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Trade: ONE/USDT/360/MIDPRICE/HL2/9872

Strategy
ONE/USDT/360/MIDPRICE/HL2/9872
Pair
ONE_USDT
Interval
6h
Score
364762
Daily Profit
0.563608
Profit Factor
1.741392
Profitability
30.882353
Streak
0.000000
Best Strategy
Training Data Length
2312.750000
Evaluation Time
2025-09-29 15:45
Expiration Time
2025-12-07 23:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1303484.5784 1068262.9668 235221.6115 6964141.5916 3524851.3802 3439290.2114
Total P&L (%) 1303.4846 1068.263 235.2216 6964.1416 3524.8514 3439.2902
Avg Daily Profit (%) 0.5636 0.4619 0.1017 0.1843 0.1554 0.1543
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189675 -98327 -210292 -5364652 -4974816 -2096201
Profit Factor 1.7414 2.1919 1.2729 1.2305 1.2173 1.2457
Total Trades 544 272 272 544 272 272
Winning Trades 168 76 92 168 76 92
Losing Trades 376 196 180 376 196 180
Profitability (%) 30.8824 27.9412 33.8235 30.8824 27.9412 33.8235
Ratio Avg Win / Avg Loss 3.8974 5.6529 2.4905 2.7539 3.1394 2.4372
Largest Winning Trade 578715 578715 43807 5291806 5291806 1510919
Largest Losing Trade -21663 -20078 -21663 -1277536 -1277536 -1239943
Avg Bars in Trades 16 15 18 16 15 18
Avg Bars in Winners 36 36 37 36 36 37
Avg Bars in Losers 8 7 8 8 7 8
Bars Traded 9174 4170 5004 9174 4170 5004
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 364762 -1259 -61314 156920 -7360 121129
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9251,
    "evaluation_days": 2312.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560060000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759149909610,
    "expiration_time": 1765141848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            1303484.5783508746,
            1068262.9668405561,
            235221.611510319,
            6964141.591594419,
            3524851.3802436525,
            3439290.2113507674
        ],
        [
            1303.484578,
            1068.262967,
            235.221612,
            6964.141592,
            3524.85138,
            3439.290211
        ],
        [
            0.563608,
            0.461902,
            0.101706,
            0.184263,
            0.155364,
            0.15433
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189675,
            -98327,
            -210292,
            -5364652,
            -4974816,
            -2096201
        ],
        [
            1.741392,
            2.191947,
            1.272903,
            1.230468,
            1.217327,
            1.245695
        ],
        [
            544,
            272,
            272,
            544,
            272,
            272
        ],
        [
            168,
            76,
            92,
            168,
            76,
            92
        ],
        [
            376,
            196,
            180,
            376,
            196,
            180
        ],
        [
            30.882353,
            27.941176,
            33.823529,
            30.882353,
            27.941176,
            33.823529
        ],
        [
            3.897401,
            5.652916,
            2.490461,
            2.753906,
            3.139422,
            2.43723
        ],
        [
            578715,
            578715,
            43807,
            5291806,
            5291806,
            1510919
        ],
        [
            -21663,
            -20078,
            -21663,
            -1277536,
            -1277536,
            -1239943
        ],
        [
            16,
            15,
            18,
            16,
            15,
            18
        ],
        [
            36,
            36,
            37,
            36,
            36,
            37
        ],
        [
            8,
            7,
            8,
            8,
            7,
            8
        ],
        [
            9174,
            4170,
            5004,
            9174,
            4170,
            5004
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364762,
            -1259,
            -61314,
            156920,
            -7360,
            121129
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9251,
    "evaluation_days": 2312.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560060000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759149909610,
    "expiration_time": 1765141848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)