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Trade: ONE/USDT/720/EMA/DCM/6539

Strategy
ONE/USDT/720/EMA/DCM/6539
Pair
ONE_USDT
Interval
12h
Score
677333
Daily Profit
0.769358
Profit Factor
5.275316
Profitability
42.105263
Streak
181.289011
Best Strategy
Training Data Length
2321.500000
Evaluation Time
2025-10-08 09:56
Expiration Time
2025-12-16 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1777477.1673 1786064.9109 -8587.7436 24042.9825 -65755.5154 89798.4979
Total P&L (%) 1777.4772 1786.0649 -8.5877 24.043 -65.7555 89.7985
Avg Daily Profit (%) 0.7657 0.7694 -0.0037 0.0093 -0.0462 0.0276
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -203594 -101519 -183822 -610657 -297028 -324295
Profit Factor 3.4323 5.2753 0.9726 1.0177 0.9221 1.1735
Total Trades 77 38 39 77 38 39
Winning Trades 38 16 22 38 16 22
Losing Trades 39 22 17 39 22 17
Profitability (%) 49.3506 42.1053 56.4103 49.3506 42.1053 56.4103
Ratio Avg Win / Avg Loss 3.5227 7.2536 0.7515 1.0444 1.2679 0.9068
Largest Winning Trade 1735891 1735891 60500 230777 230777 97752
Largest Losing Trade -73954 -73954 -51041 -167016 -167016 -127022
Avg Bars in Trades 56 86 27 56 86 27
Avg Bars in Winners 61 104 30 61 104 30
Avg Bars in Losers 51 72 24 51 72 24
Bars Traded 4341 3272 1069 4341 3272 1069
Profit Streak 181.289 181.289 330.789 181.289 181.289 330.789
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -25682 677333 -578304 -430850 -581197 -184886
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4643,
    "evaluation_days": 2321.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565136000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759906570568,
    "expiration_time": 1765898928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 135,
            "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": [
        [
            1777477.1673197933,
            1786064.9109288163,
            -8587.743609023,
            24042.9825311337,
            -65755.5153721251,
            89798.4979032588
        ],
        [
            1777.477167,
            1786.064911,
            -8.587744,
            24.042983,
            -65.755515,
            89.798498
        ],
        [
            0.765659,
            0.769358,
            -0.003699,
            0.009281,
            -0.046151,
            0.027606
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -203594,
            -101519,
            -183822,
            -610657,
            -297028,
            -324295
        ],
        [
            3.432339,
            5.275316,
            0.972564,
            1.017655,
            0.922112,
            1.173483
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            49.350649,
            42.105263,
            56.410256,
            49.350649,
            42.105263,
            56.410256
        ],
        [
            3.522664,
            7.253559,
            0.751526,
            1.044435,
            1.267904,
            0.906782
        ],
        [
            1735891,
            1735891,
            60500,
            230777,
            230777,
            97752
        ],
        [
            -73954,
            -73954,
            -51041,
            -167016,
            -167016,
            -127022
        ],
        [
            56,
            86,
            27,
            56,
            86,
            27
        ],
        [
            61,
            104,
            30,
            61,
            104,
            30
        ],
        [
            51,
            72,
            24,
            51,
            72,
            24
        ],
        [
            4341,
            3272,
            1069,
            4341,
            3272,
            1069
        ],
        [
            181.289011,
            181.289011,
            330.789011,
            181.289011,
            181.289011,
            330.789011
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -25682,
            677333,
            -578304,
            -430850,
            -581197,
            -184886
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4643,
    "evaluation_days": 2321.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1565136000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759906570568,
    "expiration_time": 1765898928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 135,
            "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)