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Trade: ONE/USDT/720/BBM/DCM/5859

Strategy
ONE/USDT/720/BBM/DCM/5859
Pair
ONE_USDT
Interval
12h
Score
680939
Daily Profit
0.933979
Profit Factor
5.990392
Profitability
42.500000
Streak
0.000000
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 10:19
Expiration Time
2025-12-02 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2033323.3091 2155622.5821 -122299.2731 -65504.3398 1056272.8715 -1121777.2113
Total P&L (%) 2033.3233 2155.6226 -122.2993 -65.5043 1056.2729 -1121.7772
Avg Daily Profit (%) 0.881 0.934 -0.053 -0.0461 0.1061 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -241347 -187649 -147471 -2697542 -1684964 -1596943
Profit Factor 3.7232 5.9904 0.6114 0.9854 1.3948 0.3803
Total Trades 80 40 40 80 40 40
Winning Trades 35 17 18 35 17 18
Losing Trades 45 23 22 45 23 22
Profitability (%) 43.75 42.5 45 43.75 42.5 45
Ratio Avg Win / Avg Loss 4.7869 8.1046 0.7473 1.2669 1.887 0.4648
Largest Winning Trade 2120750 2120750 42171 1749648 1749648 331981
Largest Losing Trade -73585 -73585 -38131 -747947 -747947 -676806
Avg Bars in Trades 50 83 17 50 83 17
Avg Bars in Winners 62 109 18 62 109 18
Avg Bars in Losers 41 64 16 41 64 16
Bars Traded 4040 3356 684 4040 3356 684
Profit Streak 0 0 90.3054 0 0 90.3054
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -6113 680939 -581857 -605319 -52020 -581857

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564574400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758871186140,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 120,
            "offset": 0,
            "std": 4.9598
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 122,
            "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": [
        [
            2033323.3090645862,
            2155622.582120183,
            -122299.2730555961,
            -65504.3398200158,
            1056272.8714941007,
            -1121777.2113141166
        ],
        [
            2033.323309,
            2155.622582,
            -122.299273,
            -65.50434,
            1056.272871,
            -1121.777211
        ],
        [
            0.880989,
            0.933979,
            -0.052989,
            -0.046104,
            0.106113,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -241347,
            -187649,
            -147471,
            -2697542,
            -1684964,
            -1596943
        ],
        [
            3.723176,
            5.990392,
            0.611402,
            0.985398,
            1.39475,
            0.380266
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            43.75,
            42.5,
            45,
            43.75,
            42.5,
            45
        ],
        [
            4.78694,
            8.104647,
            0.747269,
            1.26694,
            1.887015,
            0.464769
        ],
        [
            2120750,
            2120750,
            42171,
            1749648,
            1749648,
            331981
        ],
        [
            -73585,
            -73585,
            -38131,
            -747947,
            -747947,
            -676806
        ],
        [
            50,
            83,
            17,
            50,
            83,
            17
        ],
        [
            62,
            109,
            18,
            62,
            109,
            18
        ],
        [
            41,
            64,
            16,
            41,
            64,
            16
        ],
        [
            4040,
            3356,
            684,
            4040,
            3356,
            684
        ],
        [
            0,
            0,
            90.305395,
            0,
            0,
            90.305395
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -6113,
            680939,
            -581857,
            -605319,
            -52020,
            -581857
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564574400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758871186140,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 120,
            "offset": 0,
            "std": 4.9598
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 122,
            "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)