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Trade: ONE/USDT/120/SMA/BBL/5749

Strategy
ONE/USDT/120/SMA/BBL/5749
Pair
ONE_USDT
Interval
2h
Score
329439
Daily Profit
0.519113
Profit Factor
1.877620
Profitability
31.358885
Streak
17.113589
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 1081140.6497 961404.7238 119735.9259 3242877.766 2803118.0035 439759.7625
Total P&L (%) 1081.1407 961.4047 119.7359 3242.8778 2803.118 439.7598
Avg Daily Profit (%) 0.5191 0.4616 0.0575 0.1686 0.1619 0.081
Buy And Hold Return (%) 82.548 82.548 82.548 82.548 82.548 82.548
Max Trade Drawdown -140011 -91091 -204363 -8275348 -6501191 -3866428
Profit Factor 1.8776 2.7895 1.1724 1.0938 1.1779 1.0234
Total Trades 287 143 144 287 143 144
Winning Trades 90 39 51 90 39 51
Losing Trades 197 104 93 197 104 93
Profitability (%) 31.3589 27.2727 35.4167 31.3589 27.2727 35.4167
Ratio Avg Win / Avg Loss 4.1099 7.4386 2.1379 2.3941 3.141 1.8661
Largest Winning Trade 512427 512427 57155 5341158 5341158 2427281
Largest Losing Trade -26469 -21269 -26469 -1740711 -930742 -1740711
Avg Bars in Trades 85 67 104 85 67 104
Avg Bars in Winners 190 157 215 190 157 215
Avg Bars in Losers 38 33 43 38 33 43
Bars Traded 24648 9611 15037 24648 9611 15037
Profit Streak 17.1136 0 18.0303 17.1136 0 18.0303
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329439 -4375 -176859 -113696 -36026 -284948
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": 1580904000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759769014107,
    "expiration_time": 1766244326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 13,
            "offset": 151,
            "std": 1.12088
        }
    }
}
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": [
        [
            1081140.6496589216,
            961404.7237646652,
            119735.9258942563,
            3242877.765997043,
            2803118.003466369,
            439759.7625306761
        ],
        [
            1081.14065,
            961.404724,
            119.735926,
            3242.877766,
            2803.118003,
            439.759763
        ],
        [
            0.519113,
            0.461621,
            0.057492,
            0.168648,
            0.161864,
            0.080984
        ],
        [
            82.547993,
            82.547993,
            82.547993,
            82.547993,
            82.547993,
            82.547993
        ],
        [
            -140011,
            -91091,
            -204363,
            -8275348,
            -6501191,
            -3866428
        ],
        [
            1.87762,
            2.789456,
            1.172371,
            1.093753,
            1.177865,
            1.023354
        ],
        [
            287,
            143,
            144,
            287,
            143,
            144
        ],
        [
            90,
            39,
            51,
            90,
            39,
            51
        ],
        [
            197,
            104,
            93,
            197,
            104,
            93
        ],
        [
            31.358885,
            27.272727,
            35.416667,
            31.358885,
            27.272727,
            35.416667
        ],
        [
            4.109902,
            7.43855,
            2.137854,
            2.394104,
            3.140974,
            1.866117
        ],
        [
            512427,
            512427,
            57155,
            5341158,
            5341158,
            2427281
        ],
        [
            -26469,
            -21269,
            -26469,
            -1740711,
            -930742,
            -1740711
        ],
        [
            85,
            67,
            104,
            85,
            67,
            104
        ],
        [
            190,
            157,
            215,
            190,
            157,
            215
        ],
        [
            38,
            33,
            43,
            38,
            33,
            43
        ],
        [
            24648,
            9611,
            15037,
            24648,
            9611,
            15037
        ],
        [
            17.113589,
            0,
            18.030256,
            17.113589,
            0,
            18.030256
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329439,
            -4375,
            -176859,
            -113696,
            -36026,
            -284948
        ]
    ]
}
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": 1580904000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759769014107,
    "expiration_time": 1766244326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 13,
            "offset": 151,
            "std": 1.12088
        }
    }
}

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)