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Trade: ONE/USDT/120/BBL/JMA/5028

Strategy
ONE/USDT/120/BBL/JMA/5028
Pair
ONE_USDT
Interval
2h
Score
547097
Daily Profit
0.388969
Profit Factor
2.006619
Profitability
54.782609
Streak
92.540165
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 03:57
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 807674.1717 810028.0935 -2353.9217 129618.6773 -131226.5012 260845.1785
Total P&L (%) 807.6742 810.0281 -2.3539 129.6187 -131.2265 260.8452
Avg Daily Profit (%) 0.3878 0.389 -0.0011 0.0399 0 0.0616
Buy And Hold Return (%) 86.1598 86.1598 86.1598 86.1598 86.1598 86.1598
Max Trade Drawdown -242535 -215252 -55110 -2404447 -2271147 -511925
Profit Factor 1.7393 2.0066 0.9918 1.0194 0.9749 1.177
Total Trades 231 115 116 231 115 116
Winning Trades 129 63 66 129 63 66
Losing Trades 102 52 50 102 52 50
Profitability (%) 55.8442 54.7826 56.8966 55.8442 54.7826 56.8966
Ratio Avg Win / Avg Loss 1.3752 1.6563 0.7514 0.806 0.8046 0.8916
Largest Winning Trade 319610 319610 19331 1587301 1587301 216617
Largest Losing Trade -60822 -60822 -19739 -1131226 -1131226 -210630
Avg Bars in Trades 104 195 14 104 195 14
Avg Bars in Winners 100 188 15 100 188 15
Avg Bars in Losers 111 204 14 111 204 14
Bars Traded 24247 22514 1733 24247 22514 1733
Profit Streak 0 92.5402 0 0 92.5402 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 496640 547097 -579852 -348695 -579046 -140322

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580119200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758848270265,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 23,
            "offset": 0,
            "std": 3.81549
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 194,
            "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": [
        [
            807674.1717223678,
            810028.0934680003,
            -2353.9217456334,
            129618.6772943136,
            -131226.5012352762,
            260845.1785295898
        ],
        [
            807.674172,
            810.028093,
            -2.353922,
            129.618677,
            -131.226501,
            260.845179
        ],
        [
            0.387839,
            0.388969,
            -0.00113,
            0.039924,
            0,
            0.061641
        ],
        [
            86.159844,
            86.159844,
            86.159844,
            86.159844,
            86.159844,
            86.159844
        ],
        [
            -242535,
            -215252,
            -55110,
            -2404447,
            -2271147,
            -511925
        ],
        [
            1.739257,
            2.006619,
            0.991822,
            1.019363,
            0.97486,
            1.176955
        ],
        [
            231,
            115,
            116,
            231,
            115,
            116
        ],
        [
            129,
            63,
            66,
            129,
            63,
            66
        ],
        [
            102,
            52,
            50,
            102,
            52,
            50
        ],
        [
            55.844156,
            54.782609,
            56.896552,
            55.844156,
            54.782609,
            56.896552
        ],
        [
            1.375226,
            1.656257,
            0.751381,
            0.806008,
            0.804647,
            0.891633
        ],
        [
            319610,
            319610,
            19331,
            1587301,
            1587301,
            216617
        ],
        [
            -60822,
            -60822,
            -19739,
            -1131226,
            -1131226,
            -210630
        ],
        [
            104,
            195,
            14,
            104,
            195,
            14
        ],
        [
            100,
            188,
            15,
            100,
            188,
            15
        ],
        [
            111,
            204,
            14,
            111,
            204,
            14
        ],
        [
            24247,
            22514,
            1733,
            24247,
            22514,
            1733
        ],
        [
            0,
            92.540165,
            0,
            0,
            92.540165,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            496640,
            547097,
            -579852,
            -348695,
            -579046,
            -140322
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580119200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758848270265,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 23,
            "offset": 0,
            "std": 3.81549
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 194,
            "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)