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Trade: ALGO/USDT/3/JMA/KCL/3379

Strategy
ALGO/USDT/3/JMA/KCL/3379
Pair
ALGO_USDT
Interval
3m
Score
516874
Daily Profit
0.936349
Profit Factor
1.799658
Profitability
63.157895
Streak
4.959147
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-02 22:52
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 48765.0393 13890.0139 34875.0255 58933.7436 13302.465 45631.2785
Total P&L (%) 48.765 13.89 34.875 58.9337 13.3025 45.6313
Avg Daily Profit (%) 0.9363 0.2667 0.6696 0.8936 0.2401 0.7244
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22276 -17679 -8334 -38529 -29569 -15502
Profit Factor 1.7997 1.4214 2.2445 1.6042 1.2567 1.9979
Total Trades 114 57 57 114 57 57
Winning Trades 72 36 36 72 36 36
Losing Trades 42 21 21 42 21 21
Profitability (%) 63.1579 63.1579 63.1579 63.1579 63.1579 63.1579
Ratio Avg Win / Avg Loss 1.0498 0.8292 1.3093 0.9358 0.7331 1.1654
Largest Winning Trade 8045 8045 7640 10919 9489 10919
Largest Losing Trade -6503 -6503 -5807 -10929 -10929 -10720
Avg Bars in Trades 212 102 322 212 102 322
Avg Bars in Winners 171 80 262 171 80 262
Avg Bars in Losers 282 139 425 282 139 425
Bars Traded 24219 5818 18401 24219 5818 18401
Profit Streak 4.9591 0 5.4508 4.9591 0 5.4508
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 516874 -217811 -167110 467349 -237324 -166162
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754586360000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759434730344,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 189,
            "offset": 0,
            "scalar": 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": [
        [
            48765.0393466113,
            13890.0138557315,
            34875.0254908798,
            58933.7435583644,
            13302.4650318179,
            45631.2785265463
        ],
        [
            48.765039,
            13.890014,
            34.875025,
            58.933744,
            13.302465,
            45.631279
        ],
        [
            0.936349,
            0.266705,
            0.669643,
            0.893595,
            0.240093,
            0.7244
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22276,
            -17679,
            -8334,
            -38529,
            -29569,
            -15502
        ],
        [
            1.799658,
            1.421431,
            2.244506,
            1.604161,
            1.256711,
            1.997896
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            63.157895,
            63.157895,
            63.157895,
            63.157895,
            63.157895,
            63.157895
        ],
        [
            1.0498,
            0.829168,
            1.309295,
            0.935761,
            0.733081,
            1.165439
        ],
        [
            8045,
            8045,
            7640,
            10919,
            9489,
            10919
        ],
        [
            -6503,
            -6503,
            -5807,
            -10929,
            -10929,
            -10720
        ],
        [
            212,
            102,
            322,
            212,
            102,
            322
        ],
        [
            171,
            80,
            262,
            171,
            80,
            262
        ],
        [
            282,
            139,
            425,
            282,
            139,
            425
        ],
        [
            24219,
            5818,
            18401,
            24219,
            5818,
            18401
        ],
        [
            4.959147,
            0,
            5.450814,
            4.959147,
            0,
            5.450814
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            516874,
            -217811,
            -167110,
            467349,
            -237324,
            -166162
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754586360000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759434730344,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 189,
            "offset": 0,
            "scalar": 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)