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Trade: ONE/USDT/120/SSF/JMA/5227

Strategy
ONE/USDT/120/SSF/JMA/5227
Pair
ONE_USDT
Interval
2h
Score
351241
Daily Profit
0.262820
Profit Factor
1.248796
Profitability
44.482759
Streak
11.620274
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-10-03 19:53
Expiration Time
2025-12-17 17:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 547474.4819 567007.6474 -19533.1656 65593.2605 227780.7444 -162187.4839
Total P&L (%) 547.4745 567.0076 -19.5332 65.5933 227.7807 -162.1875
Avg Daily Profit (%) 0.2628 0.2722 -0.0094 0.0242 0.057 0
Buy And Hold Return (%) 105.7312 105.7312 105.7312 105.7312 105.7312 105.7312
Max Trade Drawdown -194437 -115736 -324857 -931772 -736478 -395404
Profit Factor 1.2488 1.5547 0.9834 1.0145 1.1031 0.9298
Total Trades 580 290 290 580 290 290
Winning Trades 258 129 129 258 129 129
Losing Trades 322 161 161 322 161 161
Profitability (%) 44.4828 44.4828 44.4828 44.4828 44.4828 44.4828
Ratio Avg Win / Avg Loss 1.5586 1.9404 1.2274 1.2662 1.3767 1.1604
Largest Winning Trade 139329 139329 60657 509782 509782 163996
Largest Losing Trade -40653 -28069 -40653 -152734 -152734 -149047
Avg Bars in Trades 42 42 43 42 42 43
Avg Bars in Winners 62 59 65 62 59 65
Avg Bars in Losers 27 29 25 27 29 25
Bars Traded 24908 12435 12473 24908 12435 12473
Profit Streak 11.6203 0 12.1203 11.6203 0 12.1203
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351241 328701 -579674 -529344 -230956 -579674
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579464000000,
    "first_datapoint_time": 1579824000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759510391721,
    "expiration_time": 1765986422400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 46,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 51,
            "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": [
        [
            547474.481860099,
            567007.6474103718,
            -19533.1655502724,
            65593.2605174745,
            227780.7444411232,
            -162187.4839236489
        ],
        [
            547.474482,
            567.007647,
            -19.533166,
            65.593261,
            227.780744,
            -162.187484
        ],
        [
            0.26282,
            0.272197,
            -0.009377,
            0.024215,
            0.057008,
            0
        ],
        [
            105.731225,
            105.731225,
            105.731225,
            105.731225,
            105.731225,
            105.731225
        ],
        [
            -194437,
            -115736,
            -324857,
            -931772,
            -736478,
            -395404
        ],
        [
            1.248796,
            1.554734,
            0.983424,
            1.014514,
            1.103101,
            0.929794
        ],
        [
            580,
            290,
            290,
            580,
            290,
            290
        ],
        [
            258,
            129,
            129,
            258,
            129,
            129
        ],
        [
            322,
            161,
            161,
            322,
            161,
            161
        ],
        [
            44.482759,
            44.482759,
            44.482759,
            44.482759,
            44.482759,
            44.482759
        ],
        [
            1.558575,
            1.940404,
            1.227374,
            1.266176,
            1.376739,
            1.160441
        ],
        [
            139329,
            139329,
            60657,
            509782,
            509782,
            163996
        ],
        [
            -40653,
            -28069,
            -40653,
            -152734,
            -152734,
            -149047
        ],
        [
            42,
            42,
            43,
            42,
            42,
            43
        ],
        [
            62,
            59,
            65,
            62,
            59,
            65
        ],
        [
            27,
            29,
            25,
            27,
            29,
            25
        ],
        [
            24908,
            12435,
            12473,
            24908,
            12435,
            12473
        ],
        [
            11.620274,
            0,
            12.120274,
            11.620275,
            0,
            12.120275
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
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        ],
        [
            351241,
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            -529344,
            -230956,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579464000000,
    "first_datapoint_time": 1579824000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759510391721,
    "expiration_time": 1765986422400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 46,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 51,
            "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)