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Trade: ONE/USDT/720/HILO/MIDPRICE/7623

Strategy
ONE/USDT/720/HILO/MIDPRICE/7623
Pair
ONE_USDT
Interval
12h
Score
645303
Daily Profit
1.102328
Profit Factor
7.145997
Profitability
38.235294
Streak
103.144398
Best Strategy
Training Data Length
2322.000000
Evaluation Time
2025-10-08 18:27
Expiration Time
2025-12-17 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2678185.6593 2559604.5277 118581.1315 1826919.5533 -578254.2215 2405173.7748
Total P&L (%) 2678.1857 2559.6045 118.5811 1826.9196 -578.2542 2405.1738
Avg Daily Profit (%) 1.1534 1.1023 0.0511 0.1275 0 0.1388
Buy And Hold Return (%) 24.5085 24.5085 24.5085 24.5085 24.5085 24.5085
Max Trade Drawdown -128375 -164759 -41162 -8618220 -9030023 -886795
Profit Factor 5.7425 7.146 1.7999 1.1154 0.9559 1.8864
Total Trades 69 34 35 69 34 35
Winning Trades 31 13 18 31 13 18
Losing Trades 38 21 17 38 21 17
Profitability (%) 44.9275 38.2353 51.4286 44.9275 38.2353 51.4286
Ratio Avg Win / Avg Loss 7.0392 11.5435 1.6999 1.3673 1.5442 1.7816
Largest Winning Trade 2310707 2310707 44449 6514363 6514363 996574
Largest Losing Trade -68650 -68650 -17068 -4380679 -4380679 -451041
Avg Bars in Trades 62 98 28 62 98 28
Avg Bars in Winners 82 155 30 82 155 30
Avg Bars in Losers 46 63 26 46 63 26
Bars Traded 4343 3350 993 4343 3350 993
Profit Streak 70.1444 103.1444 70.1444 70.1444 103.1444 70.1444
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -85469 645303 -121765 -223263 -582031 -2717
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4644,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568548800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759937276000,
    "expiration_time": 1765943424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 111
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 214,
            "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": [
        [
            2678185.6592744584,
            2559604.527728419,
            118581.13154604,
            1826919.5532951653,
            -578254.2214605564,
            2405173.7747557233
        ],
        [
            2678.185659,
            2559.604528,
            118.581132,
            1826.919553,
            -578.254221,
            2405.173775
        ],
        [
            1.153396,
            1.102328,
            0.051069,
            0.127493,
            0,
            0.13881
        ],
        [
            24.508519,
            24.508519,
            24.508519,
            24.508519,
            24.508519,
            24.508519
        ],
        [
            -128375,
            -164759,
            -41162,
            -8618220,
            -9030023,
            -886795
        ],
        [
            5.742545,
            7.145997,
            1.799884,
            1.115404,
            0.955916,
            1.886381
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            44.927536,
            38.235294,
            51.428571,
            44.927536,
            38.235294,
            51.428571
        ],
        [
            7.039248,
            11.543533,
            1.69989,
            1.367269,
            1.544173,
            1.781582
        ],
        [
            2310707,
            2310707,
            44449,
            6514363,
            6514363,
            996574
        ],
        [
            -68650,
            -68650,
            -17068,
            -4380679,
            -4380679,
            -451041
        ],
        [
            62,
            98,
            28,
            62,
            98,
            28
        ],
        [
            82,
            155,
            30,
            82,
            155,
            30
        ],
        [
            46,
            63,
            26,
            46,
            63,
            26
        ],
        [
            4343,
            3350,
            993,
            4343,
            3350,
            993
        ],
        [
            70.144398,
            103.144398,
            70.144398,
            70.144398,
            103.144398,
            70.144398
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -85469,
            645303,
            -121765,
            -223263,
            -582031,
            -2717
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4644,
    "evaluation_days": 2322,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1568548800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759937276000,
    "expiration_time": 1765943424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 111
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 214,
            "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)