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Trade: C98/USDT/240/MIDPRICE/SMA/3287

Strategy
C98/USDT/240/MIDPRICE/SMA/3287
Pair
C98_USDT
Interval
4h
Score
327422
Daily Profit
0.163258
Profit Factor
1.243951
Profitability
55.094340
Streak
0.000000
Best Strategy
Training Data Length
1529.170000
Evaluation Time
2025-09-29 19:39
Expiration Time
2025-11-14 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 249649.3773 260.9335 249388.4438 71708.0314 -62530.4912 134238.5226
Total P&L (%) 249.6494 0.2609 249.3884 71.708 -62.5305 134.2385
Avg Daily Profit (%) 0.1633 0.0002 0.1631 0.0354 -0.0642 0.0557
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128913 -87932 -86416 -185788 -153264 -140774
Profit Factor 1.244 1.0005 1.5058 1.0491 0.9133 1.1817
Total Trades 265 133 132 265 133 132
Winning Trades 146 66 80 146 66 80
Losing Trades 119 67 52 119 67 52
Profitability (%) 55.0943 49.6241 60.6061 55.0943 49.6241 60.6061
Ratio Avg Win / Avg Loss 1.0139 1.0157 0.9787 0.8551 0.9271 0.7681
Largest Winning Trade 35976 30828 35976 49202 32271 49202
Largest Losing Trade -42208 -42208 -41281 -106195 -72203 -106195
Avg Bars in Trades 32 24 41 32 24 41
Avg Bars in Winners 29 20 37 29 20 37
Avg Bars in Losers 36 28 46 36 28 46
Bars Traded 8688 3252 5436 8688 3252 5436
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 327422 -578412 293433 -311772 -580847 -139761
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9175,
    "evaluation_days": 1529.17,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1628409600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759163980177,
    "expiration_time": 1763110800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 80,
            "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": [
        [
            249649.3773026513,
            260.9334581448,
            249388.4438445066,
            71708.03135523,
            -62530.4912376281,
            134238.5225928581
        ],
        [
            249.649377,
            0.260933,
            249.388444,
            71.708031,
            -62.530491,
            134.238523
        ],
        [
            0.163258,
            0.000171,
            0.163087,
            0.03536,
            -0.064174,
            0.055678
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128913,
            -87932,
            -86416,
            -185788,
            -153264,
            -140774
        ],
        [
            1.243951,
            1.000492,
            1.505752,
            1.049122,
            0.913255,
            1.181664
        ],
        [
            265,
            133,
            132,
            265,
            133,
            132
        ],
        [
            146,
            66,
            80,
            146,
            66,
            80
        ],
        [
            119,
            67,
            52,
            119,
            67,
            52
        ],
        [
            55.09434,
            49.62406,
            60.606061,
            55.09434,
            49.62406,
            60.606061
        ],
        [
            1.013905,
            1.015651,
            0.978738,
            0.855106,
            0.927092,
            0.768082
        ],
        [
            35976,
            30828,
            35976,
            49202,
            32271,
            49202
        ],
        [
            -42208,
            -42208,
            -41281,
            -106195,
            -72203,
            -106195
        ],
        [
            32,
            24,
            41,
            32,
            24,
            41
        ],
        [
            29,
            20,
            37,
            29,
            20,
            37
        ],
        [
            36,
            28,
            46,
            36,
            28,
            46
        ],
        [
            8688,
            3252,
            5436,
            8688,
            3252,
            5436
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327422,
            -578412,
            293433,
            -311772,
            -580847,
            -139761
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 9175,
    "evaluation_days": 1529.17,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1628409600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759163980177,
    "expiration_time": 1763110800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 80,
            "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)