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Trade: FIL/USDT/360/HLC3/JMA/9044

Strategy
FIL/USDT/360/HLC3/JMA/9044
Pair
FIL_USDT
Interval
6h
Score
312258
Daily Profit
0.256866
Profit Factor
1.881722
Profitability
39.849624
Streak
14.650829
Best Strategy
Training Data Length
1805.250000
Evaluation Time
2025-09-26 12:37
Expiration Time
2025-11-17 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 463707.6933 342335.0012 121372.6922 53960.7457 -235544.2266 289504.9723
Total P&L (%) 463.7077 342.335 121.3727 53.9607 -235.5442 289.505
Avg Daily Profit (%) 0.2569 0.1896 0.0672 0.0239 0 0.0753
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126340 -123816 -73521 -791774 -582471 -415429
Profit Factor 1.8817 2.2771 1.4707 1.0327 0.7229 1.3624
Total Trades 133 67 66 133 67 66
Winning Trades 53 25 28 53 25 28
Losing Trades 80 42 38 80 42 38
Profitability (%) 39.8496 37.3134 42.4242 39.8496 37.3134 42.4242
Ratio Avg Win / Avg Loss 2.8403 3.8255 1.996 1.5588 1.2145 1.8489
Largest Winning Trade 442244 442244 64898 350313 340580 350313
Largest Losing Trade -52367 -43457 -52367 -282028 -181696 -282028
Avg Bars in Trades 51 38 65 51 38 65
Avg Bars in Winners 91 53 125 91 53 125
Avg Bars in Losers 25 28 21 25 28 21
Bars Traded 6906 2559 4347 6906 2559 4347
Profit Streak 14.6508 40.6508 0 14.6508 40.6508 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312258 -109036 -228328 -348426 -700015 -218170

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607320800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879431594,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 149
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 212,
            "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": [
        [
            463707.6933499374,
            342335.0011727735,
            121372.6921771642,
            53960.7456705947,
            -235544.2266290411,
            289504.9722996362
        ],
        [
            463.707693,
            342.335001,
            121.372692,
            53.960746,
            -235.544227,
            289.504972
        ],
        [
            0.256866,
            0.189633,
            0.067233,
            0.023907,
            0,
            0.075348
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126340,
            -123816,
            -73521,
            -791774,
            -582471,
            -415429
        ],
        [
            1.881722,
            2.277092,
            1.470705,
            1.032722,
            0.722929,
            1.362354
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            80,
            42,
            38,
            80,
            42,
            38
        ],
        [
            39.849624,
            37.313433,
            42.424242,
            39.849624,
            37.313433,
            42.424242
        ],
        [
            2.840335,
            3.825515,
            1.995956,
            1.558825,
            1.21452,
            1.848909
        ],
        [
            442244,
            442244,
            64898,
            350313,
            340580,
            350313
        ],
        [
            -52367,
            -43457,
            -52367,
            -282028,
            -181696,
            -282028
        ],
        [
            51,
            38,
            65,
            51,
            38,
            65
        ],
        [
            91,
            53,
            125,
            91,
            53,
            125
        ],
        [
            25,
            28,
            21,
            25,
            28,
            21
        ],
        [
            6906,
            2559,
            4347,
            6906,
            2559,
            4347
        ],
        [
            14.650829,
            40.650829,
            0,
            14.650829,
            40.650829,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312258,
            -109036,
            -228328,
            -348426,
            -700015,
            -218170
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7221,
    "evaluation_days": 1805.25,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1607320800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758879431594,
    "expiration_time": 1763394408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 149
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 212,
            "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)