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Trade: ONE/USDT/720/MIDPRICE/KCB/2365

Strategy
ONE/USDT/720/MIDPRICE/KCB/2365
Pair
ONE_USDT
Interval
12h
Score
444486
Daily Profit
0.213986
Profit Factor
1.720191
Profitability
60.869565
Streak
75.767794
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 21:25
Expiration Time
2025-12-02 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -926457.3039 77355.7406 -1003813.0445 45181.0993 -13741637.9668 13786819.0661
Total P&L (%) -926.4573 77.3557 -1003.813 45.1811 -13741.638 13786.8191
Avg Daily Profit (%) -0.4014 0.0335 -0.4349 0.0162 0 0.214
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1245049 -168951 -1174481 -14436417 -16103808 -8620984
Profit Factor 0.4854 1.2085 0.2977 1.0012 0.27 1.7202
Total Trades 91 45 46 91 45 46
Winning Trades 51 23 28 49 21 28
Losing Trades 40 22 18 42 24 18
Profitability (%) 56.044 51.1111 60.8696 53.8462 46.6667 60.8696
Ratio Avg Win / Avg Loss 0.3807 1.156 0.1914 0.8582 0.3086 1.1058
Largest Winning Trade 65996 65996 63093 23290026 1707334 23290026
Largest Losing Trade -1000045 -39967 -1000045 -8282290 -4620390 -8282290
Avg Bars in Trades 49 38 59 49 38 59
Avg Bars in Winners 36 33 39 41 32 47
Avg Bars in Losers 65 43 92 59 43 79
Bars Traded 4490 1734 2756 4490 1734 2756
Profit Streak 51.2678 0 75.7678 51.2678 0 75.7678
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579187 -148383 -578737 -392608 -582008 444486

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564185600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758911137445,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 113,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -926457.3039471396,
            77355.740591354,
            -1003813.0445384941,
            45181.0993113011,
            -13741637.966769414,
            13786819.066080727
        ],
        [
            -926.457304,
            77.355741,
            -1003.813045,
            45.181099,
            -13741.637967,
            13786.819066
        ],
        [
            -0.401411,
            0.033516,
            -0.434928,
            0.016154,
            0,
            0.213986
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1245049,
            -168951,
            -1174481,
            -14436417,
            -16103808,
            -8620984
        ],
        [
            0.485398,
            1.208507,
            0.297708,
            1.00119,
            0.269995,
            1.720191
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            51,
            23,
            28,
            49,
            21,
            28
        ],
        [
            40,
            22,
            18,
            42,
            24,
            18
        ],
        [
            56.043956,
            51.111111,
            60.869565,
            53.846154,
            46.666667,
            60.869565
        ],
        [
            0.380704,
            1.155963,
            0.191384,
            0.858163,
            0.308565,
            1.105837
        ],
        [
            65996,
            65996,
            63093,
            23290026,
            1707334,
            23290026
        ],
        [
            -1000045,
            -39967,
            -1000045,
            -8282290,
            -4620390,
            -8282290
        ],
        [
            49,
            38,
            59,
            49,
            38,
            59
        ],
        [
            36,
            33,
            39,
            41,
            32,
            47
        ],
        [
            65,
            43,
            92,
            59,
            43,
            79
        ],
        [
            4490,
            1734,
            2756,
            4490,
            1734,
            2756
        ],
        [
            51.267794,
            0,
            75.767794,
            51.267794,
            0,
            75.767794
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579187,
            -148383,
            -578737,
            -392608,
            -582008,
            444486
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564185600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758911137445,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 113,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)