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Trade: ONE/USDT/120/MIDPRICE/BBU/5431

Strategy
ONE/USDT/120/MIDPRICE/BBU/5431
Pair
ONE_USDT
Interval
2h
Score
565160
Daily Profit
0.909462
Profit Factor
2.368778
Profitability
41.558442
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 17:02
Expiration Time
2025-12-18 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1894709.7248 1950082.851 -55373.1262 -47493.9065 -426387.8733 378893.9667
Total P&L (%) 1894.7097 1950.0829 -55.3731 -47.4939 -426.3879 378.894
Avg Daily Profit (%) 0.9095 0.936 -0.0266 -0.0309 0 0.0752
Buy And Hold Return (%) 99.0079 99.0079 99.0079 99.0079 99.0079 99.0079
Max Trade Drawdown -223752 -254740 -90647 -2160722 -2382504 -298594
Profit Factor 2.3688 3.063 0.8739 0.9917 0.9013 1.2676
Total Trades 231 115 116 231 115 116
Winning Trades 96 41 55 96 41 55
Losing Trades 135 74 61 135 74 61
Profitability (%) 41.5584 35.6522 47.4138 41.5584 35.6522 47.4138
Ratio Avg Win / Avg Loss 3.3311 5.5283 0.9692 1.3946 1.6267 1.4059
Largest Winning Trade 1801513 1801513 22744 782032 782032 343259
Largest Losing Trade -67516 -67516 -41807 -388556 -388556 -175437
Avg Bars in Trades 106 186 27 106 186 27
Avg Bars in Winners 128 265 26 128 265 26
Avg Bars in Losers 90 142 27 90 142 27
Bars Traded 24579 21436 3143 24579 21436 3143
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 565160 479068 -581751 -581185 -583828 -95988
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579514400000,
    "first_datapoint_time": 1580270400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759586547384,
    "expiration_time": 1766059200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 228,
            "offset": 0,
            "std": 1.75946
        }
    }
}
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": [
        [
            1894709.7248374305,
            1950082.8510179652,
            -55373.126180534,
            -47493.9065092314,
            -426387.8732530377,
            378893.9667438073
        ],
        [
            1894.709725,
            1950.082851,
            -55.373126,
            -47.493907,
            -426.387873,
            378.893967
        ],
        [
            0.909462,
            0.936041,
            -0.026579,
            -0.030919,
            0,
            0.075211
        ],
        [
            99.007937,
            99.007937,
            99.007937,
            99.007937,
            99.007937,
            99.007937
        ],
        [
            -223752,
            -254740,
            -90647,
            -2160722,
            -2382504,
            -298594
        ],
        [
            2.368778,
            3.062969,
            0.873852,
            0.99172,
            0.901302,
            1.267613
        ],
        [
            231,
            115,
            116,
            231,
            115,
            116
        ],
        [
            96,
            41,
            55,
            96,
            41,
            55
        ],
        [
            135,
            74,
            61,
            135,
            74,
            61
        ],
        [
            41.558442,
            35.652174,
            47.413793,
            41.558442,
            35.652174,
            47.413793
        ],
        [
            3.331094,
            5.528285,
            0.969181,
            1.394606,
            1.626741,
            1.405898
        ],
        [
            1801513,
            1801513,
            22744,
            782032,
            782032,
            343259
        ],
        [
            -67516,
            -67516,
            -41807,
            -388556,
            -388556,
            -175437
        ],
        [
            106,
            186,
            27,
            106,
            186,
            27
        ],
        [
            128,
            265,
            26,
            128,
            265,
            26
        ],
        [
            90,
            142,
            27,
            90,
            142,
            27
        ],
        [
            24579,
            21436,
            3143,
            24579,
            21436,
            3143
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            565160,
            479068,
            -581751,
            -581185,
            -583828,
            -95988
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579514400000,
    "first_datapoint_time": 1580270400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759586547384,
    "expiration_time": 1766059200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 228,
            "offset": 0,
            "std": 1.75946
        }
    }
}

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)