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Trade: EGLD/USDT/720/MIDPRICE/JMA/7124

Strategy
EGLD/USDT/720/MIDPRICE/JMA/7124
Pair
EGLD_USDT
Interval
12h
Score
537165
Daily Profit
0.318455
Profit Factor
2.146916
Profitability
55.339806
Streak
10.270693
Best Strategy
Training Data Length
1858.000000
Evaluation Time
2025-10-04 21:29
Expiration Time
2025-11-29 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 591689.183 433439.0876 158250.0954 2226225.0597 257271.6578 1968953.402
Total P&L (%) 591.6892 433.4391 158.2501 2226.2251 257.2717 1968.9534
Avg Daily Profit (%) 0.3185 0.2333 0.0852 0.1695 0.0686 0.1632
Buy And Hold Return (%) 89.9127 89.9127 89.9127 89.9127 89.9127 89.9127
Max Trade Drawdown -70316 -83123 -60832 -1395897 -1528297 -1015045
Profit Factor 2.1469 2.7909 1.5778 1.2734 1.0623 1.4902
Total Trades 103 52 51 103 52 51
Winning Trades 57 26 31 57 26 31
Losing Trades 46 26 20 46 26 20
Profitability (%) 55.3398 50 60.7843 55.3398 50 60.7843
Ratio Avg Win / Avg Loss 1.7326 2.7909 1.018 1.0276 1.0623 0.9614
Largest Winning Trade 181146 181146 48591 699360 699360 629261
Largest Losing Trade -49812 -29049 -49812 -714220 -474668 -714220
Avg Bars in Trades 34 21 46 34 21 46
Avg Bars in Winners 36 18 51 36 18 51
Avg Bars in Losers 30 24 38 30 24 38
Bars Traded 3506 1126 2380 3506 1126 2380
Profit Streak 10.2707 10.2707 10.7707 10.2707 10.2707 10.7707
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 537165 -167381 -263961 351549 -435704 -170708
Evaluation Data
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3716,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1604534400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759602587910,
    "expiration_time": 1764395136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 127,
            "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": [
        [
            591689.1830398606,
            433439.0876459436,
            158250.0953939168,
            2226225.0597469937,
            257271.6577556756,
            1968953.4019913173
        ],
        [
            591.689183,
            433.439088,
            158.250095,
            2226.22506,
            257.271658,
            1968.953402
        ],
        [
            0.318455,
            0.233283,
            0.085172,
            0.16951,
            0.068556,
            0.163192
        ],
        [
            89.912651,
            89.912651,
            89.912651,
            89.912651,
            89.912651,
            89.912651
        ],
        [
            -70316,
            -83123,
            -60832,
            -1395897,
            -1528297,
            -1015045
        ],
        [
            2.146916,
            2.790903,
            1.577823,
            1.273389,
            1.062342,
            1.49024
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            55.339806,
            50,
            60.784314,
            55.339806,
            50,
            60.784314
        ],
        [
            1.732599,
            2.790903,
            1.01795,
            1.027647,
            1.062342,
            0.961445
        ],
        [
            181146,
            181146,
            48591,
            699360,
            699360,
            629261
        ],
        [
            -49812,
            -29049,
            -49812,
            -714220,
            -474668,
            -714220
        ],
        [
            34,
            21,
            46,
            34,
            21,
            46
        ],
        [
            36,
            18,
            51,
            36,
            18,
            51
        ],
        [
            30,
            24,
            38,
            30,
            24,
            38
        ],
        [
            3506,
            1126,
            2380,
            3506,
            1126,
            2380
        ],
        [
            10.270693,
            10.270693,
            10.770693,
            10.270693,
            10.270693,
            10.770693
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            537165,
            -167381,
            -263961,
            351549,
            -435704,
            -170708
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3716,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1599091200000,
    "first_datapoint_time": 1604534400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759602587910,
    "expiration_time": 1764395136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 127,
            "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)