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

Trade: ALGO/USDT/720/JMA/MIDPOINT/6316

Strategy
ALGO/USDT/720/JMA/MIDPOINT/6316
Pair
ALGO_USDT
Interval
12h
Score
355252
Daily Profit
0.202261
Profit Factor
2.337786
Profitability
42.857143
Streak
113.354863
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-26 23:31
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 496926.5987 462571.4015 34355.1971 167946.6169 372252.7055 -204306.0886
Total P&L (%) 496.9266 462.5714 34.3552 167.9466 372.2527 -204.3061
Avg Daily Profit (%) 0.2173 0.2023 0.015 0.0431 0.0679 0
Buy And Hold Return (%) 17.5135 17.5135 17.5135 17.5135 17.5135 17.5135
Max Trade Drawdown -168634 -189859 -70306 -790937 -790456 -487656
Profit Factor 1.784 2.3378 1.1192 1.0746 1.3019 0.7995
Total Trades 69 35 34 69 35 34
Winning Trades 29 15 14 29 15 14
Losing Trades 40 20 20 40 20 20
Profitability (%) 42.029 42.8571 41.1765 42.029 42.8571 41.1765
Ratio Avg Win / Avg Loss 2.4606 3.117 1.5989 1.4822 1.7359 1.1422
Largest Winning Trade 216805 216805 58145 593234 593234 183089
Largest Losing Trade -39480 -30069 -39480 -342238 -166093 -342238
Avg Bars in Trades 60 57 64 60 57 64
Avg Bars in Winners 87 65 112 87 65 112
Avg Bars in Losers 41 51 31 41 51 31
Bars Traded 4195 1999 2196 4195 1999 2196
Profit Streak 78.3549 113.3549 0 78.3549 113.3549 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -97667 355252 -271613 -382649 -103290 -582559
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1569456000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758918660179,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 20,
            "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": [
        [
            496926.5986643904,
            462571.4015175691,
            34355.1971468214,
            167946.6169142263,
            372252.7055102886,
            -204306.088596062
        ],
        [
            496.926599,
            462.571402,
            34.355197,
            167.946617,
            372.252706,
            -204.306089
        ],
        [
            0.217283,
            0.202261,
            0.015022,
            0.043106,
            0.0679,
            0
        ],
        [
            17.513514,
            17.513514,
            17.513514,
            17.513514,
            17.513514,
            17.513514
        ],
        [
            -168634,
            -189859,
            -70306,
            -790937,
            -790456,
            -487656
        ],
        [
            1.783953,
            2.337786,
            1.119248,
            1.074572,
            1.301929,
            0.799546
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            42.028986,
            42.857143,
            41.176471,
            42.028986,
            42.857143,
            41.176471
        ],
        [
            2.460625,
            3.117048,
            1.598926,
            1.482169,
            1.735905,
            1.142209
        ],
        [
            216805,
            216805,
            58145,
            593234,
            593234,
            183089
        ],
        [
            -39480,
            -30069,
            -39480,
            -342238,
            -166093,
            -342238
        ],
        [
            60,
            57,
            64,
            60,
            57,
            64
        ],
        [
            87,
            65,
            112,
            87,
            65,
            112
        ],
        [
            41,
            51,
            31,
            41,
            51,
            31
        ],
        [
            4195,
            1999,
            2196,
            4195,
            1999,
            2196
        ],
        [
            78.354863,
            113.354863,
            0,
            78.354863,
            113.354863,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -97667,
            355252,
            -271613,
            -382649,
            -103290,
            -582559
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1569456000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758918660179,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 20,
            "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)