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Trade: ONE/USDT/480/MIDPRICE/JMA/4215

Strategy
ONE/USDT/480/MIDPRICE/JMA/4215
Pair
ONE_USDT
Interval
8h
Score
525073
Daily Profit
0.395442
Profit Factor
1.851408
Profitability
53.409091
Streak
0.000000
Best Strategy
Training Data Length
2317.670000
Evaluation Time
2025-10-04 16:54
Expiration Time
2025-12-12 22:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 916504.9135 732096.7828 184408.1307 5407641.3769 1610851.2955 3796790.0814
Total P&L (%) 916.5049 732.0968 184.4081 5407.6414 1610.8513 3796.7901
Avg Daily Profit (%) 0.3954 0.3159 0.0796 0.1731 0.1226 0.1582
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167535 -89677 -122802 -21987081 -14775374 -13017782
Profit Factor 1.8514 2.4823 1.3166 1.0847 1.0483 1.1246
Total Trades 176 88 88 176 88 88
Winning Trades 94 48 46 94 48 46
Losing Trades 82 40 42 82 40 42
Profitability (%) 53.4091 54.5455 52.2727 53.4091 54.5455 52.2727
Ratio Avg Win / Avg Loss 1.6151 2.0686 1.2021 0.9462 0.8735 1.0268
Largest Winning Trade 160861 160861 74241 6342453 6342453 3639036
Largest Losing Trade -45112 -35782 -45112 -7417344 -7036101 -7417344
Avg Bars in Trades 38 30 47 38 30 47
Avg Bars in Winners 45 33 58 45 33 58
Avg Bars in Losers 31 27 35 31 27 35
Bars Traded 6852 2677 4175 6852 2677 4175
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 525073 505058 -86557 -119859 -197776 -75786
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6953,
    "evaluation_days": 2317.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561305600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759586087352,
    "expiration_time": 1765572192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 67,
            "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": [
        [
            916504.9134617164,
            732096.7828022207,
            184408.1306594954,
            5407641.376903569,
            1610851.295479754,
            3796790.081423814
        ],
        [
            916.504913,
            732.096783,
            184.408131,
            5407.641377,
            1610.851295,
            3796.790081
        ],
        [
            0.395442,
            0.315876,
            0.079566,
            0.173113,
            0.122594,
            0.15816
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167535,
            -89677,
            -122802,
            -21987081,
            -14775374,
            -13017782
        ],
        [
            1.851408,
            2.482272,
            1.31655,
            1.084693,
            1.048253,
            1.124623
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            94,
            48,
            46,
            94,
            48,
            46
        ],
        [
            82,
            40,
            42,
            82,
            40,
            42
        ],
        [
            53.409091,
            54.545455,
            52.272727,
            53.409091,
            54.545455,
            52.272727
        ],
        [
            1.615058,
            2.06856,
            1.202068,
            0.946222,
            0.873544,
            1.026829
        ],
        [
            160861,
            160861,
            74241,
            6342453,
            6342453,
            3639036
        ],
        [
            -45112,
            -35782,
            -45112,
            -7417344,
            -7036101,
            -7417344
        ],
        [
            38,
            30,
            47,
            38,
            30,
            47
        ],
        [
            45,
            33,
            58,
            45,
            33,
            58
        ],
        [
            31,
            27,
            35,
            31,
            27,
            35
        ],
        [
            6852,
            2677,
            4175,
            6852,
            2677,
            4175
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            525073,
            505058,
            -86557,
            -119859,
            -197776,
            -75786
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6953,
    "evaluation_days": 2317.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1561305600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759586087352,
    "expiration_time": 1765572192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 67,
            "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)