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Trade: ONE/USDT/120/MIDPRICE/KCU/7668

Strategy
ONE/USDT/120/MIDPRICE/KCU/7668
Pair
ONE_USDT
Interval
2h
Score
632691
Daily Profit
0.969421
Profit Factor
2.989827
Profitability
43.783784
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 20:11
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2018819.8313 2028752.6892 -9932.8579 64000.678 52436.2309 11564.4472
Total P&L (%) 2018.8198 2028.7527 -9.9329 64.0007 52.4362 11.5644
Avg Daily Profit (%) 0.9694 0.9742 -0.0048 0.0238 0.0202 0.0053
Buy And Hold Return (%) 93.712 93.712 93.712 93.712 93.712 93.712
Max Trade Drawdown -232751 -241702 -74766 -1762613 -2077375 -444206
Profit Factor 2.9898 3.8208 0.9664 1.0132 1.0149 1.0086
Total Trades 185 92 93 185 92 93
Winning Trades 81 40 41 81 40 41
Losing Trades 104 52 52 104 52 52
Profitability (%) 43.7838 43.4783 44.086 43.7838 43.4783 44.086
Ratio Avg Win / Avg Loss 3.8388 4.967 1.2256 1.3009 1.3194 1.2792
Largest Winning Trade 1750339 1750339 31556 1169430 1169430 362827
Largest Losing Trade -58305 -58305 -24163 -450082 -450082 -142056
Avg Bars in Trades 129 233 25 129 233 25
Avg Bars in Winners 180 335 28 180 335 28
Avg Bars in Losers 88 154 23 88 154 23
Bars Traded 23871 21469 2402 23871 21469 2402
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 632691 626495 -581439 -534400 -538570 -564955

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579795200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758906681905,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 62,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            2018819.831287933,
            2028752.6891530515,
            -9932.8578651193,
            64000.6780468026,
            52436.2308775105,
            11564.4471692916
        ],
        [
            2018.819831,
            2028.752689,
            -9.932858,
            64.000678,
            52.436231,
            11.564447
        ],
        [
            0.969421,
            0.974191,
            -0.00477,
            0.023758,
            0.020246,
            0.005255
        ],
        [
            93.711968,
            93.711968,
            93.711968,
            93.711968,
            93.711968,
            93.711968
        ],
        [
            -232751,
            -241702,
            -74766,
            -1762613,
            -2077375,
            -444206
        ],
        [
            2.989827,
            3.820775,
            0.966369,
            1.013166,
            1.014901,
            1.008616
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            43.783784,
            43.478261,
            44.086022,
            43.783784,
            43.478261,
            44.086022
        ],
        [
            3.838791,
            4.967007,
            1.225639,
            1.300855,
            1.319371,
            1.279221
        ],
        [
            1750339,
            1750339,
            31556,
            1169430,
            1169430,
            362827
        ],
        [
            -58305,
            -58305,
            -24163,
            -450082,
            -450082,
            -142056
        ],
        [
            129,
            233,
            25,
            129,
            233,
            25
        ],
        [
            180,
            335,
            28,
            180,
            335,
            28
        ],
        [
            88,
            154,
            23,
            88,
            154,
            23
        ],
        [
            23871,
            21469,
            2402,
            23871,
            21469,
            2402
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            632691,
            626495,
            -581439,
            -534400,
            -538570,
            -564955
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579795200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758906681905,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 62,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)