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Trade: ONE/USDT/240/JMA/SWMA/5164

Strategy
ONE/USDT/240/JMA/SWMA/5164
Pair
ONE_USDT
Interval
4h
Score
652290
Daily Profit
0.151724
Profit Factor
7.668071
Profitability
61.290323
Streak
34.838431
Best Strategy
Training Data Length
2307.170000
Evaluation Time
2025-09-25 15:07
Expiration Time
2025-12-02 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2421379.3926 -126891.6033 -2294487.7893 -100870.8934 3204497.341 -3305368.2344
Total P&L (%) -2421.3794 -126.8916 -2294.4878 -100.8709 3204.4973 -3305.3682
Avg Daily Profit (%) -1.0495 -0.055 -0.9945 0 0.1517 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2552145 -208483 -2382409 -8853194 -307282 -8823070
Profit Factor 0.1921 0.6717 0.1211 0.9896 7.6681 0.6398
Total Trades 63 31 32 63 31 32
Winning Trades 38 17 21 34 19 15
Losing Trades 25 14 11 29 12 17
Profitability (%) 60.3175 54.8387 65.625 53.9683 61.2903 46.875
Ratio Avg Win / Avg Loss 0.1264 0.5531 0.0634 0.844 4.843 0.7251
Largest Winning Trade 46711 37173 46711 2829337 1545891 2829337
Largest Losing Trade -1958887 -79161 -1958887 -8310610 -274853 -8310610
Avg Bars in Trades 206 229 184 206 229 184
Avg Bars in Winners 114 120 108 254 296 201
Avg Bars in Losers 346 361 327 150 123 168
Bars Traded 13002 7107 5895 13002 7107 5895
Profit Streak 9.3384 0 273.1718 0 34.8384 0
Trades During Streak 1 0 4 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -729773 -580190 -577412 -731263 652290 -582025

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562846400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758802040460,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 243,
            "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": [
        [
            -2421379.392562662,
            -126891.6032807958,
            -2294487.7892818647,
            -100870.8934210429,
            3204497.34096918,
            -3305368.2343902243
        ],
        [
            -2421.379393,
            -126.891603,
            -2294.487789,
            -100.870893,
            3204.497341,
            -3305.368234
        ],
        [
            -1.049502,
            -0.054999,
            -0.994503,
            0,
            0.151724,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2552145,
            -208483,
            -2382409,
            -8853194,
            -307282,
            -8823070
        ],
        [
            0.192082,
            0.671669,
            0.121083,
            0.989554,
            7.668071,
            0.639773
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            38,
            17,
            21,
            34,
            19,
            15
        ],
        [
            25,
            14,
            11,
            29,
            12,
            17
        ],
        [
            60.31746,
            54.83871,
            65.625,
            53.968254,
            61.290323,
            46.875
        ],
        [
            0.12637,
            0.553139,
            0.063424,
            0.844031,
            4.842992,
            0.725076
        ],
        [
            46711,
            37173,
            46711,
            2829337,
            1545891,
            2829337
        ],
        [
            -1958887,
            -79161,
            -1958887,
            -8310610,
            -274853,
            -8310610
        ],
        [
            206,
            229,
            184,
            206,
            229,
            184
        ],
        [
            114,
            120,
            108,
            254,
            296,
            201
        ],
        [
            346,
            361,
            327,
            150,
            123,
            168
        ],
        [
            13002,
            7107,
            5895,
            13002,
            7107,
            5895
        ],
        [
            9.338431,
            0,
            273.171764,
            0,
            34.838431,
            0
        ],
        [
            1,
            0,
            4,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -729773,
            -580190,
            -577412,
            -731263,
            652290,
            -582025
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13843,
    "evaluation_days": 2307.17,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562846400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758802040460,
    "expiration_time": 1764695376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 243,
            "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)