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Trade: ONE/USDT/720/RMA/DCM/5886

Strategy
ONE/USDT/720/RMA/DCM/5886
Pair
ONE_USDT
Interval
12h
Score
723129
Daily Profit
0.767965
Profit Factor
5.429752
Profitability
46.153846
Streak
97.952018
Best Strategy
Training Data Length
2311.500000
Evaluation Time
2025-09-28 13:50
Expiration Time
2025-12-06 10:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1702680.0137 1775150.1345 -72470.1208 -44113.6988 -168873.5928 124759.894
Total P&L (%) 1702.68 1775.1501 -72.4701 -44.1137 -168.8736 124.7599
Avg Daily Profit (%) 0.7366 0.768 -0.0314 -0.0252 0 0.035
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -221074 -114298 -172253 -481219 -491017 -356815
Profit Factor 3.3318 5.4298 0.78 0.9728 0.833 1.2048
Total Trades 79 39 40 79 39 40
Winning Trades 33 18 15 33 18 15
Losing Trades 46 21 25 46 21 25
Profitability (%) 41.7722 46.1538 37.5 41.7722 46.1538 37.5
Ratio Avg Win / Avg Loss 4.6444 6.3347 1.3001 1.356 0.9719 2.008
Largest Winning Trade 1803332 1803332 62234 204148 178501 204148
Largest Losing Trade -57054 -57054 -48420 -303630 -303630 -143625
Avg Bars in Trades 54 77 32 54 77 32
Avg Bars in Winners 64 83 41 64 83 41
Avg Bars in Losers 47 72 27 47 72 27
Bars Traded 4334 3025 1309 4334 3025 1309
Profit Streak 0 97.952 0 0 97.952 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -15482 723129 -583944 -613588 -581693 -150303
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4623,
    "evaluation_days": 2311.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565222400000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759056654341,
    "expiration_time": 1765009008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 137,
            "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": [
        [
            1702680.0136981977,
            1775150.1344703417,
            -72470.1207721441,
            -44113.698789793,
            -168873.5927842071,
            124759.8939944142
        ],
        [
            1702.680014,
            1775.150134,
            -72.470121,
            -44.113699,
            -168.873593,
            124.759894
        ],
        [
            0.736613,
            0.767965,
            -0.031352,
            -0.025169,
            0,
            0.035042
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -221074,
            -114298,
            -172253,
            -481219,
            -491017,
            -356815
        ],
        [
            3.331827,
            5.429752,
            0.780032,
            0.97278,
            0.833038,
            1.2048
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            41.772152,
            46.153846,
            37.5,
            41.772152,
            46.153846,
            37.5
        ],
        [
            4.644365,
            6.334711,
            1.300054,
            1.355996,
            0.971878,
            2.008
        ],
        [
            1803332,
            1803332,
            62234,
            204148,
            178501,
            204148
        ],
        [
            -57054,
            -57054,
            -48420,
            -303630,
            -303630,
            -143625
        ],
        [
            54,
            77,
            32,
            54,
            77,
            32
        ],
        [
            64,
            83,
            41,
            64,
            83,
            41
        ],
        [
            47,
            72,
            27,
            47,
            72,
            27
        ],
        [
            4334,
            3025,
            1309,
            4334,
            3025,
            1309
        ],
        [
            0,
            97.952018,
            0,
            0,
            97.952018,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -15482,
            723129,
            -583944,
            -613588,
            -581693,
            -150303
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4623,
    "evaluation_days": 2311.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565222400000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759056654341,
    "expiration_time": 1765009008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 137,
            "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)