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Trade: ONE/USDT/360/MIDPRICE/DEMA/7674

Strategy
ONE/USDT/360/MIDPRICE/DEMA/7674
Pair
ONE_USDT
Interval
6h
Score
310481
Daily Profit
0.223925
Profit Factor
1.281236
Profitability
41.724942
Streak
0.000000
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 518721.4913 464338.4772 54383.0141 61452.2125 -6491.6879 67943.9004
Total P&L (%) 518.7215 464.3385 54.383 61.4522 -6.4917 67.9439
Avg Daily Profit (%) 0.2239 0.2004 0.0235 0.0207 -0.0029 0.0224
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -183380 -144382 -229331 -440095 -291631 -347774
Profit Factor 1.2812 1.5133 1.0579 1.025 0.9949 1.0572
Total Trades 429 214 215 429 214 215
Winning Trades 179 84 95 179 84 95
Losing Trades 250 130 120 250 130 120
Profitability (%) 41.7249 39.2523 44.186 41.7249 39.2523 44.186
Ratio Avg Win / Avg Loss 1.7894 2.342 1.3363 1.4316 1.5397 1.3355
Largest Winning Trade 200200 200200 50174 179913 179913 83915
Largest Losing Trade -33588 -29071 -33588 -76105 -67935 -76105
Avg Bars in Trades 21 19 23 21 19 23
Avg Bars in Winners 32 29 34 32 29 34
Avg Bars in Losers 13 12 14 13 12 14
Bars Traded 9223 4139 5084 9223 4139 5084
Profit Streak 0 17.5704 0 0 17.5704 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310481 282701 -320830 -359507 -580270 -322073
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": 1559822400000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759477286017,
    "expiration_time": 1765475568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 18,
            "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": [
        [
            518721.4913202667,
            464338.4772273052,
            54383.0140929623,
            61452.212466943,
            -6491.6878987961,
            67943.9003657391
        ],
        [
            518.721491,
            464.338477,
            54.383014,
            61.452212,
            -6.491688,
            67.9439
        ],
        [
            0.223925,
            0.200448,
            0.023476,
            0.020682,
            -0.002897,
            0.022384
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -183380,
            -144382,
            -229331,
            -440095,
            -291631,
            -347774
        ],
        [
            1.281236,
            1.513267,
            1.057869,
            1.025016,
            0.994887,
            1.057241
        ],
        [
            429,
            214,
            215,
            429,
            214,
            215
        ],
        [
            179,
            84,
            95,
            179,
            84,
            95
        ],
        [
            250,
            130,
            120,
            250,
            130,
            120
        ],
        [
            41.724942,
            39.252336,
            44.186047,
            41.724942,
            39.252336,
            44.186047
        ],
        [
            1.789435,
            2.341961,
            1.336255,
            1.431587,
            1.539705,
            1.335462
        ],
        [
            200200,
            200200,
            50174,
            179913,
            179913,
            83915
        ],
        [
            -33588,
            -29071,
            -33588,
            -76105,
            -67935,
            -76105
        ],
        [
            21,
            19,
            23,
            21,
            19,
            23
        ],
        [
            32,
            29,
            34,
            32,
            29,
            34
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            9223,
            4139,
            5084,
            9223,
            4139,
            5084
        ],
        [
            0,
            17.57044,
            0,
            0,
            17.57044,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310481,
            282701,
            -320830,
            -359507,
            -580270,
            -322073
        ]
    ]
}
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": 1559822400000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759477286017,
    "expiration_time": 1765475568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 18,
            "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)