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Trade: ONE/USDT/720/DEMA/DCM/5722

Strategy
ONE/USDT/720/DEMA/DCM/5722
Pair
ONE_USDT
Interval
12h
Score
504952
Daily Profit
0.441215
Profit Factor
2.057749
Profitability
47.457627
Streak
6.451973
Best Strategy
Training Data Length
2311.500000
Evaluation Time
2025-09-28 13:50
Expiration Time
2025-12-06 10:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1019867.4307 1052428.2015 -32560.7709 -57935.3792 517202.9771 -575138.3563
Total P&L (%) 1019.8674 1052.4282 -32.5608 -57.9354 517.203 -575.1384
Avg Daily Profit (%) 0.4412 0.4553 -0.0141 -0.0375 0.0788 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -239162 -200089 -116470 -1368019 -608106 -974642
Profit Factor 2.0577 2.7525 0.9105 0.976 1.423 0.5179
Total Trades 118 59 59 118 59 59
Winning Trades 56 28 28 56 28 28
Losing Trades 62 31 31 62 31 31
Profitability (%) 47.4576 47.4576 47.4576 47.4576 47.4576 47.4576
Ratio Avg Win / Avg Loss 2.2782 3.0474 1.008 1.0806 1.5754 0.5734
Largest Winning Trade 797345 797345 44486 747795 747795 122128
Largest Losing Trade -73530 -73530 -39648 -426428 -218030 -426428
Avg Bars in Trades 37 56 19 37 56 19
Avg Bars in Winners 37 50 24 37 50 24
Avg Bars in Losers 37 60 15 37 60 15
Bars Traded 4459 3306 1153 4459 3306 1153
Profit Streak 6.452 0 79.952 6.452 0 79.952
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 504952 -162196 -755944 -579095 -263086 -757611
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4623,
    "evaluation_days": 2311.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564401600000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759056650489,
    "expiration_time": 1765009008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 45,
            "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": [
        [
            1019867.4306661983,
            1052428.2015486355,
            -32560.7708824369,
            -57935.3792147904,
            517202.9770928757,
            -575138.3563076662
        ],
        [
            1019.867431,
            1052.428202,
            -32.560771,
            -57.935379,
            517.202977,
            -575.138356
        ],
        [
            0.441215,
            0.455301,
            -0.014086,
            -0.037456,
            0.078769,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -239162,
            -200089,
            -116470,
            -1368019,
            -608106,
            -974642
        ],
        [
            2.057749,
            2.752535,
            0.910466,
            0.976018,
            1.422964,
            0.517881
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            47.457627,
            47.457627,
            47.457627,
            47.457627,
            47.457627,
            47.457627
        ],
        [
            2.278222,
            3.047449,
            1.008016,
            1.080591,
            1.575424,
            0.573368
        ],
        [
            797345,
            797345,
            44486,
            747795,
            747795,
            122128
        ],
        [
            -73530,
            -73530,
            -39648,
            -426428,
            -218030,
            -426428
        ],
        [
            37,
            56,
            19,
            37,
            56,
            19
        ],
        [
            37,
            50,
            24,
            37,
            50,
            24
        ],
        [
            37,
            60,
            15,
            37,
            60,
            15
        ],
        [
            4459,
            3306,
            1153,
            4459,
            3306,
            1153
        ],
        [
            6.451973,
            0,
            79.951973,
            6.451973,
            0,
            79.951973
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            504952,
            -162196,
            -755944,
            -579095,
            -263086,
            -757611
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4623,
    "evaluation_days": 2311.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564401600000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759056650489,
    "expiration_time": 1765009008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 45,
            "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)