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Trade: ONE/USDT/360/SMA/MIDPRICE/9347

Strategy
ONE/USDT/360/SMA/MIDPRICE/9347
Pair
ONE_USDT
Interval
6h
Score
572173
Daily Profit
0.667638
Profit Factor
3.275531
Profitability
44.554455
Streak
0.000000
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-26 13:45
Expiration Time
2025-12-02 19:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1576508.7739 1540741.1516 35767.6223 32857.1026 -96547.2513 129404.3539
Total P&L (%) 1576.5088 1540.7412 35.7676 32.8571 -96.5473 129.4044
Avg Daily Profit (%) 0.6831 0.6676 0.0155 0.0123 -0.1458 0.036
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -208459 -156686 -191399 -536397 -456190 -264270
Profit Factor 2.3249 3.2755 1.0697 1.0193 0.9023 1.1823
Total Trades 201 101 100 201 101 100
Winning Trades 91 45 46 91 45 46
Losing Trades 110 56 54 110 56 54
Profitability (%) 45.2736 44.5545 46 45.2736 44.5545 46
Ratio Avg Win / Avg Loss 2.8103 4.0762 1.2558 1.2322 1.1229 1.3879
Largest Winning Trade 1415683 1415683 50027 267556 267556 133081
Largest Losing Trade -45237 -45237 -42674 -131785 -90877 -131785
Avg Bars in Trades 45 55 34 45 55 34
Avg Bars in Winners 59 72 46 59 72 46
Avg Bars in Losers 33 42 24 33 42 24
Bars Traded 9079 5636 3443 9079 5636 3443
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 569106 572173 -320393 -379278 -581514 -166663

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562241600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758883518668,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "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": [
        [
            1576508.7738991866,
            1540741.1516178753,
            35767.6222813117,
            32857.1026203893,
            -96547.2512624197,
            129404.3538828089
        ],
        [
            1576.508774,
            1540.741152,
            35.767622,
            32.857103,
            -96.547251,
            129.404354
        ],
        [
            0.683137,
            0.667638,
            0.015499,
            0.012312,
            -0.14575,
            0.035986
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -208459,
            -156686,
            -191399,
            -536397,
            -456190,
            -264270
        ],
        [
            2.324857,
            3.275531,
            1.069742,
            1.019347,
            0.902327,
            1.182302
        ],
        [
            201,
            101,
            100,
            201,
            101,
            100
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            110,
            56,
            54,
            110,
            56,
            54
        ],
        [
            45.273632,
            44.554455,
            46,
            45.273632,
            44.554455,
            46
        ],
        [
            2.810266,
            4.076216,
            1.255784,
            1.232178,
            1.122896,
            1.387919
        ],
        [
            1415683,
            1415683,
            50027,
            267556,
            267556,
            133081
        ],
        [
            -45237,
            -45237,
            -42674,
            -131785,
            -90877,
            -131785
        ],
        [
            45,
            55,
            34,
            45,
            55,
            34
        ],
        [
            59,
            72,
            46,
            59,
            72,
            46
        ],
        [
            33,
            42,
            24,
            33,
            42,
            24
        ],
        [
            9079,
            5636,
            3443,
            9079,
            5636,
            3443
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            569106,
            572173,
            -320393,
            -379278,
            -581514,
            -166663
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562241600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758883518668,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "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)