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Trade: ONE/USDT/120/MIDPOINT/SMA/8895

Strategy
ONE/USDT/120/MIDPOINT/SMA/8895
Pair
ONE_USDT
Interval
2h
Score
681799
Daily Profit
0.193483
Profit Factor
9.052898
Profitability
58.620690
Streak
319.615814
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 -2509481.6253 -152776.2277 -2356705.3977 -181406.1969 5500184.2318 -5681590.4287
Total P&L (%) -2509.4816 -152.7762 -2356.7054 -181.4062 5500.1842 -5681.5904
Avg Daily Profit (%) -1.205 -0.0734 -1.1317 0 0.1935 0
Buy And Hold Return (%) 62.9693 62.9693 62.9693 62.9693 62.9693 62.9693
Max Trade Drawdown -2464174 -153171 -2159715 -7019981 -336001 -8293604
Profit Factor 0.158 0.5595 0.1051 0.9808 9.0529 0.3535
Total Trades 58 29 29 58 29 29
Winning Trades 30 12 18 26 17 9
Losing Trades 28 17 11 32 12 20
Profitability (%) 51.7241 41.3793 62.069 44.8276 58.6207 31.0345
Ratio Avg Win / Avg Loss 0.1474 0.7926 0.0642 1.2072 6.3903 0.7856
Largest Winning Trade 60449 50813 60449 3854053 3854053 981012
Largest Losing Trade -1901419 -82271 -1901419 -5829695 -144966 -5829695
Avg Bars in Trades 416 437 395 416 437 395
Avg Bars in Winners 257 287 237 526 561 458
Avg Bars in Losers 586 542 654 326 260 366
Bars Traded 24141 12675 11466 24141 12675 11466
Profit Streak 22.8658 0 270.6158 0 319.6158 0
Trades During Streak 1 0 4 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -759507 -584185 -577896 -760622 681799 -588208
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": 1582020000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758984406318,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 216,
            "offset": 242
        }
    }
}
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": [
        [
            -2509481.6253421293,
            -152776.2276767461,
            -2356705.397665383,
            -181406.1968985636,
            5500184.231767784,
            -5681590.428666349
        ],
        [
            -2509.481625,
            -152.776228,
            -2356.705398,
            -181.406197,
            5500.184232,
            -5681.590429
        ],
        [
            -1.205033,
            -0.073362,
            -1.131671,
            0,
            0.193483,
            0
        ],
        [
            62.969283,
            62.969283,
            62.969283,
            62.969283,
            62.969283,
            62.969283
        ],
        [
            -2464174,
            -153171,
            -2159715,
            -7019981,
            -336001,
            -8293604
        ],
        [
            0.15797,
            0.559458,
            0.105099,
            0.980847,
            9.052898,
            0.353511
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            30,
            12,
            18,
            26,
            17,
            9
        ],
        [
            28,
            17,
            11,
            32,
            12,
            20
        ],
        [
            51.724138,
            41.37931,
            62.068966,
            44.827586,
            58.62069,
            31.034483
        ],
        [
            0.147438,
            0.792566,
            0.064227,
            1.207196,
            6.390281,
            0.785579
        ],
        [
            60449,
            50813,
            60449,
            3854053,
            3854053,
            981012
        ],
        [
            -1901419,
            -82271,
            -1901419,
            -5829695,
            -144966,
            -5829695
        ],
        [
            416,
            437,
            395,
            416,
            437,
            395
        ],
        [
            257,
            287,
            237,
            526,
            561,
            458
        ],
        [
            586,
            542,
            654,
            326,
            260,
            366
        ],
        [
            24141,
            12675,
            11466,
            24141,
            12675,
            11466
        ],
        [
            22.865814,
            0,
            270.615814,
            0,
            319.615814,
            0
        ],
        [
            1,
            0,
            4,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -759507,
            -584185,
            -577896,
            -760622,
            681799,
            -588208
        ]
    ]
}
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": 1582020000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758984406318,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 216,
            "offset": 242
        }
    }
}

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)