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Trade: ALGO/USDT/360/SSF/JMA/1347

Strategy
ALGO/USDT/360/SSF/JMA/1347
Pair
ALGO_USDT
Interval
6h
Score
309314
Daily Profit
0.229334
Profit Factor
1.744714
Profitability
41.584158
Streak
0.000000
Best Strategy
Training Data Length
2286.750000
Evaluation Time
2025-09-26 11:29
Expiration Time
2025-12-02 04:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 524429.7577 426838.6945 97591.0632 280789.8709 517876.4839 -237086.613
Total P&L (%) 524.4298 426.8387 97.5911 280.7899 517.8765 -237.0866
Avg Daily Profit (%) 0.2293 0.1867 0.0427 0.0585 0.0797 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113319 -118201 -101626 -1078909 -643278 -454999
Profit Factor 1.7447 2.0845 1.3142 1.0838 1.2792 0.8416
Total Trades 101 51 50 101 51 50
Winning Trades 42 20 22 42 20 22
Losing Trades 59 31 28 59 31 28
Profitability (%) 41.5842 39.2157 44 41.5842 39.2157 44
Ratio Avg Win / Avg Loss 2.4509 3.2309 1.6726 1.5224 1.9828 1.0712
Largest Winning Trade 233613 233613 62352 946898 946898 234523
Largest Losing Trade -40980 -40980 -26808 -361507 -292779 -361507
Avg Bars in Trades 89 72 105 89 72 105
Avg Bars in Winners 137 113 159 137 113 159
Avg Bars in Losers 54 46 63 54 46 63
Bars Traded 9008 3714 5294 9008 3714 5294
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 309314 -172779 -317010 -245096 -269344 -761500

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563408000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875378524,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 114,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 105,
            "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": [
        [
            524429.7576540445,
            426838.6944801235,
            97591.0631739209,
            280789.8709078039,
            517876.4838794162,
            -237086.6129716124
        ],
        [
            524.429758,
            426.838694,
            97.591063,
            280.789871,
            517.876484,
            -237.086613
        ],
        [
            0.229334,
            0.186657,
            0.042677,
            0.058488,
            0.07967,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113319,
            -118201,
            -101626,
            -1078909,
            -643278,
            -454999
        ],
        [
            1.744714,
            2.08446,
            1.314194,
            1.083769,
            1.279204,
            0.84164
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            41.584158,
            39.215686,
            44,
            41.584158,
            39.215686,
            44
        ],
        [
            2.450908,
            3.230914,
            1.672611,
            1.522437,
            1.982767,
            1.071179
        ],
        [
            233613,
            233613,
            62352,
            946898,
            946898,
            234523
        ],
        [
            -40980,
            -40980,
            -26808,
            -361507,
            -292779,
            -361507
        ],
        [
            89,
            72,
            105,
            89,
            72,
            105
        ],
        [
            137,
            113,
            159,
            137,
            113,
            159
        ],
        [
            54,
            46,
            63,
            54,
            46,
            63
        ],
        [
            9008,
            3714,
            5294,
            9008,
            3714,
            5294
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309314,
            -172779,
            -317010,
            -245096,
            -269344,
            -761500
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9147,
    "evaluation_days": 2286.75,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1563408000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875378524,
    "expiration_time": 1764642456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 114,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 105,
            "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)