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Trade: ONE/USDT/120/BBM/KCL/4391

Strategy
ONE/USDT/120/BBM/KCL/4391
Pair
ONE_USDT
Interval
2h
Score
423071
Daily Profit
0.460527
Profit Factor
3.343747
Profitability
38.144330
Streak
0.000000
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-09-28 13:31
Expiration Time
2025-12-12 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 997638.2672 959126.6681 38511.5991 1215213.0591 995154.7996 220058.2595
Total P&L (%) 997.6383 959.1267 38.5116 1215.2131 995.1548 220.0583
Avg Daily Profit (%) 0.479 0.4605 0.0185 0.1238 0.115 0.0559
Buy And Hold Return (%) 75.8824 75.8824 75.8824 75.8824 75.8824 75.8824
Max Trade Drawdown -136671 -72141 -266961 -1634409 -1601274 -1010421
Profit Factor 1.9152 3.3437 1.0566 1.1541 1.2877 1.0497
Total Trades 193 97 96 193 97 96
Winning Trades 73 37 36 73 37 36
Losing Trades 120 60 60 120 60 60
Profitability (%) 37.8238 38.1443 37.5 37.8238 38.1443 37.5
Ratio Avg Win / Avg Loss 3.1483 5.4223 1.7609 1.8971 2.0882 1.7495
Largest Winning Trade 486032 486032 86439 1291786 1291786 450241
Largest Losing Trade -33772 -28665 -33772 -686890 -468808 -686890
Avg Bars in Trades 127 82 172 127 82 172
Avg Bars in Winners 230 150 313 230 150 313
Avg Bars in Losers 64 41 87 64 41 87
Bars Traded 24608 8048 16559 24608 8048 16559
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 372044 423071 -496279 -81008 -42855 -291428
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1579989600000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759055480222,
    "expiration_time": 1765531526400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 132,
            "offset": 0,
            "std": 2.27607
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            997638.267231975,
            959126.6681409955,
            38511.5990909793,
            1215213.0590594306,
            995154.7996017146,
            220058.2594577158
        ],
        [
            997.638267,
            959.126668,
            38.511599,
            1215.213059,
            995.1548,
            220.058259
        ],
        [
            0.479019,
            0.460527,
            0.018491,
            0.123792,
            0.11499,
            0.055873
        ],
        [
            75.882353,
            75.882353,
            75.882353,
            75.882353,
            75.882353,
            75.882353
        ],
        [
            -136671,
            -72141,
            -266961,
            -1634409,
            -1601274,
            -1010421
        ],
        [
            1.915235,
            3.343747,
            1.056568,
            1.15406,
            1.287696,
            1.049687
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            37.823834,
            38.14433,
            37.5,
            37.823834,
            38.14433,
            37.5
        ],
        [
            3.148332,
            5.422293,
            1.760946,
            1.897085,
            2.088156,
            1.749478
        ],
        [
            486032,
            486032,
            86439,
            1291786,
            1291786,
            450241
        ],
        [
            -33772,
            -28665,
            -33772,
            -686890,
            -468808,
            -686890
        ],
        [
            127,
            82,
            172,
            127,
            82,
            172
        ],
        [
            230,
            150,
            313,
            230,
            150,
            313
        ],
        [
            64,
            41,
            87,
            64,
            41,
            87
        ],
        [
            24608,
            8048,
            16559,
            24608,
            8048,
            16559
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372044,
            423071,
            -496279,
            -81008,
            -42855,
            -291428
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1579989600000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759055480222,
    "expiration_time": 1765531526400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 132,
            "offset": 0,
            "std": 2.27607
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)