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Trade: ONE/USDT/360/DCM/BBM/4566

Strategy
ONE/USDT/360/DCM/BBM/4566
Pair
ONE_USDT
Interval
6h
Score
573494
Daily Profit
0.428580
Profit Factor
2.110807
Profitability
55.140187
Streak
62.820442
Best Strategy
Training Data Length
2316.500000
Evaluation Time
2025-10-03 10:41
Expiration Time
2025-12-11 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 992805.8757 871097.1613 121708.7144 3840771.2156 19158710.3911 -15317939.1755
Total P&L (%) 992.8059 871.0972 121.7087 3840.7712 19158.7104 -15317.9392
Avg Daily Profit (%) 0.4286 0.376 0.0525 0.1587 0.2273 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153600 -105800 -126481 -35920206 -17638117 -23064343
Profit Factor 2.1108 3.0141 1.2639 1.0313 1.3194 0.7563
Total Trades 107 54 53 107 54 53
Winning Trades 59 30 29 59 30 29
Losing Trades 48 24 24 48 24 24
Profitability (%) 55.1402 55.5556 54.717 55.1402 55.5556 54.717
Ratio Avg Win / Avg Loss 1.7173 2.4113 1.046 0.839 1.0555 0.6259
Largest Winning Trade 207541 207541 80855 14320483 14320483 9789057
Largest Losing Trade -65357 -34733 -65357 -23064343 -9042796 -23064343
Avg Bars in Trades 79 62 97 79 62 97
Avg Bars in Winners 98 59 138 98 59 138
Avg Bars in Losers 56 66 47 56 66 47
Bars Traded 8533 3379 5154 8533 3379 5154
Profit Streak 62.8204 62.8204 307.8204 62.8204 62.8204 307.8204
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 573494 -163476 -300987 -178193 -170301 -758875
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9266,
    "evaluation_days": 2316.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562565600000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759477286217,
    "expiration_time": 1765475568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 41,
            "offset": 0,
            "std": 3.04819
        }
    }
}
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": [
        [
            992805.8756618805,
            871097.1613036651,
            121708.7143582152,
            3840771.215623938,
            19158710.39107818,
            -15317939.175454235
        ],
        [
            992.805876,
            871.097161,
            121.708714,
            3840.771216,
            19158.710391,
            -15317.939175
        ],
        [
            0.42858,
            0.37604,
            0.05254,
            0.158726,
            0.227348,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153600,
            -105800,
            -126481,
            -35920206,
            -17638117,
            -23064343
        ],
        [
            2.110807,
            3.014097,
            1.263856,
            1.031264,
            1.319414,
            0.756349
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            55.140187,
            55.555556,
            54.716981,
            55.140187,
            55.555556,
            54.716981
        ],
        [
            1.717267,
            2.411277,
            1.04595,
            0.838995,
            1.055531,
            0.625944
        ],
        [
            207541,
            207541,
            80855,
            14320483,
            14320483,
            9789057
        ],
        [
            -65357,
            -34733,
            -65357,
            -23064343,
            -9042796,
            -23064343
        ],
        [
            79,
            62,
            97,
            79,
            62,
            97
        ],
        [
            98,
            59,
            138,
            98,
            59,
            138
        ],
        [
            56,
            66,
            47,
            56,
            66,
            47
        ],
        [
            8533,
            3379,
            5154,
            8533,
            3379,
            5154
        ],
        [
            62.820442,
            62.820442,
            307.820442,
            62.820442,
            62.820442,
            307.820442
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            573494,
            -163476,
            -300987,
            -178193,
            -170301,
            -758875
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9266,
    "evaluation_days": 2316.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562565600000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759477286217,
    "expiration_time": 1765475568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 41,
            "offset": 0,
            "std": 3.04819
        }
    }
}

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)