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Trade: ONE/USDT/720/BBM/JMA/3305

Strategy
ONE/USDT/720/BBM/JMA/3305
Pair
ONE_USDT
Interval
12h
Score
300943
Daily Profit
0.371601
Profit Factor
1.883715
Profitability
37.068966
Streak
0.000000
Best Strategy
Training Data Length
2323.000000
Evaluation Time
2025-10-10 01:49
Expiration Time
2025-12-18 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 863230.1377 835479.9531 27750.1846 400703.2411 1064005.8591 -663302.618
Total P&L (%) 863.2301 835.48 27.7502 400.7032 1064.0059 -663.3026
Avg Daily Profit (%) 0.3716 0.3597 0.0119 0.0694 0.1057 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146727 -142543 -161186 -1437178 -1013704 -1115951
Profit Factor 1.8837 2.6819 1.0578 1.0687 1.3451 0.7584
Total Trades 116 58 58 116 58 58
Winning Trades 43 20 23 43 20 23
Losing Trades 73 38 35 73 38 35
Profitability (%) 37.069 34.4828 39.6552 37.069 34.4828 39.6552
Ratio Avg Win / Avg Loss 3.1979 5.0956 1.6097 1.8144 2.5557 1.1541
Largest Winning Trade 299366 299366 82764 1264536 1264536 345494
Largest Losing Trade -42788 -33642 -42788 -327270 -317975 -327270
Avg Bars in Trades 38 34 43 38 34 43
Avg Bars in Winners 64 57 70 64 57 70
Avg Bars in Losers 23 21 25 23 21 25
Bars Traded 4501 1972 2529 4501 1972 2529
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 300943 -171849 -520376 -248833 -236333 -763467
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4646,
    "evaluation_days": 2323,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561032000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760050158701,
    "expiration_time": 1766032416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 231,
            "offset": 0,
            "std": 1.51016
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 32,
            "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": [
        [
            863230.1377428609,
            835479.9531081278,
            27750.1846347332,
            400703.2411135351,
            1064005.8591050967,
            -663302.6179915618
        ],
        [
            863.230138,
            835.479953,
            27.750185,
            400.703241,
            1064.005859,
            -663.302618
        ],
        [
            0.371601,
            0.359656,
            0.011946,
            0.069367,
            0.105715,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146727,
            -142543,
            -161186,
            -1437178,
            -1013704,
            -1115951
        ],
        [
            1.883715,
            2.681868,
            1.057805,
            1.068746,
            1.345088,
            0.758404
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            73,
            38,
            35,
            73,
            38,
            35
        ],
        [
            37.068966,
            34.482759,
            39.655172,
            37.068966,
            34.482759,
            39.655172
        ],
        [
            3.197935,
            5.09555,
            1.609704,
            1.814382,
            2.555668,
            1.154093
        ],
        [
            299366,
            299366,
            82764,
            1264536,
            1264536,
            345494
        ],
        [
            -42788,
            -33642,
            -42788,
            -327270,
            -317975,
            -327270
        ],
        [
            38,
            34,
            43,
            38,
            34,
            43
        ],
        [
            64,
            57,
            70,
            64,
            57,
            70
        ],
        [
            23,
            21,
            25,
            23,
            21,
            25
        ],
        [
            4501,
            1972,
            2529,
            4501,
            1972,
            2529
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300943,
            -171849,
            -520376,
            -248833,
            -236333,
            -763467
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4646,
    "evaluation_days": 2323,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561032000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760050158701,
    "expiration_time": 1766032416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 231,
            "offset": 0,
            "std": 1.51016
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 32,
            "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)