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Trade: ONE/USDT/720/RMA/HILO/1730

Strategy
ONE/USDT/720/RMA/HILO/1730
Pair
ONE_USDT
Interval
12h
Score
846755
Daily Profit
0.863909
Profit Factor
7.743434
Profitability
55.102041
Streak
27.179438
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-27 19:18
Expiration Time
2025-12-02 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2161632.7857 1993902.8233 167729.9623 2992738.1968 1332485.2919 1660252.905
Total P&L (%) 2161.6328 1993.9028 167.73 2992.7382 1332.4853 1660.2529
Avg Daily Profit (%) 0.9366 0.8639 0.0727 0.1488 0.1154 0.1243
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115411 -73848 -103304 -2460334 -1865575 -1199679
Profit Factor 4.2514 7.7434 1.4544 1.3607 1.3097 1.4157
Total Trades 99 49 50 99 49 50
Winning Trades 57 27 30 57 27 30
Losing Trades 42 22 20 42 22 20
Profitability (%) 57.5758 55.102 60 57.5758 55.102 60
Ratio Avg Win / Avg Loss 3.1326 6.3095 0.9696 1.0026 1.0671 0.9438
Largest Winning Trade 1798852 1798852 80889 1052533 1052533 975364
Largest Losing Trade -65602 -43479 -65602 -1124226 -1124226 -790521
Avg Bars in Trades 46 32 59 46 32 59
Avg Bars in Winners 58 45 70 58 45 70
Avg Bars in Losers 29 15 43 29 15 43
Bars Traded 4555 1569 2986 4555 1569 2986
Profit Streak 10.6794 27.1794 10.6794 10.6794 27.1794 10.6794
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 823422 846755 -274659 316832 -36603 -205585
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561334400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758989903489,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 3
        }
    }
}
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": [
        [
            2161632.7856810284,
            1993902.823346361,
            167729.9623346676,
            2992738.1968397144,
            1332485.2918896761,
            1660252.9049500397
        ],
        [
            2161.632786,
            1993.902823,
            167.729962,
            2992.738197,
            1332.485292,
            1660.252905
        ],
        [
            0.936583,
            0.863909,
            0.072673,
            0.148795,
            0.115404,
            0.124343
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115411,
            -73848,
            -103304,
            -2460334,
            -1865575,
            -1199679
        ],
        [
            4.251372,
            7.743434,
            1.45436,
            1.360701,
            1.309657,
            1.415696
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            57.575758,
            55.102041,
            60,
            57.575758,
            55.102041,
            60
        ],
        [
            3.13259,
            6.309465,
            0.969573,
            1.002622,
            1.067128,
            0.943797
        ],
        [
            1798852,
            1798852,
            80889,
            1052533,
            1052533,
            975364
        ],
        [
            -65602,
            -43479,
            -65602,
            -1124226,
            -1124226,
            -790521
        ],
        [
            46,
            32,
            59,
            46,
            32,
            59
        ],
        [
            58,
            45,
            70,
            58,
            45,
            70
        ],
        [
            29,
            15,
            43,
            29,
            15,
            43
        ],
        [
            4555,
            1569,
            2986,
            4555,
            1569,
            2986
        ],
        [
            10.679438,
            27.179438,
            10.679438,
            10.679438,
            27.179439,
            10.679439
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            823422,
            846755,
            -274659,
            316832,
            -36603,
            -205585
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561334400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758989903489,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 3
        }
    }
}

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)