561026773,
    "expiration_time": 1766037600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 73,
            "offset": 0,
            "std": 1.72064
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 228,
            "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)