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Trade: ONE/USDT/720/MIDPRICE/HILO/7894

Strategy
ONE/USDT/720/MIDPRICE/HILO/7894
Pair
ONE_USDT
Interval
12h
Score
319490
Daily Profit
0.184616
Profit Factor
2.394376
Profitability
41.935484
Streak
0.000000
Best Strategy
Training Data Length
2318.000000
Evaluation Time
2025-10-04 17:14
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 258803.1373 427939.0595 -169135.9221 -98097.5801 259913.9827 -358011.5628
Total P&L (%) 258.8031 427.9391 -169.1359 -98.0976 259.914 -358.0116
Avg Daily Profit (%) 0.1116 0.1846 -0.073 -0.1708 0.0553 0
Buy And Hold Return (%) 15.5963 15.5963 15.5963 15.5963 15.5963 15.5963
Max Trade Drawdown -218371 -96798 -251858 -314309 -83680 -387458
Profit Factor 1.3465 2.3944 0.6156 0.8382 2.451 0.1616
Total Trades 61 31 30 61 31 30
Winning Trades 27 13 14 27 13 14
Losing Trades 34 18 16 34 18 16
Profitability (%) 44.2623 41.9355 46.6667 44.2623 41.9355 46.6667
Ratio Avg Win / Avg Loss 1.6956 3.3153 0.7035 1.0555 3.3937 0.1847
Largest Winning Trade 150748 150748 90561 173514 173514 20983
Largest Losing Trade -94993 -41917 -94993 -300000 -83680 -300000
Avg Bars in Trades 69 40 98 69 40 98
Avg Bars in Winners 97 40 150 97 40 150
Avg Bars in Losers 46 41 52 46 41 52
Bars Traded 4222 1265 2957 4222 1265 2957
Profit Streak 0 0 308.0931 0 0 308.0931
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -210692 319490 -580712 -747342 -117625 -580712
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1567814400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587245288,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 197,
            "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": [
        [
            258803.1373338417,
            427939.0594698798,
            -169135.9221360384,
            -98097.5801006121,
            259913.9826841082,
            -358011.5627847204
        ],
        [
            258.803137,
            427.939059,
            -169.135922,
            -98.09758,
            259.913983,
            -358.011563
        ],
        [
            0.111649,
            0.184616,
            -0.072966,
            -0.170779,
            0.055265,
            0
        ],
        [
            15.59633,
            15.59633,
            15.59633,
            15.59633,
            15.59633,
            15.59633
        ],
        [
            -218371,
            -96798,
            -251858,
            -314309,
            -83680,
            -387458
        ],
        [
            1.346499,
            2.394376,
            0.615606,
            0.838167,
            2.450987,
            0.161637
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            44.262295,
            41.935484,
            46.666667,
            44.262295,
            41.935484,
            46.666667
        ],
        [
            1.695591,
            3.31529,
            0.703549,
            1.05547,
            3.393674,
            0.184728
        ],
        [
            150748,
            150748,
            90561,
            173514,
            173514,
            20983
        ],
        [
            -94993,
            -41917,
            -94993,
            -300000,
            -83680,
            -300000
        ],
        [
            69,
            40,
            98,
            69,
            40,
            98
        ],
        [
            97,
            40,
            150,
            97,
            40,
            150
        ],
        [
            46,
            41,
            52,
            46,
            41,
            52
        ],
        [
            4222,
            1265,
            2957,
            4222,
            1265,
            2957
        ],
        [
            0,
            0,
            308.093117,
            0,
            0,
            308.093117
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -210692,
            319490,
            -580712,
            -747342,
            -117625,
            -580712
        ]
    ]
}
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": 1567814400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759587245288,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 197,
            "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)