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Trade: ALGO/USDT/360/JMA/DCU/4671

Strategy
ALGO/USDT/360/JMA/DCU/4671
Pair
ALGO_USDT
Interval
6h
Score
331688
Daily Profit
0.256392
Profit Factor
1.550237
Profitability
41.818182
Streak
0.000000
Best Strategy
Training Data Length
2291.250000
Evaluation Time
2025-09-29 04:45
Expiration Time
2025-12-06 19:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 587458.424 493304.3362 94154.0878 90367.9362 -35796.4585 126164.3948
Total P&L (%) 587.4584 493.3043 94.1541 90.3679 -35.7965 126.1644
Avg Daily Profit (%) 0.2564 0.2153 0.0411 0.0281 -0.0193 0.0356
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139634 -194022 -75180 -302416 -367860 -77473
Profit Factor 1.5502 1.6764 1.2783 1.0542 0.9702 1.2706
Total Trades 220 110 110 220 110 110
Winning Trades 92 40 52 92 40 52
Losing Trades 128 70 58 128 70 58
Profitability (%) 41.8182 36.3636 47.2727 41.8182 36.3636 47.2727
Ratio Avg Win / Avg Loss 2.1569 2.9337 1.4258 1.4668 1.6978 1.4172
Largest Winning Trade 291609 291609 45000 207973 207973 72891
Largest Losing Trade -43684 -32663 -43684 -79394 -79394 -43301
Avg Bars in Trades 40 66 15 40 66 15
Avg Bars in Winners 49 86 20 49 86 20
Avg Bars in Losers 34 54 11 34 54 11
Bars Traded 8992 7281 1711 8992 7281 1711
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 331688 193068 -139108 -318234 -583564 -146447
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9165,
    "evaluation_days": 2291.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564293600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759110316112,
    "expiration_time": 1765042920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 16,
            "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": [
        [
            587458.4239943007,
            493304.336240342,
            94154.0877539589,
            90367.9362385125,
            -35796.4585144086,
            126164.3947529212
        ],
        [
            587.458424,
            493.304336,
            94.154088,
            90.367936,
            -35.796459,
            126.164395
        ],
        [
            0.256392,
            0.215299,
            0.041093,
            0.028102,
            -0.019337,
            0.035624
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139634,
            -194022,
            -75180,
            -302416,
            -367860,
            -77473
        ],
        [
            1.550237,
            1.676378,
            1.278303,
            1.054236,
            0.97017,
            1.270624
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            92,
            40,
            52,
            92,
            40,
            52
        ],
        [
            128,
            70,
            58,
            128,
            70,
            58
        ],
        [
            41.818182,
            36.363636,
            47.272727,
            41.818182,
            36.363636,
            47.272727
        ],
        [
            2.156851,
            2.933661,
            1.4258,
            1.466763,
            1.697797,
            1.417234
        ],
        [
            291609,
            291609,
            45000,
            207973,
            207973,
            72891
        ],
        [
            -43684,
            -32663,
            -43684,
            -79394,
            -79394,
            -43301
        ],
        [
            40,
            66,
            15,
            40,
            66,
            15
        ],
        [
            49,
            86,
            20,
            49,
            86,
            20
        ],
        [
            34,
            54,
            11,
            34,
            54,
            11
        ],
        [
            8992,
            7281,
            1711,
            8992,
            7281,
            1711
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331688,
            193068,
            -139108,
            -318234,
            -583564,
            -146447
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9165,
    "evaluation_days": 2291.25,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564293600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759110316112,
    "expiration_time": 1765042920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 16,
            "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)