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Trade: ALGO/USDT/120/MIDPRICE/JMA/3706

Strategy
ALGO/USDT/120/MIDPRICE/JMA/3706
Pair
ALGO_USDT
Interval
2h
Score
356236
Daily Profit
0.193362
Profit Factor
1.220065
Profitability
48.571429
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-03 19:16
Expiration Time
2025-12-17 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 402836.1935 345685.3445 57150.849 214882.262 582235.5119 -367353.25
Total P&L (%) 402.8362 345.6853 57.1508 214.8823 582.2355 -367.3533
Avg Daily Profit (%) 0.1934 0.1659 0.0274 0.0551 0.0922 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108211 -143414 -151376 -561435 -483907 -678102
Profit Factor 1.2201 1.403 1.0588 1.0389 1.2336 0.8787
Total Trades 630 315 315 630 315 315
Winning Trades 306 150 156 306 150 156
Losing Trades 324 165 159 324 165 159
Profitability (%) 48.5714 47.619 49.5238 48.5714 47.619 49.5238
Ratio Avg Win / Avg Loss 1.2918 1.5433 1.0791 1.1 1.357 0.8956
Largest Winning Trade 91822 91822 50169 298861 298861 106952
Largest Losing Trade -37064 -22236 -37064 -180736 -113398 -180736
Avg Bars in Trades 39 38 40 39 38 40
Avg Bars in Winners 44 44 44 44 44 44
Avg Bars in Losers 34 33 35 34 33 35
Bars Traded 24865 12164 12701 24865 12164 12701
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 356236 335521 -312080 -294351 -69596 -579871
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579435200000,
    "first_datapoint_time": 1579946400000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759508167127,
    "expiration_time": 1765980000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 72,
            "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": [
        [
            402836.19350985,
            345685.3445136506,
            57150.8489961994,
            214882.2619566629,
            582235.5119361589,
            -367353.2499794962
        ],
        [
            402.836194,
            345.685345,
            57.150849,
            214.882262,
            582.235512,
            -367.35325
        ],
        [
            0.193362,
            0.165929,
            0.027432,
            0.055073,
            0.092212,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108211,
            -143414,
            -151376,
            -561435,
            -483907,
            -678102
        ],
        [
            1.220065,
            1.402997,
            1.058752,
            1.038923,
            1.233591,
            0.878686
        ],
        [
            630,
            315,
            315,
            630,
            315,
            315
        ],
        [
            306,
            150,
            156,
            306,
            150,
            156
        ],
        [
            324,
            165,
            159,
            324,
            165,
            159
        ],
        [
            48.571429,
            47.619048,
            49.52381,
            48.571429,
            47.619048,
            49.52381
        ],
        [
            1.291834,
            1.543296,
            1.079113,
            1.100036,
            1.35695,
            0.895584
        ],
        [
            91822,
            91822,
            50169,
            298861,
            298861,
            106952
        ],
        [
            -37064,
            -22236,
            -37064,
            -180736,
            -113398,
            -180736
        ],
        [
            39,
            38,
            40,
            39,
            38,
            40
        ],
        [
            44,
            44,
            44,
            44,
            44,
            44
        ],
        [
            34,
            33,
            35,
            34,
            33,
            35
        ],
        [
            24865,
            12164,
            12701,
            24865,
            12164,
            12701
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356236,
            335521,
            -312080,
            -294351,
            -69596,
            -579871
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579435200000,
    "first_datapoint_time": 1579946400000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759508167127,
    "expiration_time": 1765980000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 72,
            "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)