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Trade: ONE/USDT/720/BBM/MIDPRICE/8241

Strategy
ONE/USDT/720/BBM/MIDPRICE/8241
Pair
ONE_USDT
Interval
12h
Score
528277
Daily Profit
0.777683
Profit Factor
5.497834
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
2318.000000
Evaluation Time
2025-10-04 17:14
Expiration Time
2025-12-13 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1915388.3176 1802668.512 112719.8056 1466487.1123 1012361.8891 454125.2232
Total P&L (%) 1915.3883 1802.6685 112.7198 1466.4871 1012.3619 454.1252
Avg Daily Profit (%) 0.8263 0.7777 0.0486 0.1188 0.104 0.0739
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128031 -141527 -46943 -2409526 -2609970 -1020360
Profit Factor 3.7565 5.4978 1.3833 1.1597 1.2015 1.1092
Total Trades 77 39 38 77 39 38
Winning Trades 31 13 18 31 13 18
Losing Trades 46 26 20 46 26 20
Profitability (%) 40.2597 33.3333 47.3684 40.2597 33.3333 47.3684
Ratio Avg Win / Avg Loss 5.5742 10.9957 1.537 1.7208 2.4031 1.2324
Largest Winning Trade 1481106 1481106 75063 2117687 2117687 1136430
Largest Losing Trade -55964 -55964 -46943 -1020360 -1019820 -1020360
Avg Bars in Trades 58 62 53 58 62 53
Avg Bars in Winners 93 112 79 93 112 79
Avg Bars in Losers 34 37 30 34 37 30
Bars Traded 4493 2442 2051 4493 2442 2051
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 -29993 528277 -127275 -127854 -59613 -195735
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562976000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587244964,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 168,
            "offset": 0,
            "std": 3.17839
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 55,
            "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": [
        [
            1915388.3175528625,
            1802668.5119851201,
            112719.8055677427,
            1466487.112329758,
            1012361.8891074946,
            454125.2232222641
        ],
        [
            1915.388318,
            1802.668512,
            112.719806,
            1466.487112,
            1012.361889,
            454.125223
        ],
        [
            0.826311,
            0.777683,
            0.048628,
            0.118769,
            0.103983,
            0.073894
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128031,
            -141527,
            -46943,
            -2409526,
            -2609970,
            -1020360
        ],
        [
            3.756538,
            5.497834,
            1.383313,
            1.159689,
            1.201527,
            1.109166
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            40.25974,
            33.333333,
            47.368421,
            40.25974,
            33.333333,
            47.368421
        ],
        [
            5.574218,
            10.995668,
            1.537015,
            1.720828,
            2.403053,
            1.232407
        ],
        [
            1481106,
            1481106,
            75063,
            2117687,
            2117687,
            1136430
        ],
        [
            -55964,
            -55964,
            -46943,
            -1020360,
            -1019820,
            -1020360
        ],
        [
            58,
            62,
            53,
            58,
            62,
            53
        ],
        [
            93,
            112,
            79,
            93,
            112,
            79
        ],
        [
            34,
            37,
            30,
            34,
            37,
            30
        ],
        [
            4493,
            2442,
            2051,
            4493,
            2442,
            2051
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -29993,
            528277,
            -127275,
            -127854,
            -59613,
            -195735
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562976000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587244964,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 168,
            "offset": 0,
            "std": 3.17839
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 55,
            "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)