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Trade: ONE/USDT/120/EMA/MIDPRICE/3428

Strategy
ONE/USDT/120/EMA/MIDPRICE/3428
Pair
ONE_USDT
Interval
2h
Score
423123
Daily Profit
0.294215
Profit Factor
1.500820
Profitability
49.848943
Streak
0.000000
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-10-06 19:43
Expiration Time
2025-12-20 17:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 549654.2576 612753.0086 -63098.751 -53904.1628 97847.2603 -151751.4231
Total P&L (%) 549.6543 612.753 -63.0988 -53.9042 97.8473 -151.7514
Avg Daily Profit (%) 0.2639 0.2942 -0.0303 -0.0372 0.0328 0
Buy And Hold Return (%) 101.1538 101.1538 101.1538 101.1538 101.1538 101.1538
Max Trade Drawdown -145720 -182302 -223775 -667327 -613854 -403795
Profit Factor 1.2279 1.5008 0.9469 0.9886 1.039 0.931
Total Trades 662 331 331 662 331 331
Winning Trades 316 165 151 316 165 151
Losing Trades 346 166 180 346 166 180
Profitability (%) 47.7341 49.8489 45.6193 47.7341 49.8489 45.6193
Ratio Avg Win / Avg Loss 1.3445 1.5099 1.1288 1.0824 1.0453 1.1098
Largest Winning Trade 376283 376283 46295 242711 242711 114589
Largest Losing Trade -39543 -34738 -39543 -157287 -157287 -151624
Avg Bars in Trades 37 40 33 37 40 33
Avg Bars in Winners 41 40 42 41 40 42
Avg Bars in Losers 33 41 26 33 41 26
Bars Traded 24744 13534 11210 24744 13534 11210
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 351373 423123 -579639 -576534 -491395 -579639
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579759200000,
    "first_datapoint_time": 1580522400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759769016223,
    "expiration_time": 1766244326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 103,
            "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": [
        [
            549654.2576116906,
            612753.0086427416,
            -63098.7510310513,
            -53904.1628017788,
            97847.2603324029,
            -151751.4231341813
        ],
        [
            549.654258,
            612.753009,
            -63.098751,
            -53.904163,
            97.84726,
            -151.751423
        ],
        [
            0.263918,
            0.294215,
            -0.030297,
            -0.037178,
            0.032767,
            0
        ],
        [
            101.153846,
            101.153846,
            101.153846,
            101.153846,
            101.153846,
            101.153846
        ],
        [
            -145720,
            -182302,
            -223775,
            -667327,
            -613854,
            -403795
        ],
        [
            1.227902,
            1.50082,
            0.9469,
            0.98855,
            1.039009,
            0.931003
        ],
        [
            662,
            331,
            331,
            662,
            331,
            331
        ],
        [
            316,
            165,
            151,
            316,
            165,
            151
        ],
        [
            346,
            166,
            180,
            346,
            166,
            180
        ],
        [
            47.734139,
            49.848943,
            45.619335,
            47.734139,
            49.848943,
            45.619335
        ],
        [
            1.344475,
            1.509916,
            1.128755,
            1.0824,
            1.045306,
            1.109805
        ],
        [
            376283,
            376283,
            46295,
            242711,
            242711,
            114589
        ],
        [
            -39543,
            -34738,
            -39543,
            -157287,
            -157287,
            -151624
        ],
        [
            37,
            40,
            33,
            37,
            40,
            33
        ],
        [
            41,
            40,
            42,
            41,
            40,
            42
        ],
        [
            33,
            41,
            26,
            33,
            41,
            26
        ],
        [
            24744,
            13534,
            11210,
            24744,
            13534,
            11210
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351373,
            423123,
            -579639,
            -576534,
            -491395,
            -579639
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579759200000,
    "first_datapoint_time": 1580522400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759769016223,
    "expiration_time": 1766244326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 103,
            "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)