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Trade: ONE/USDT/120/EMA/HILO/2550

Strategy
ONE/USDT/120/EMA/HILO/2550
Pair
ONE_USDT
Interval
2h
Score
397881
Daily Profit
0.455326
Profit Factor
1.799180
Profitability
39.705882
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 17:46
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 948216.6281 897672.3704 50544.2577 1133095.3258 619370.6252 513724.7006
Total P&L (%) 948.2166 897.6724 50.5443 1133.0953 619.3706 513.7247
Avg Daily Profit (%) 0.4553 0.4311 0.0243 0.1207 0.0948 0.0872
Buy And Hold Return (%) 83.6538 83.6538 83.6538 83.6538 83.6538 83.6538
Max Trade Drawdown -116030 -97400 -199265 -1146471 -884603 -634398
Profit Factor 1.7992 2.7479 1.0751 1.1532 1.1737 1.1342
Total Trades 272 136 136 272 136 136
Winning Trades 108 44 64 108 44 64
Losing Trades 164 92 72 164 92 72
Profitability (%) 39.7059 32.3529 47.0588 39.7059 32.3529 47.0588
Ratio Avg Win / Avg Loss 2.7321 5.7456 1.2095 1.7512 2.4542 1.2759
Largest Winning Trade 434938 434938 83348 1070382 1070382 502252
Largest Losing Trade -39662 -21016 -39662 -528865 -242949 -528865
Avg Bars in Trades 90 81 98 90 81 98
Avg Bars in Winners 144 151 138 144 151 138
Avg Bars in Losers 54 47 63 54 47 63
Bars Traded 24493 11034 13459 24493 11034 13459
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 397881 295190 -465464 -84880 -101358 -151024
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579932000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758984403787,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 60,
            "offset": 108
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            948216.6281358972,
            897672.3704174957,
            50544.2577184015,
            1133095.325757339,
            619370.6251876144,
            513724.7005697242
        ],
        [
            948.216628,
            897.67237,
            50.544258,
            1133.095326,
            619.370625,
            513.724701
        ],
        [
            0.455326,
            0.431055,
            0.024271,
            0.120702,
            0.094797,
            0.087163
        ],
        [
            83.653846,
            83.653846,
            83.653846,
            83.653846,
            83.653846,
            83.653846
        ],
        [
            -116030,
            -97400,
            -199265,
            -1146471,
            -884603,
            -634398
        ],
        [
            1.79918,
            2.747912,
            1.075112,
            1.153245,
            1.173734,
            1.134168
        ],
        [
            272,
            136,
            136,
            272,
            136,
            136
        ],
        [
            108,
            44,
            64,
            108,
            44,
            64
        ],
        [
            164,
            92,
            72,
            164,
            92,
            72
        ],
        [
            39.705882,
            32.352941,
            47.058824,
            39.705882,
            32.352941,
            47.058824
        ],
        [
            2.732088,
            5.745635,
            1.209501,
            1.751224,
            2.45417,
            1.275939
        ],
        [
            434938,
            434938,
            83348,
            1070382,
            1070382,
            502252
        ],
        [
            -39662,
            -21016,
            -39662,
            -528865,
            -242949,
            -528865
        ],
        [
            90,
            81,
            98,
            90,
            81,
            98
        ],
        [
            144,
            151,
            138,
            144,
            151,
            138
        ],
        [
            54,
            47,
            63,
            54,
            47,
            63
        ],
        [
            24493,
            11034,
            13459,
            24493,
            11034,
            13459
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397881,
            295190,
            -465464,
            -84880,
            -101358,
            -151024
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579932000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758984403787,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 60,
            "offset": 108
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)