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Trade: ONE/USDT/120/MIDPOINT/MIDPRICE/5764

Strategy
ONE/USDT/120/MIDPOINT/MIDPRICE/5764
Pair
ONE_USDT
Interval
2h
Score
368060
Daily Profit
0.154664
Profit Factor
1.435940
Profitability
47.004608
Streak
0.000000
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-10-09 09:38
Expiration Time
2025-12-23 07:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 306026.2307 435440.2667 -129414.036 -87109.9927 2401009.1839 -2488119.1766
Total P&L (%) 306.0262 435.4403 -129.414 -87.11 2401.0092 -2488.1192
Avg Daily Profit (%) 0.1469 0.209 -0.0621 -0.0983 0.1547 0
Buy And Hold Return (%) 34.1463 34.1463 34.1463 34.1463 34.1463 34.1463
Max Trade Drawdown -291260 -246743 -221721 -2948497 -1567724 -3179469
Profit Factor 1.1246 1.34 0.8899 0.993 1.4359 0.6412
Total Trades 869 434 435 869 434 435
Winning Trades 421 204 217 421 204 217
Losing Trades 448 230 218 448 230 218
Profitability (%) 48.4465 47.0046 49.8851 48.4465 47.0046 49.8851
Ratio Avg Win / Avg Loss 1.1967 1.5108 0.894 1.0567 1.619 0.6442
Largest Winning Trade 188209 188209 53444 1336031 1336031 969543
Largest Losing Trade -45066 -45066 -38442 -703112 -703112 -686712
Avg Bars in Trades 28 33 23 28 33 23
Avg Bars in Winners 27 35 19 27 35 19
Avg Bars in Losers 29 32 26 29 32 26
Bars Traded 24692 14643 10049 24692 14643 10049
Profit Streak 4.6932 0 5.4432 4.6932 0 5.4432
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -75344 348691 -577649 -574053 368060 -577649
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1581681600000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759991889064,
    "expiration_time": 1766468822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "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": [
        [
            306026.2307229394,
            435440.2667198259,
            -129414.0359968863,
            -87109.9926837238,
            2401009.183902953,
            -2488119.1765866824
        ],
        [
            306.026231,
            435.440267,
            -129.414036,
            -87.109993,
            2401.009184,
            -2488.119177
        ],
        [
            0.14691,
            0.209037,
            -0.062126,
            -0.098302,
            0.154664,
            0
        ],
        [
            34.146341,
            34.146341,
            34.146341,
            34.146341,
            34.146341,
            34.146341
        ],
        [
            -291260,
            -246743,
            -221721,
            -2948497,
            -1567724,
            -3179469
        ],
        [
            1.124592,
            1.340038,
            0.889922,
            0.992999,
            1.43594,
            0.641209
        ],
        [
            869,
            434,
            435,
            869,
            434,
            435
        ],
        [
            421,
            204,
            217,
            421,
            204,
            217
        ],
        [
            448,
            230,
            218,
            448,
            230,
            218
        ],
        [
            48.44649,
            47.004608,
            49.885057,
            48.44649,
            47.004608,
            49.885057
        ],
        [
            1.196716,
            1.510827,
            0.894023,
            1.056683,
            1.618952,
            0.644164
        ],
        [
            188209,
            188209,
            53444,
            1336031,
            1336031,
            969543
        ],
        [
            -45066,
            -45066,
            -38442,
            -703112,
            -703112,
            -686712
        ],
        [
            28,
            33,
            23,
            28,
            33,
            23
        ],
        [
            27,
            35,
            19,
            27,
            35,
            19
        ],
        [
            29,
            32,
            26,
            29,
            32,
            26
        ],
        [
            24692,
            14643,
            10049,
            24692,
            14643,
            10049
        ],
        [
            4.69316,
            0,
            5.44316,
            4.69316,
            0,
            5.44316
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -75344,
            348691,
            -577649,
            -574053,
            368060,
            -577649
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1581681600000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759991889064,
    "expiration_time": 1766468822400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "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)