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Trade: ALGO/USDT/480/T3/JMA/4689

Strategy
ALGO/USDT/480/T3/JMA/4689
Pair
ALGO_USDT
Interval
8h
Score
320005
Daily Profit
0.194276
Profit Factor
2.670136
Profitability
37.931034
Streak
242.053003
Best Strategy
Training Data Length
2291.670000
Evaluation Time
2025-09-29 12:16
Expiration Time
2025-12-07 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 475527.6042 445217.0141 30310.5901 165602.1248 402887.8744 -237285.7496
Total P&L (%) 475.5276 445.217 30.3106 165.6021 402.8879 -237.2858
Avg Daily Profit (%) 0.2075 0.1943 0.0132 0.0426 0.0705 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136504 -119279 -99699 -639107 -426935 -434308
Profit Factor 1.8936 2.6701 1.1141 1.0922 1.4509 0.7373
Total Trades 57 29 28 57 29 28
Winning Trades 23 11 12 23 11 12
Losing Trades 34 18 16 34 18 16
Profitability (%) 40.3509 37.931 42.8571 40.3509 37.931 42.8571
Ratio Avg Win / Avg Loss 2.7992 4.3693 1.4855 1.6145 2.3741 0.9831
Largest Winning Trade 286792 286792 57134 574662 574662 128456
Largest Losing Trade -36130 -30911 -36130 -222285 -118525 -222285
Avg Bars in Trades 112 107 117 112 107 117
Avg Bars in Winners 186 177 195 186 177 195
Avg Bars in Losers 62 64 60 62 64 60
Bars Traded 6413 3110 3303 6413 3110 3303
Profit Streak 79.3863 242.053 0 79.3863 242.053 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -171414 320005 -297083 -436697 -100457 -604611
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6875,
    "evaluation_days": 2291.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564358400000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759137379476,
    "expiration_time": 1765072800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 112,
            "offset": 0,
            "a": 0.65405
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 71,
            "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": [
        [
            475527.6042029317,
            445217.0140835951,
            30310.5901193368,
            165602.1247896202,
            402887.8744005324,
            -237285.7496109123
        ],
        [
            475.527604,
            445.217014,
            30.31059,
            165.602125,
            402.887874,
            -237.28575
        ],
        [
            0.207503,
            0.194276,
            0.013226,
            0.042634,
            0.070506,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136504,
            -119279,
            -99699,
            -639107,
            -426935,
            -434308
        ],
        [
            1.893551,
            2.670136,
            1.11412,
            1.092158,
            1.450863,
            0.737325
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            40.350877,
            37.931034,
            42.857143,
            40.350877,
            37.931034,
            42.857143
        ],
        [
            2.799162,
            4.369314,
            1.485494,
            1.614495,
            2.374139,
            0.983099
        ],
        [
            286792,
            286792,
            57134,
            574662,
            574662,
            128456
        ],
        [
            -36130,
            -30911,
            -36130,
            -222285,
            -118525,
            -222285
        ],
        [
            112,
            107,
            117,
            112,
            107,
            117
        ],
        [
            186,
            177,
            195,
            186,
            177,
            195
        ],
        [
            62,
            64,
            60,
            62,
            64,
            60
        ],
        [
            6413,
            3110,
            3303,
            6413,
            3110,
            3303
        ],
        [
            79.386336,
            242.053003,
            0,
            79.386336,
            242.053003,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171414,
            320005,
            -297083,
            -436697,
            -100457,
            -604611
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6875,
    "evaluation_days": 2291.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564358400000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759137379476,
    "expiration_time": 1765072800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 112,
            "offset": 0,
            "a": 0.65405
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 71,
            "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)