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Trade: FIL/USDT/120/MIDPRICE/JMA/5549

Strategy
FIL/USDT/120/MIDPRICE/JMA/5549
Pair
FIL_USDT
Interval
2h
Score
346156
Daily Profit
0.217983
Profit Factor
1.413904
Profitability
46.976744
Streak
0.000000
Best Strategy
Training Data Length
1809.330000
Evaluation Time
2025-09-29 14:55
Expiration Time
2025-12-03 15:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394402.7734 206396.3725 188006.4009 213420.5952 -56610.0566 270030.6518
Total P&L (%) 394.4028 206.3964 188.0064 213.4206 -56.6101 270.0307
Avg Daily Profit (%) 0.218 0.1141 0.1039 0.0632 -0.0461 0.0723
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89529 -131459 -69763 -468225 -528891 -397953
Profit Factor 1.4139 1.3965 1.4348 1.0637 0.9676 1.1687
Total Trades 215 108 107 215 108 107
Winning Trades 101 45 56 101 45 56
Losing Trades 114 63 51 114 63 51
Profitability (%) 46.9767 41.6667 52.3364 46.9767 41.6667 52.3364
Ratio Avg Win / Avg Loss 1.5959 1.9552 1.3067 1.2006 1.3547 1.0643
Largest Winning Trade 93647 93647 46359 224010 224010 212207
Largest Losing Trade -58540 -24306 -58540 -263927 -95274 -263927
Avg Bars in Trades 99 78 120 99 78 120
Avg Bars in Winners 125 91 152 125 91 152
Avg Bars in Losers 77 69 86 77 69 86
Bars Traded 21423 8517 12906 21423 8517 12906
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346156 -42431 -53319 -259094 -582618 -131329
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21712,
    "evaluation_days": 1809.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604073600000,
    "last_datapoint_time": 1759140000000,
    "evaluation_time": 1759146925150,
    "expiration_time": 1764767750400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 131,
            "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": [
        [
            394402.7733564505,
            206396.3724504554,
            188006.4009059948,
            213420.5951612241,
            -56610.0566266666,
            270030.6517878906
        ],
        [
            394.402773,
            206.396372,
            188.006401,
            213.420595,
            -56.610057,
            270.030652
        ],
        [
            0.217983,
            0.114073,
            0.103909,
            0.063158,
            -0.046136,
            0.072341
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89529,
            -131459,
            -69763,
            -468225,
            -528891,
            -397953
        ],
        [
            1.413904,
            1.39654,
            1.434807,
            1.063708,
            0.96763,
            1.168651
        ],
        [
            215,
            108,
            107,
            215,
            108,
            107
        ],
        [
            101,
            45,
            56,
            101,
            45,
            56
        ],
        [
            114,
            63,
            51,
            114,
            63,
            51
        ],
        [
            46.976744,
            41.666667,
            52.336449,
            46.976744,
            41.666667,
            52.336449
        ],
        [
            1.595892,
            1.955155,
            1.306699,
            1.200621,
            1.354683,
            1.064308
        ],
        [
            93647,
            93647,
            46359,
            224010,
            224010,
            212207
        ],
        [
            -58540,
            -24306,
            -58540,
            -263927,
            -95274,
            -263927
        ],
        [
            99,
            78,
            120,
            99,
            78,
            120
        ],
        [
            125,
            91,
            152,
            125,
            91,
            152
        ],
        [
            77,
            69,
            86,
            77,
            69,
            86
        ],
        [
            21423,
            8517,
            12906,
            21423,
            8517,
            12906
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346156,
            -42431,
            -53319,
            -259094,
            -582618,
            -131329
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21712,
    "evaluation_days": 1809.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604073600000,
    "last_datapoint_time": 1759140000000,
    "evaluation_time": 1759146925150,
    "expiration_time": 1764767750400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 131,
            "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)