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Trade: ONE/USDT/720/MIDPRICE/DEMA/5942

Strategy
ONE/USDT/720/MIDPRICE/DEMA/5942
Pair
ONE_USDT
Interval
12h
Score
353440
Daily Profit
0.419443
Profit Factor
1.863725
Profitability
37.037037
Streak
0.000000
Best Strategy
Training Data Length
2312.000000
Evaluation Time
2025-09-29 00:03
Expiration Time
2025-12-06 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 969752.3605 798890.5421 170861.8185 2235177.8247 1908741.6019 326436.2229
Total P&L (%) 969.7524 798.8905 170.8618 2235.1778 1908.7416 326.4362
Avg Daily Profit (%) 0.4194 0.3455 0.0739 0.1364 0.1298 0.0627
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143023 -116533 -112519 -10127369 -7959412 -4763471
Profit Factor 1.8637 2.4092 1.3074 1.0552 1.0881 1.0173
Total Trades 216 108 108 216 108 108
Winning Trades 80 38 42 80 38 42
Losing Trades 136 70 66 136 70 66
Profitability (%) 37.037 35.1852 38.8889 37.037 35.1852 38.8889
Ratio Avg Win / Avg Loss 3.1683 4.438 2.0545 1.7938 2.0043 1.5987
Largest Winning Trade 419632 419632 60184 4997379 4997379 1939812
Largest Losing Trade -54655 -30791 -54655 -2463058 -2463058 -1924230
Avg Bars in Trades 21 18 23 21 18 23
Avg Bars in Winners 37 33 41 37 33 41
Avg Bars in Losers 11 10 12 11 10 12
Bars Traded 4581 2021 2560 4581 2021 2560
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 353440 292368 -97340 -172917 -147560 -313800
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560340800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759093434203,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 14,
            "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": [
        [
            969752.3605494194,
            798890.5420574612,
            170861.8184919576,
            2235177.8247254444,
            1908741.6018576266,
            326436.2228678139
        ],
        [
            969.752361,
            798.890542,
            170.861818,
            2235.177825,
            1908.741602,
            326.436223
        ],
        [
            0.419443,
            0.345541,
            0.073902,
            0.136368,
            0.129846,
            0.062749
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143023,
            -116533,
            -112519,
            -10127369,
            -7959412,
            -4763471
        ],
        [
            1.863725,
            2.409204,
            1.30739,
            1.055179,
            1.088061,
            1.017333
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            80,
            38,
            42,
            80,
            38,
            42
        ],
        [
            136,
            70,
            66,
            136,
            70,
            66
        ],
        [
            37.037037,
            35.185185,
            38.888889,
            37.037037,
            35.185185,
            38.888889
        ],
        [
            3.168333,
            4.438008,
            2.054471,
            1.793804,
            2.004323,
            1.598667
        ],
        [
            419632,
            419632,
            60184,
            4997379,
            4997379,
            1939812
        ],
        [
            -54655,
            -30791,
            -54655,
            -2463058,
            -2463058,
            -1924230
        ],
        [
            21,
            18,
            23,
            21,
            18,
            23
        ],
        [
            37,
            33,
            41,
            37,
            33,
            41
        ],
        [
            11,
            10,
            12,
            11,
            10,
            12
        ],
        [
            4581,
            2021,
            2560,
            4581,
            2021,
            2560
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353440,
            292368,
            -97340,
            -172917,
            -147560,
            -313800
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4624,
    "evaluation_days": 2312,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1560340800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759093434203,
    "expiration_time": 1765053504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 14,
            "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)