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Trade: ONE/USDT/720/MIDPRICE/HLC3/2456

Strategy
ONE/USDT/720/MIDPRICE/HLC3/2456
Pair
ONE_USDT
Interval
12h
Score
346981
Daily Profit
0.442932
Profit Factor
1.526831
Profitability
33.072407
Streak
15.985033
Best Strategy
Training Data Length
2318.000000
Evaluation Time
2025-10-05 02:38
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 1026715.2258 887100.285 139614.9408 925047.4379 296690.2005 628357.2373
Total P&L (%) 1026.7152 887.1003 139.6149 925.0474 296.6902 628.3572
Avg Daily Profit (%) 0.4429 0.3827 0.0602 0.1005 0.0595 0.0857
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -182268 -108488 -248867 -3537025 -3266533 -1309532
Profit Factor 1.5268 1.942 1.1386 1.053 1.0317 1.0777
Total Trades 511 255 256 511 255 256
Winning Trades 169 76 93 169 76 93
Losing Trades 342 179 163 342 179 163
Profitability (%) 33.0724 29.8039 36.3281 33.0724 29.8039 36.3281
Ratio Avg Win / Avg Loss 3.0898 4.5739 1.9957 2.131 2.43 1.8888
Largest Winning Trade 472534 472534 56397 2192868 2192868 539135
Largest Losing Trade -24270 -20970 -24270 -487730 -471943 -487730
Avg Bars in Trades 9 8 9 9 8 9
Avg Bars in Winners 17 17 18 17 17 18
Avg Bars in Losers 4 4 5 4 4 5
Bars Traded 4611 2096 2515 4611 2096 2515
Profit Streak 15.985 0 16.985 15.985 0 16.985
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346981 205268 -183106 -222603 -305639 -215796
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4636,
    "evaluation_days": 2318,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1559865600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759621106915,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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": [
        [
            1026715.2257919537,
            887100.2850346448,
            139614.9407573099,
            925047.4378630472,
            296690.2005214532,
            628357.2373415952
        ],
        [
            1026.715226,
            887.100285,
            139.614941,
            925.047438,
            296.690201,
            628.357237
        ],
        [
            0.442932,
            0.382701,
            0.060231,
            0.100453,
            0.059465,
            0.085698
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -182268,
            -108488,
            -248867,
            -3537025,
            -3266533,
            -1309532
        ],
        [
            1.526831,
            1.941978,
            1.138629,
            1.05302,
            1.031711,
            1.077663
        ],
        [
            511,
            255,
            256,
            511,
            255,
            256
        ],
        [
            169,
            76,
            93,
            169,
            76,
            93
        ],
        [
            342,
            179,
            163,
            342,
            179,
            163
        ],
        [
            33.072407,
            29.803922,
            36.328125,
            33.072407,
            29.803922,
            36.328125
        ],
        [
            3.0898,
            4.573869,
            1.995662,
            2.130964,
            2.42995,
            1.888807
        ],
        [
            472534,
            472534,
            56397,
            2192868,
            2192868,
            539135
        ],
        [
            -24270,
            -20970,
            -24270,
            -487730,
            -471943,
            -487730
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            17,
            17,
            18,
            17,
            17,
            18
        ],
        [
            4,
            4,
            5,
            4,
            4,
            5
        ],
        [
            4611,
            2096,
            2515,
            4611,
            2096,
            2515
        ],
        [
            15.985033,
            0,
            16.985033,
            15.985034,
            0,
            16.985034
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346981,
            205268,
            -183106,
            -222603,
            -305639,
            -215796
        ]
    ]
}
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": 1559865600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759621106915,
    "expiration_time": 1765587456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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)