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Trade: ONE/USDT/720/JMA/HLC3/6827

Strategy
ONE/USDT/720/JMA/HLC3/6827
Pair
ONE_USDT
Interval
12h
Score
363767
Daily Profit
0.534025
Profit Factor
2.086403
Profitability
32.478632
Streak
19.737552
Best Strategy
Training Data Length
2322.500000
Evaluation Time
2025-10-09 08:42
Expiration Time
2025-12-17 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1240272.8129 1048263.4963 192009.3166 6982355.9356 -77794.262 7060150.1976
Total P&L (%) 1240.2728 1048.2635 192.0093 6982.3559 -77.7943 7060.1502
Avg Daily Profit (%) 0.534 0.4514 0.0827 0.1836 -0.0648 0.1841
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166368 -121008 -182784 -35698287 -31124377 -14501696
Profit Factor 2.0864 2.6634 1.3754 1.0732 0.9986 1.1712
Total Trades 234 117 117 234 117 117
Winning Trades 76 33 43 76 33 43
Losing Trades 158 84 74 158 84 74
Profitability (%) 32.4786 28.2051 36.7521 32.4786 28.2051 36.7521
Ratio Avg Win / Avg Loss 4.3375 6.7795 2.367 2.2311 2.5418 2.0155
Largest Winning Trade 523477 523477 66096 23355323 23355323 12041248
Largest Losing Trade -32275 -32275 -30297 -5452737 -5452737 -4004649
Avg Bars in Trades 19 18 20 19 18 20
Avg Bars in Winners 41 42 40 41 42 40
Avg Bars in Losers 8 9 8 8 9 8
Bars Traded 4497 2153 2344 4497 2153 2344
Profit Streak 19.7376 0 21.7376 19.7376 0 21.7376
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363767 -387 -85485 -135781 -593654 -27798
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4645,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563580800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759988524497,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            1240272.8128523387,
            1048263.496270278,
            192009.3165820605,
            6982355.9356103875,
            -77794.2619958718,
            7060150.197606243
        ],
        [
            1240.272813,
            1048.263496,
            192.009317,
            6982.355936,
            -77.794262,
            7060.150198
        ],
        [
            0.534025,
            0.451351,
            0.082674,
            0.1836,
            -0.064772,
            0.184071
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166368,
            -121008,
            -182784,
            -35698287,
            -31124377,
            -14501696
        ],
        [
            2.086403,
            2.663392,
            1.375432,
            1.073175,
            0.998564,
            1.171167
        ],
        [
            234,
            117,
            117,
            234,
            117,
            117
        ],
        [
            76,
            33,
            43,
            76,
            33,
            43
        ],
        [
            158,
            84,
            74,
            158,
            84,
            74
        ],
        [
            32.478632,
            28.205128,
            36.752137,
            32.478632,
            28.205128,
            36.752137
        ],
        [
            4.337523,
            6.779544,
            2.367023,
            2.231074,
            2.541799,
            2.015497
        ],
        [
            523477,
            523477,
            66096,
            23355323,
            23355323,
            12041248
        ],
        [
            -32275,
            -32275,
            -30297,
            -5452737,
            -5452737,
            -4004649
        ],
        [
            19,
            18,
            20,
            19,
            18,
            20
        ],
        [
            41,
            42,
            40,
            41,
            42,
            40
        ],
        [
            8,
            9,
            8,
            8,
            9,
            8
        ],
        [
            4497,
            2153,
            2344,
            4497,
            2153,
            2344
        ],
        [
            19.737552,
            0,
            21.737552,
            19.737552,
            0,
            21.737552
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363767,
            -387,
            -85485,
            -135781,
            -593654,
            -27798
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4645,
    "evaluation_days": 2322.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563580800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759988524497,
    "expiration_time": 1765987920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)