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Trade: ALGO/USDT/60/T3/JMA/8726

Strategy
ALGO/USDT/60/T3/JMA/8726
Pair
ALGO_USDT
Interval
1h
Score
343732
Daily Profit
0.344098
Profit Factor
1.767383
Profitability
39.694656
Streak
29.532853
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-25 11:47
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 358419.6022 257446.6539 100972.9483 679785.0674 505379.3225 174405.7449
Total P&L (%) 358.4196 257.4467 100.9729 679.7851 505.3793 174.4057
Avg Daily Profit (%) 0.3441 0.2472 0.0969 0.1974 0.173 0.097
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68316 -64316 -46762 -349946 -244799 -191739
Profit Factor 1.7674 2.1587 1.4123 1.636 2.0427 1.2986
Total Trades 131 66 65 131 66 65
Winning Trades 52 24 28 52 24 28
Losing Trades 79 42 37 79 42 37
Profitability (%) 39.6947 36.3636 43.0769 39.6947 36.3636 43.0769
Ratio Avg Win / Avg Loss 2.6851 3.7778 1.8663 2.4855 3.5747 1.716
Largest Winning Trade 142863 142863 34573 287936 287936 113668
Largest Losing Trade -23384 -19049 -23384 -123315 -123315 -122537
Avg Bars in Trades 186 187 185 186 187 185
Avg Bars in Winners 291 294 288 291 294 288
Avg Bars in Losers 117 126 108 117 126 108
Bars Traded 24464 12379 12085 24464 12379 12085
Profit Streak 29.5329 29.5329 32.9495 29.5329 29.5329 32.9495
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343732 -117090 -195783 304460 -117531 -196453

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669395600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758790038486,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 156,
            "offset": 0,
            "a": 0.78987
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 186,
            "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": [
        [
            358419.6021983188,
            257446.6539477859,
            100972.9482505329,
            679785.0673884461,
            505379.3224856129,
            174405.7449028331
        ],
        [
            358.419602,
            257.446654,
            100.972948,
            679.785067,
            505.379322,
            174.405745
        ],
        [
            0.344098,
            0.24716,
            0.096938,
            0.197373,
            0.173023,
            0.096957
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68316,
            -64316,
            -46762,
            -349946,
            -244799,
            -191739
        ],
        [
            1.767383,
            2.158726,
            1.412325,
            1.636024,
            2.04268,
            1.298583
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            79,
            42,
            37,
            79,
            42,
            37
        ],
        [
            39.694656,
            36.363636,
            43.076923,
            39.694656,
            36.363636,
            43.076923
        ],
        [
            2.685062,
            3.77777,
            1.866287,
            2.485499,
            3.574689,
            1.715985
        ],
        [
            142863,
            142863,
            34573,
            287936,
            287936,
            113668
        ],
        [
            -23384,
            -19049,
            -23384,
            -123315,
            -123315,
            -122537
        ],
        [
            186,
            187,
            185,
            186,
            187,
            185
        ],
        [
            291,
            294,
            288,
            291,
            294,
            288
        ],
        [
            117,
            126,
            108,
            117,
            126,
            108
        ],
        [
            24464,
            12379,
            12085,
            24464,
            12379,
            12085
        ],
        [
            29.532853,
            29.532853,
            32.949519,
            29.532853,
            29.532853,
            32.949519
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343732,
            -117090,
            -195783,
            304460,
            -117531,
            -196453
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669395600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758790038486,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 156,
            "offset": 0,
            "a": 0.78987
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 186,
            "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)