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Trade: ONE/USDT/720/BBL/WMA/5444

Strategy
ONE/USDT/720/BBL/WMA/5444
Pair
ONE_USDT
Interval
12h
Score
577167
Daily Profit
0.424301
Profit Factor
3.086493
Profitability
51.351351
Streak
0.000000
Best Strategy
Training Data Length
2318.000000
Evaluation Time
2025-10-05 02:40
Expiration Time
2025-12-13 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 896792.9335 983528.6747 -86735.7412 -56328.2137 891175.9934 -947504.2071
Total P&L (%) 896.7929 983.5287 -86.7357 -56.3282 891.176 -947.5042
Avg Daily Profit (%) 0.3869 0.4243 -0.0374 -0.0357 0.099 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -311523 -194996 -137424 -3375346 -1643983 -1759297
Profit Factor 2.1434 3.0865 0.7228 0.988 1.3344 0.5361
Total Trades 75 37 38 75 37 38
Winning Trades 38 19 19 38 19 19
Losing Trades 37 18 19 37 18 19
Profitability (%) 50.6667 51.3514 50 50.6667 51.3514 50
Ratio Avg Win / Avg Loss 2.087 2.924 0.7228 0.962 1.2642 0.5361
Largest Winning Trade 613113 613113 28890 1703058 1703058 445804
Largest Losing Trade -88103 -88103 -32945 -993364 -993364 -512646
Avg Bars in Trades 53 99 8 53 99 8
Avg Bars in Winners 24 39 9 24 39 9
Avg Bars in Losers 82 161 7 82 161 7
Bars Traded 3995 3669 326 3995 3669 326
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 -47479 577167 -580487 -641969 -59912 -580487
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563926400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759621222581,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 18,
            "offset": 0,
            "std": 2.74766
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 107,
            "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": [
        [
            896792.9334970027,
            983528.6747151371,
            -86735.7412181346,
            -56328.2136750091,
            891175.9934389478,
            -947504.2071139562
        ],
        [
            896.792933,
            983.528675,
            -86.735741,
            -56.328214,
            891.175993,
            -947.504207
        ],
        [
            0.386882,
            0.424301,
            -0.037418,
            -0.035734,
            0.099002,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -311523,
            -194996,
            -137424,
            -3375346,
            -1643983,
            -1759297
        ],
        [
            2.143409,
            3.086493,
            0.722833,
            0.988034,
            1.334424,
            0.536078
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            50.666667,
            51.351351,
            50,
            50.666667,
            51.351351,
            50
        ],
        [
            2.087004,
            2.924046,
            0.722833,
            0.962033,
            1.264191,
            0.536078
        ],
        [
            613113,
            613113,
            28890,
            1703058,
            1703058,
            445804
        ],
        [
            -88103,
            -88103,
            -32945,
            -993364,
            -993364,
            -512646
        ],
        [
            53,
            99,
            8,
            53,
            99,
            8
        ],
        [
            24,
            39,
            9,
            24,
            39,
            9
        ],
        [
            82,
            161,
            7,
            82,
            161,
            7
        ],
        [
            3995,
            3669,
            326,
            3995,
            3669,
            326
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47479,
            577167,
            -580487,
            -641969,
            -59912,
            -580487
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563926400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759621222581,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 18,
            "offset": 0,
            "std": 2.74766
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 107,
            "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)