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Trade: ONE/USDT/720/RMA/HILO/2468

Strategy
ONE/USDT/720/RMA/HILO/2468
Pair
ONE_USDT
Interval
12h
Score
704184
Daily Profit
0.767509
Profit Factor
3.235922
Profitability
51.200000
Streak
0.000000
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-28 06:34
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 1771409.7349 1577590.666 193819.069 4797402.5492 3594684.5586 1202717.9906
Total P&L (%) 1771.4097 1577.5907 193.8191 4797.4025 3594.6846 1202.718
Avg Daily Profit (%) 0.7675 0.6835 0.084 0.1687 0.1565 0.1113
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161922 -131774 -89474 -11101003 -8475075 -6710886
Profit Factor 3.2359 5.43 1.4444 1.1398 1.2136 1.0687
Total Trades 125 63 62 125 63 62
Winning Trades 64 29 35 64 29 35
Losing Trades 61 34 27 61 34 27
Profitability (%) 51.2 46.0317 56.4516 51.2 46.0317 56.4516
Ratio Avg Win / Avg Loss 3.0842 6.3662 1.1143 1.0863 1.4228 0.8245
Largest Winning Trade 1288269 1288269 83916 4841126 4070773 4841126
Largest Losing Trade -60148 -44002 -60148 -6089501 -4744578 -6089501
Avg Bars in Trades 36 25 47 36 25 47
Avg Bars in Winners 49 38 57 49 38 57
Avg Bars in Losers 23 13 35 23 13 35
Bars Traded 4572 1602 2970 4572 1602 2970
Profit Streak 0 0 12.6491 0 0 12.6491
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 704184 -127665 -232601 -58539 -140723 -343328
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560686400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759030478897,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1771409.7349428749,
            1577590.6659666742,
            193819.0689762015,
            4797402.549190932,
            3594684.5586027657,
            1202717.9905881688
        ],
        [
            1771.409735,
            1577.590666,
            193.819069,
            4797.402549,
            3594.684559,
            1202.717991
        ],
        [
            0.767509,
            0.683531,
            0.083977,
            0.168742,
            0.156512,
            0.111285
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161922,
            -131774,
            -89474,
            -11101003,
            -8475075,
            -6710886
        ],
        [
            3.235922,
            5.429998,
            1.444402,
            1.139755,
            1.213606,
            1.068732
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            64,
            29,
            35,
            64,
            29,
            35
        ],
        [
            61,
            34,
            27,
            61,
            34,
            27
        ],
        [
            51.2,
            46.031746,
            56.451613,
            51.2,
            46.031746,
            56.451613
        ],
        [
            3.084238,
            6.366205,
            1.114253,
            1.086329,
            1.422848,
            0.82445
        ],
        [
            1288269,
            1288269,
            83916,
            4841126,
            4070773,
            4841126
        ],
        [
            -60148,
            -44002,
            -60148,
            -6089501,
            -4744578,
            -6089501
        ],
        [
            36,
            25,
            47,
            36,
            25,
            47
        ],
        [
            49,
            38,
            57,
            49,
            38,
            57
        ],
        [
            23,
            13,
            35,
            23,
            13,
            35
        ],
        [
            4572,
            1602,
            2970,
            4572,
            1602,
            2970
        ],
        [
            0,
            0,
            12.649061,
            0,
            0,
            12.649061
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            704184,
            -127665,
            -232601,
            -58539,
            -140723,
            -343328
        ]
    ]
}
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": 1560686400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759030478897,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)