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Trade: ONE/USDT/120/MIDPRICE/MIDPRICE/7662

Strategy
ONE/USDT/120/MIDPRICE/MIDPRICE/7662
Pair
ONE_USDT
Interval
2h
Score
437817
Daily Profit
0.169430
Profit Factor
1.997420
Profitability
58.536585
Streak
90.479663
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-09 16:30
Expiration Time
2025-12-23 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2474772.9631 -72358.334 -2402414.6291 -96936.7511 3301495.4733 -3398432.2244
Total P&L (%) -2474.773 -72.3583 -2402.4146 -96.9368 3301.4955 -3398.4322
Avg Daily Profit (%) -1.1879 -0.0347 -1.1532 -0.1672 0.1694 0
Buy And Hold Return (%) 106.7416 106.7416 106.7416 106.7416 106.7416 106.7416
Max Trade Drawdown -2097242 -159850 -2017787 -12318324 -1893890 -11839423
Profit Factor 0.2001 0.8009 0.1201 0.994 1.9974 0.7346
Total Trades 83 41 42 83 41 42
Winning Trades 49 23 26 51 24 27
Losing Trades 34 18 16 32 17 15
Profitability (%) 59.0361 56.0976 61.9048 61.4458 58.5366 64.2857
Ratio Avg Win / Avg Loss 0.1389 0.6268 0.0739 0.6237 1.4148 0.4081
Largest Winning Trade 39546 37499 39546 3757534 2516554 3757534
Largest Losing Trade -1908008 -79774 -1908008 -10767278 -1893890 -10767278
Avg Bars in Trades 289 320 259 289 320 259
Avg Bars in Winners 146 150 143 168 165 170
Avg Bars in Losers 494 537 447 481 537 417
Bars Traded 24002 13123 10879 24002 13123 10879
Profit Streak 90.4797 90.4797 132.563 90.4797 90.4797 132.563
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579245 -579393 -578231 -578933 437817 -577923
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1582934400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760016642901,
    "expiration_time": 1766491200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 240,
            "offset": 174
        }
    }
}
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": [
        [
            -2474772.963082645,
            -72358.3340001698,
            -2402414.6290824753,
            -96936.751116229,
            3301495.473274237,
            -3398432.224390464
        ],
        [
            -2474.772963,
            -72.358334,
            -2402.414629,
            -96.936751,
            3301.495473,
            -3398.432224
        ],
        [
            -1.187893,
            -0.034732,
            -1.153161,
            -0.167174,
            0.16943,
            0
        ],
        [
            106.741573,
            106.741573,
            106.741573,
            106.741573,
            106.741573,
            106.741573
        ],
        [
            -2097242,
            -159850,
            -2017787,
            -12318324,
            -1893890,
            -11839423
        ],
        [
            0.200114,
            0.800906,
            0.120146,
            0.993984,
            1.99742,
            0.734556
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            49,
            23,
            26,
            51,
            24,
            27
        ],
        [
            34,
            18,
            16,
            32,
            17,
            15
        ],
        [
            59.036145,
            56.097561,
            61.904762,
            61.445783,
            58.536585,
            64.285714
        ],
        [
            0.138855,
            0.626796,
            0.073936,
            0.623676,
            1.414839,
            0.408087
        ],
        [
            39546,
            37499,
            39546,
            3757534,
            2516554,
            3757534
        ],
        [
            -1908008,
            -79774,
            -1908008,
            -10767278,
            -1893890,
            -10767278
        ],
        [
            289,
            320,
            259,
            289,
            320,
            259
        ],
        [
            146,
            150,
            143,
            168,
            165,
            170
        ],
        [
            494,
            537,
            447,
            481,
            537,
            417
        ],
        [
            24002,
            13123,
            10879,
            24002,
            13123,
            10879
        ],
        [
            90.479663,
            90.479663,
            132.562996,
            90.479663,
            90.479663,
            132.562997
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579245,
            -579393,
            -578231,
            -578933,
            437817,
            -577923
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579946400000,
    "first_datapoint_time": 1582934400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760016642901,
    "expiration_time": 1766491200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 240,
            "offset": 174
        }
    }
}

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)