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Trade: ONE/USDT/120/DCU/MIDPRICE/4405

Strategy
ONE/USDT/120/DCU/MIDPRICE/4405
Pair
ONE_USDT
Interval
2h
Score
858770
Daily Profit
1.647536
Profit Factor
3.231277
Profitability
58.851675
Streak
35.619984
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 15:52
Expiration Time
2025-12-18 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3432360.9167 3723791.6251 -291430.7084 -89472.7136 -6495418.5342 6405945.8206
Total P&L (%) 3432.3609 3723.7916 -291.4307 -89.4727 -6495.4185 6405.9458
Avg Daily Profit (%) 1.6475 1.7874 -0.1399 -0.108 0 0.2006
Buy And Hold Return (%) 68.5714 68.5714 68.5714 68.5714 68.5714 68.5714
Max Trade Drawdown -338156 -159340 -435267 -13378293 -8841285 -6321310
Profit Factor 3.2313 8.0755 0.712 0.9964 0.5418 1.6002
Total Trades 209 105 104 209 105 104
Winning Trades 123 53 70 101 57 44
Losing Trades 86 52 34 108 48 60
Profitability (%) 58.8517 50.4762 67.3077 48.3254 54.2857 42.3077
Ratio Avg Win / Avg Loss 2.2593 7.9231 0.3458 1.0655 0.4563 2.1821
Largest Winning Trade 3819675 3819675 66937 4787614 1806919 4787614
Largest Losing Trade -264060 -43850 -264060 -5762119 -5762119 -1548153
Avg Bars in Trades 117 69 166 117 69 166
Avg Bars in Winners 95 69 115 107 60 167
Avg Bars in Losers 149 69 271 127 79 165
Bars Traded 24592 7273 17319 24592 7273 17319
Profit Streak 35.62 35.7867 35.62 35.62 35.7867 35.62
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 858770 855992 -577542 -577133 -579057 316596
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579514400000,
    "first_datapoint_time": 1580947200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759582366636,
    "expiration_time": 1766059200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "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": [
        [
            3432360.9166918285,
            3723791.6250804723,
            -291430.7083886449,
            -89472.7135964401,
            -6495418.534164355,
            6405945.820567919
        ],
        [
            3432.360917,
            3723.791625,
            -291.430708,
            -89.472714,
            -6495.418534,
            6405.945821
        ],
        [
            1.647536,
            1.787423,
            -0.139887,
            -0.107999,
            0,
            0.200616
        ],
        [
            68.571429,
            68.571429,
            68.571429,
            68.571429,
            68.571429,
            68.571429
        ],
        [
            -338156,
            -159340,
            -435267,
            -13378293,
            -8841285,
            -6321310
        ],
        [
            3.231277,
            8.075488,
            0.712025,
            0.996399,
            0.541833,
            1.60021
        ],
        [
            209,
            105,
            104,
            209,
            105,
            104
        ],
        [
            123,
            53,
            70,
            101,
            57,
            44
        ],
        [
            86,
            52,
            34,
            108,
            48,
            60
        ],
        [
            58.851675,
            50.47619,
            67.307692,
            48.325359,
            54.285714,
            42.307692
        ],
        [
            2.259267,
            7.923121,
            0.345841,
            1.065457,
            0.45628,
            2.182104
        ],
        [
            3819675,
            3819675,
            66937,
            4787614,
            1806919,
            4787614
        ],
        [
            -264060,
            -43850,
            -264060,
            -5762119,
            -5762119,
            -1548153
        ],
        [
            117,
            69,
            166,
            117,
            69,
            166
        ],
        [
            95,
            69,
            115,
            107,
            60,
            167
        ],
        [
            149,
            69,
            271,
            127,
            79,
            165
        ],
        [
            24592,
            7273,
            17319,
            24592,
            7273,
            17319
        ],
        [
            35.619984,
            35.786651,
            35.619984,
            35.619984,
            35.786651,
            35.619984
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            858770,
            855992,
            -577542,
            -577133,
            -579057,
            316596
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579514400000,
    "first_datapoint_time": 1580947200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759582366636,
    "expiration_time": 1766059200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "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)