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Trade: ONE/USDT/120/DCM/MIDPOINT/2994

Strategy
ONE/USDT/120/DCM/MIDPOINT/2994
Pair
ONE_USDT
Interval
2h
Score
394153
Daily Profit
0.386238
Profit Factor
1.514807
Profitability
41.687980
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 12:27
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 804341.4346 704381.8943 99959.5403 1306351.5174 454734.2264 851617.291
Total P&L (%) 804.3414 704.3819 99.9595 1306.3515 454.7342 851.6173
Avg Daily Profit (%) 0.3862 0.3382 0.048 0.127 0.0823 0.1082
Buy And Hold Return (%) 86.8885 86.8885 86.8885 86.8885 86.8885 86.8885
Max Trade Drawdown -161992 -76073 -244200 -929814 -788985 -547375
Profit Factor 1.5148 1.9818 1.1183 1.1337 1.0939 1.1728
Total Trades 391 196 195 391 196 195
Winning Trades 163 82 81 163 82 81
Losing Trades 228 114 114 228 114 114
Profitability (%) 41.688 41.8367 41.5385 41.688 41.8367 41.5385
Ratio Avg Win / Avg Loss 2.1189 2.7551 1.5739 1.5858 1.5208 1.6506
Largest Winning Trade 227733 227733 48139 459884 459884 427546
Largest Losing Trade -64733 -23178 -64733 -454448 -303982 -454448
Avg Bars in Trades 63 58 68 63 58 68
Avg Bars in Winners 95 87 102 95 87 102
Avg Bars in Losers 40 37 44 40 37 44
Bars Traded 24812 11482 13330 24812 11482 13330
Profit Streak 0 0 34.7273 0 0 34.7273
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394153 370092 -338898 -96577 -203072 -79264

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579348800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758878839766,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 21,
            "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": [
        [
            804341.43461161,
            704381.8943392554,
            99959.5402723553,
            1306351.5174063058,
            454734.2264270741,
            851617.2909792323
        ],
        [
            804.341435,
            704.381894,
            99.95954,
            1306.351517,
            454.734226,
            851.617291
        ],
        [
            0.386238,
            0.338239,
            0.048,
            0.127023,
            0.082306,
            0.108245
        ],
        [
            86.888454,
            86.888454,
            86.888454,
            86.888454,
            86.888454,
            86.888454
        ],
        [
            -161992,
            -76073,
            -244200,
            -929814,
            -788985,
            -547375
        ],
        [
            1.514807,
            1.981769,
            1.118302,
            1.133684,
            1.0939,
            1.17277
        ],
        [
            391,
            196,
            195,
            391,
            196,
            195
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            228,
            114,
            114,
            228,
            114,
            114
        ],
        [
            41.68798,
            41.836735,
            41.538462,
            41.68798,
            41.836735,
            41.538462
        ],
        [
            2.118872,
            2.755142,
            1.573907,
            1.585767,
            1.520788,
            1.650566
        ],
        [
            227733,
            227733,
            48139,
            459884,
            459884,
            427546
        ],
        [
            -64733,
            -23178,
            -64733,
            -454448,
            -303982,
            -454448
        ],
        [
            63,
            58,
            68,
            63,
            58,
            68
        ],
        [
            95,
            87,
            102,
            95,
            87,
            102
        ],
        [
            40,
            37,
            44,
            40,
            37,
            44
        ],
        [
            24812,
            11482,
            13330,
            24812,
            11482,
            13330
        ],
        [
            0,
            0,
            34.727312,
            0,
            0,
            34.727312
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394153,
            370092,
            -338898,
            -96577,
            -203072,
            -79264
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579348800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758878839766,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 21,
            "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)