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Trade: ONE/USDT/720/DCM/HILO/5388

Strategy
ONE/USDT/720/DCM/HILO/5388
Pair
ONE_USDT
Interval
12h
Score
346273
Daily Profit
0.202675
Profit Factor
2.819824
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
2313.500000
Evaluation Time
2025-09-30 07:14
Expiration Time
2025-12-08 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 369984.1439 468887.6263 -98903.4825 -90156.049 370078.2394 -460234.2884
Total P&L (%) 369.9841 468.8876 -98.9035 -90.156 370.0782 -460.2343
Avg Daily Profit (%) 0.1599 0.2027 -0.0428 -0.1002 0.0669 0
Buy And Hold Return (%) 15.4626 15.4626 15.4626 15.4626 15.4626 15.4626
Max Trade Drawdown -181665 -66047 -206643 -435331 -93489 -512839
Profit Factor 1.5785 2.8198 0.7411 0.8864 2.6767 0.1971
Total Trades 57 29 28 57 29 28
Winning Trades 26 12 14 26 12 14
Losing Trades 31 17 14 31 17 14
Profitability (%) 45.614 41.3793 50 45.614 41.3793 50
Ratio Avg Win / Avg Loss 1.882 3.9948 0.7411 1.0569 3.792 0.1971
Largest Winning Trade 153922 153922 90561 242299 242299 27668
Largest Losing Trade -94993 -36974 -94993 -418927 -93489 -418927
Avg Bars in Trades 71 42 102 71 42 102
Avg Bars in Winners 96 29 153 96 29 153
Avg Bars in Losers 51 51 51 51 51 51
Bars Traded 4085 1219 2866 4085 1219 2866
Profit Streak 0 0 303.6769 0 0 303.6769
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -171030 346273 -600423 -760316 -101878 -600423
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4627,
    "evaluation_days": 2313.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568721600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759205682214,
    "expiration_time": 1765186992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            369984.1438599712,
            468887.6263332352,
            -98903.4824732643,
            -90156.0489777548,
            370078.2394070351,
            -460234.28838479
        ],
        [
            369.984144,
            468.887626,
            -98.903482,
            -90.156049,
            370.078239,
            -460.234288
        ],
        [
            0.159924,
            0.202675,
            -0.042751,
            -0.100158,
            0.066922,
            0
        ],
        [
            15.462611,
            15.462611,
            15.462611,
            15.462611,
            15.462611,
            15.462611
        ],
        [
            -181665,
            -66047,
            -206643,
            -435331,
            -93489,
            -512839
        ],
        [
            1.578454,
            2.819824,
            0.741058,
            0.886438,
            2.67673,
            0.197051
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            45.614035,
            41.37931,
            50,
            45.614035,
            41.37931,
            50
        ],
        [
            1.882003,
            3.994751,
            0.741058,
            1.056907,
            3.792034,
            0.197051
        ],
        [
            153922,
            153922,
            90561,
            242299,
            242299,
            27668
        ],
        [
            -94993,
            -36974,
            -94993,
            -418927,
            -93489,
            -418927
        ],
        [
            71,
            42,
            102,
            71,
            42,
            102
        ],
        [
            96,
            29,
            153,
            96,
            29,
            153
        ],
        [
            51,
            51,
            51,
            51,
            51,
            51
        ],
        [
            4085,
            1219,
            2866,
            4085,
            1219,
            2866
        ],
        [
            0,
            0,
            303.676877,
            0,
            0,
            303.676877
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171030,
            346273,
            -600423,
            -760316,
            -101878,
            -600423
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4627,
    "evaluation_days": 2313.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568721600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759205682214,
    "expiration_time": 1765186992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)