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Trade: FIL/USDT/120/DCM/JMA/7326

Strategy
FIL/USDT/120/DCM/JMA/7326
Pair
FIL_USDT
Interval
2h
Score
353300
Daily Profit
0.243052
Profit Factor
1.535614
Profitability
45.614035
Streak
0.000000
Best Strategy
Training Data Length
1811.420000
Evaluation Time
2025-10-01 16:33
Expiration Time
2025-12-05 19:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 440269.8498 258008.8675 182260.9824 298564.4892 -46764.4592 345328.9484
Total P&L (%) 440.2699 258.0089 182.261 298.5645 -46.7645 345.3289
Avg Daily Profit (%) 0.2431 0.1424 0.1006 0.0764 -0.0348 0.0825
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93737 -122058 -61860 -654756 -706995 -606197
Profit Factor 1.5356 1.5733 1.4901 1.0678 0.9799 1.1666
Total Trades 171 86 85 171 86 85
Winning Trades 78 33 45 78 33 45
Losing Trades 93 53 40 93 53 40
Profitability (%) 45.614 38.3721 52.9412 45.614 38.3721 52.9412
Ratio Avg Win / Avg Loss 1.8309 2.5268 1.3245 1.2731 1.5738 1.0369
Largest Winning Trade 118410 118410 61405 364214 364214 330200
Largest Losing Trade -58540 -23477 -58540 -437621 -134929 -437621
Avg Bars in Trades 119 95 144 119 95 144
Avg Bars in Winners 158 121 186 158 121 186
Avg Bars in Losers 87 79 98 87 79 98
Bars Traded 20498 8204 12294 20498 8204 12294
Profit Streak 0 0 130.9818 0 0 130.9818
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353300 -4874 -55964 -237757 -582846 -118692
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21737,
    "evaluation_days": 1811.42,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604304000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759325627643,
    "expiration_time": 1764954230400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 132,
            "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": [
        [
            440269.8498461067,
            258008.8674712956,
            182260.9823748112,
            298564.4892227981,
            -46764.4592211684,
            345328.9484439663
        ],
        [
            440.26985,
            258.008867,
            182.260982,
            298.564489,
            -46.764459,
            345.328948
        ],
        [
            0.243052,
            0.142435,
            0.100618,
            0.076361,
            -0.034798,
            0.082491
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93737,
            -122058,
            -61860,
            -654756,
            -706995,
            -606197
        ],
        [
            1.535614,
            1.573263,
            1.490055,
            1.067792,
            0.979936,
            1.166558
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            78,
            33,
            45,
            78,
            33,
            45
        ],
        [
            93,
            53,
            40,
            93,
            53,
            40
        ],
        [
            45.614035,
            38.372093,
            52.941176,
            45.614035,
            38.372093,
            52.941176
        ],
        [
            1.830925,
            2.526755,
            1.324493,
            1.273137,
            1.573837,
            1.036941
        ],
        [
            118410,
            118410,
            61405,
            364214,
            364214,
            330200
        ],
        [
            -58540,
            -23477,
            -58540,
            -437621,
            -134929,
            -437621
        ],
        [
            119,
            95,
            144,
            119,
            95,
            144
        ],
        [
            158,
            121,
            186,
            158,
            121,
            186
        ],
        [
            87,
            79,
            98,
            87,
            79,
            98
        ],
        [
            20498,
            8204,
            12294,
            20498,
            8204,
            12294
        ],
        [
            0,
            0,
            130.981801,
            0,
            0,
            130.981801
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353300,
            -4874,
            -55964,
            -237757,
            -582846,
            -118692
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21737,
    "evaluation_days": 1811.42,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604304000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759325627643,
    "expiration_time": 1764954230400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 132,
            "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)