← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ALGO/USDT/3/JMA/KCL/3480

Strategy
ALGO/USDT/3/JMA/KCL/3480
Pair
ALGO_USDT
Interval
3m
Score
352848
Daily Profit
0.538278
Profit Factor
1.896571
Profitability
71.428571
Streak
12.732268
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-10 06:13
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 32775.6837 5908.4793 26867.2044 35475.924 3218.0561 32257.8679
Total P&L (%) 32.7757 5.9085 26.8672 35.4759 3.2181 32.2579
Avg Daily Profit (%) 0.6293 0.1135 0.5159 0.5847 0.0608 0.5383
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22537 -16588 -10301 -35319 -24630 -17156
Profit Factor 1.6136 1.2033 2.1034 1.4579 1.0776 1.8966
Total Trades 84 42 42 84 42 42
Winning Trades 52 22 30 52 22 30
Losing Trades 32 20 12 32 20 12
Profitability (%) 61.9048 52.381 71.4286 61.9048 52.381 71.4286
Ratio Avg Win / Avg Loss 0.993 1.0939 0.8413 0.8972 0.9796 0.7586
Largest Winning Trade 7461 7461 7040 10005 8608 10005
Largest Losing Trade -7132 -6668 -7132 -11936 -9844 -11936
Avg Bars in Trades 288 118 458 288 118 458
Avg Bars in Winners 244 93 355 244 93 355
Avg Bars in Losers 359 146 714 359 146 714
Bars Traded 24215 4968 19247 24215 4968 19247
Profit Streak 12.6989 0 12.7323 12.6989 0 12.7323
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334958 -209529 343074 297668 -416050 352848
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754587980000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1760066007979,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 225,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            32775.6837280113,
            5908.4793290301,
            26867.2043989812,
            35475.9239920763,
            3218.0560781771,
            32257.8679138992
        ],
        [
            32.775684,
            5.908479,
            26.867204,
            35.475924,
            3.218056,
            32.257868
        ],
        [
            0.629333,
            0.11345,
            0.515883,
            0.584698,
            0.060836,
            0.538278
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22537,
            -16588,
            -10301,
            -35319,
            -24630,
            -17156
        ],
        [
            1.613579,
            1.203271,
            2.103365,
            1.457935,
            1.077562,
            1.896571
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            52,
            22,
            30,
            52,
            22,
            30
        ],
        [
            32,
            20,
            12,
            32,
            20,
            12
        ],
        [
            61.904762,
            52.380952,
            71.428571,
            61.904762,
            52.380952,
            71.428571
        ],
        [
            0.992971,
            1.093883,
            0.841346,
            0.897191,
            0.979602,
            0.758629
        ],
        [
            7461,
            7461,
            7040,
            10005,
            8608,
            10005
        ],
        [
            -7132,
            -6668,
            -7132,
            -11936,
            -9844,
            -11936
        ],
        [
            288,
            118,
            458,
            288,
            118,
            458
        ],
        [
            244,
            93,
            355,
            244,
            93,
            355
        ],
        [
            359,
            146,
            714,
            359,
            146,
            714
        ],
        [
            24215,
            4968,
            19247,
            24215,
            4968,
            19247
        ],
        [
            12.698935,
            0,
            12.732268,
            12.698935,
            0,
            12.732268
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334958,
            -209529,
            343074,
            297668,
            -416050,
            352848
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754587980000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1760066007979,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 225,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)