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Trade: ONE/USDT/120/T3/MIDPRICE/3680

Strategy
ONE/USDT/120/T3/MIDPRICE/3680
Pair
ONE_USDT
Interval
2h
Score
330028
Daily Profit
0.346671
Profit Factor
1.809208
Profitability
39.887640
Streak
0.000000
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-10-10 22:24
Expiration Time
2025-12-24 19:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 644495.5136 722028.6911 -77533.1776 -58969.0489 192053.8873 -251022.9362
Total P&L (%) 644.4955 722.0287 -77.5332 -58.969 192.0539 -251.0229
Avg Daily Profit (%) 0.3094 0.3467 -0.0372 -0.0428 0.0515 0
Buy And Hold Return (%) 51.458 51.458 51.458 51.458 51.458 51.458
Max Trade Drawdown -156129 -150587 -278049 -516294 -289744 -409179
Profit Factor 1.3849 1.8092 0.9009 0.9722 1.1673 0.7428
Total Trades 357 178 179 357 178 179
Winning Trades 145 71 74 145 71 74
Losing Trades 212 107 105 212 107 105
Profitability (%) 40.6162 39.8876 41.3408 40.6162 39.8876 41.3408
Ratio Avg Win / Avg Loss 2.0249 2.7266 1.2782 1.4215 1.7592 1.054
Largest Winning Trade 443072 443072 48181 378178 378178 90835
Largest Losing Trade -38717 -34461 -38717 -100566 -100566 -91605
Avg Bars in Trades 69 81 56 69 81 56
Avg Bars in Winners 95 114 77 95 114 77
Avg Bars in Losers 51 60 41 51 60 41
Bars Traded 24642 14522 10120 24642 14522 10120
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 320560 330028 -582096 -580894 -165526 -582096
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1580104800000,
    "first_datapoint_time": 1580889600000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760124266543,
    "expiration_time": 1766597385600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 110,
            "offset": 0,
            "a": 0.76621
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 104,
            "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": [
        [
            644495.5135615634,
            722028.6911235597,
            -77533.1775619962,
            -58969.0489122418,
            192053.8873167518,
            -251022.9362289937
        ],
        [
            644.495514,
            722.028691,
            -77.533178,
            -58.969049,
            192.053887,
            -251.022936
        ],
        [
            0.309444,
            0.346671,
            -0.037226,
            -0.042763,
            0.051473,
            0
        ],
        [
            51.457976,
            51.457976,
            51.457976,
            51.457976,
            51.457976,
            51.457976
        ],
        [
            -156129,
            -150587,
            -278049,
            -516294,
            -289744,
            -409179
        ],
        [
            1.384941,
            1.809208,
            0.900853,
            0.972233,
            1.167347,
            0.742817
        ],
        [
            357,
            178,
            179,
            357,
            178,
            179
        ],
        [
            145,
            71,
            74,
            145,
            71,
            74
        ],
        [
            212,
            107,
            105,
            212,
            107,
            105
        ],
        [
            40.616246,
            39.88764,
            41.340782,
            40.616246,
            39.88764,
            41.340782
        ],
        [
            2.024879,
            2.726553,
            1.278238,
            1.421471,
            1.759241,
            1.053997
        ],
        [
            443072,
            443072,
            48181,
            378178,
            378178,
            90835
        ],
        [
            -38717,
            -34461,
            -38717,
            -100566,
            -100566,
            -91605
        ],
        [
            69,
            81,
            56,
            69,
            81,
            56
        ],
        [
            95,
            114,
            77,
            95,
            114,
            77
        ],
        [
            51,
            60,
            41,
            51,
            60,
            41
        ],
        [
            24642,
            14522,
            10120,
            24642,
            14522,
            10120
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320560,
            330028,
            -582096,
            -580894,
            -165526,
            -582096
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1580104800000,
    "first_datapoint_time": 1580889600000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760124266543,
    "expiration_time": 1766597385600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 110,
            "offset": 0,
            "a": 0.76621
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 104,
            "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)