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Trade: ONE/USDT/720/DCM/MIDPOINT/4732

Strategy
ONE/USDT/720/DCM/MIDPOINT/4732
Pair
ONE_USDT
Interval
12h
Score
547757
Daily Profit
0.247770
Profit Factor
2.339523
Profitability
57.575758
Streak
181.395827
Best Strategy
Training Data Length
2312.000000
Evaluation Time
2025-09-29 00:29
Expiration Time
2025-12-06 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 403435.9638 572843.3131 -169407.3492 -97929.4619 38464.1358 -136393.5977
Total P&L (%) 403.436 572.8433 -169.4073 -97.9295 38.4641 -136.3936
Avg Daily Profit (%) 0.1745 0.2478 -0.0733 -0.1676 0.0141 0
Buy And Hold Return (%) 53.3223 53.3223 53.3223 53.3223 53.3223 53.3223
Max Trade Drawdown -368199 -224467 -287074 -386438 -433764 -279985
Profit Factor 1.5036 2.3395 0.5464 0.8857 1.0736 0.5916
Total Trades 67 33 34 67 33 34
Winning Trades 36 19 17 36 19 17
Losing Trades 31 14 17 31 14 17
Profitability (%) 53.7313 57.5758 50 53.7313 57.5758 50
Ratio Avg Win / Avg Loss 1.2948 1.7239 0.5464 0.7627 0.7911 0.5916
Largest Winning Trade 347736 347736 56892 195350 195350 86191
Largest Losing Trade -80008 -80008 -79054 -310031 -310031 -129038
Avg Bars in Trades 63 96 31 63 96 31
Avg Bars in Winners 56 76 33 56 76 33
Avg Bars in Losers 71 123 28 71 123 28
Bars Traded 4238 3179 1059 4238 3179 1059
Profit Streak 180.8958 181.3958 180.8958 180.8958 181.3958 180.8958
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -110346 547757 -579438 -699855 -478743 -579438
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1571184000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759094999455,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 12,
            "offset": 187
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 166,
            "offset": 109
        }
    }
}
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": [
        [
            403435.9638431027,
            572843.3130611586,
            -169407.3492180566,
            -97929.4618593472,
            38464.1358498213,
            -136393.5977091684
        ],
        [
            403.435964,
            572.843313,
            -169.407349,
            -97.929462,
            38.464136,
            -136.393598
        ],
        [
            0.174497,
            0.24777,
            -0.073273,
            -0.167565,
            0.014077,
            0
        ],
        [
            53.322259,
            53.322259,
            53.322259,
            53.322259,
            53.322259,
            53.322259
        ],
        [
            -368199,
            -224467,
            -287074,
            -386438,
            -433764,
            -279985
        ],
        [
            1.503606,
            2.339523,
            0.546368,
            0.885685,
            1.073592,
            0.59163
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            53.731343,
            57.575758,
            50,
            53.731343,
            57.575758,
            50
        ],
        [
            1.294772,
            1.723859,
            0.546368,
            0.762673,
            0.791068,
            0.59163
        ],
        [
            347736,
            347736,
            56892,
            195350,
            195350,
            86191
        ],
        [
            -80008,
            -80008,
            -79054,
            -310031,
            -310031,
            -129038
        ],
        [
            63,
            96,
            31,
            63,
            96,
            31
        ],
        [
            56,
            76,
            33,
            56,
            76,
            33
        ],
        [
            71,
            123,
            28,
            71,
            123,
            28
        ],
        [
            4238,
            3179,
            1059,
            4238,
            3179,
            1059
        ],
        [
            180.895827,
            181.395827,
            180.895827,
            180.895827,
            181.395827,
            180.895827
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -110346,
            547757,
            -579438,
            -699855,
            -478743,
            -579438
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1571184000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759094999455,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 12,
            "offset": 187
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 166,
            "offset": 109
        }
    }
}

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)