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Trade: ONE/USDT/480/JMA/SSF/6972

Strategy
ONE/USDT/480/JMA/SSF/6972
Pair
ONE_USDT
Interval
8h
Score
354503
Daily Profit
0.196075
Profit Factor
1.670849
Profitability
46.093750
Streak
41.949402
Best Strategy
Training Data Length
2321.330000
Evaluation Time
2025-10-08 09:47
Expiration Time
2025-12-16 17:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 498567.3114 455153.7453 43413.5661 6650.2105 127137.2961 -120487.0856
Total P&L (%) 498.5673 455.1537 43.4136 6.6502 127.1373 -120.4871
Avg Daily Profit (%) 0.2148 0.1961 0.0187 0.0028 0.0353 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167061 -83514 -286856 -94832 -57194 -203073
Profit Factor 1.3225 1.6708 1.05 1.0077 1.3517 0.7619
Total Trades 256 128 128 256 128 128
Winning Trades 123 59 64 123 59 64
Losing Trades 133 69 64 133 69 64
Profitability (%) 48.0469 46.0938 50 48.0469 46.0938 50
Ratio Avg Win / Avg Loss 1.43 1.954 1.05 1.0896 1.5808 0.7619
Largest Winning Trade 108362 108362 42349 52383 52383 24676
Largest Losing Trade -78449 -37737 -78449 -63048 -26216 -63048
Avg Bars in Trades 26 26 27 26 26 27
Avg Bars in Winners 33 31 34 33 31 34
Avg Bars in Losers 20 21 19 20 21 19
Bars Traded 6809 3341 3468 6809 3341 3468
Profit Streak 27.2827 41.9494 27.2827 27.2827 41.9494 27.2827
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354210 354503 -334674 -565109 -145071 -580173
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6964,
    "evaluation_days": 2321.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561478400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759906028322,
    "expiration_time": 1765898496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 25,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            498567.3114345743,
            455153.7453110695,
            43413.5661235054,
            6650.2105008767,
            127137.2961218757,
            -120487.0856209991
        ],
        [
            498.567311,
            455.153745,
            43.413566,
            6.650211,
            127.137296,
            -120.487086
        ],
        [
            0.214777,
            0.196075,
            0.018702,
            0.002774,
            0.035347,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167061,
            -83514,
            -286856,
            -94832,
            -57194,
            -203073
        ],
        [
            1.322456,
            1.670849,
            1.050034,
            1.007666,
            1.35168,
            0.761867
        ],
        [
            256,
            128,
            128,
            256,
            128,
            128
        ],
        [
            123,
            59,
            64,
            123,
            59,
            64
        ],
        [
            133,
            69,
            64,
            133,
            69,
            64
        ],
        [
            48.046875,
            46.09375,
            50,
            48.046875,
            46.09375,
            50
        ],
        [
            1.429972,
            1.954043,
            1.050034,
            1.08959,
            1.580779,
            0.761867
        ],
        [
            108362,
            108362,
            42349,
            52383,
            52383,
            24676
        ],
        [
            -78449,
            -37737,
            -78449,
            -63048,
            -26216,
            -63048
        ],
        [
            26,
            26,
            27,
            26,
            26,
            27
        ],
        [
            33,
            31,
            34,
            33,
            31,
            34
        ],
        [
            20,
            21,
            19,
            20,
            21,
            19
        ],
        [
            6809,
            3341,
            3468,
            6809,
            3341,
            3468
        ],
        [
            27.282735,
            41.949402,
            27.282735,
            27.282735,
            41.949402,
            27.282735
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354210,
            354503,
            -334674,
            -565109,
            -145071,
            -580173
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6964,
    "evaluation_days": 2321.33,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561478400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759906028322,
    "expiration_time": 1765898496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 25,
            "offset": 0,
            "poles": 3
        }
    }
}

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)