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Trade: C98/USDT/120/JMA/MIDPRICE/4779

Strategy
C98/USDT/120/JMA/MIDPRICE/4779
Pair
C98_USDT
Interval
2h
Score
373744
Daily Profit
0.276740
Profit Factor
1.250813
Profitability
44.189853
Streak
0.000000
Best Strategy
Training Data Length
1530.170000
Evaluation Time
2025-09-30 23:07
Expiration Time
2025-11-24 22:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 423459.6712 189166.7668 234292.9045 504469.3376 -623445.3712 1127914.7088
Total P&L (%) 423.4597 189.1668 234.2929 504.4693 -623.4454 1127.9147
Avg Daily Profit (%) 0.2767 0.1236 0.1531 0.1177 0 0.164
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147795 -117091 -88200 -2619413 -2463915 -1441446
Profit Factor 1.2508 1.2167 1.2873 1.0272 0.9345 1.125
Total Trades 611 305 306 611 305 306
Winning Trades 270 131 139 270 131 139
Losing Trades 341 174 167 341 174 167
Profitability (%) 44.1899 42.9508 45.4248 44.1899 42.9508 45.4248
Ratio Avg Win / Avg Loss 1.5797 1.6161 1.5466 1.2973 1.2412 1.3516
Largest Winning Trade 75848 75848 63196 666542 666542 462497
Largest Losing Trade -24463 -19912 -24463 -475353 -296582 -475353
Avg Bars in Trades 29 30 28 29 30 28
Avg Bars in Winners 39 39 39 39 39 39
Avg Bars in Losers 22 24 20 22 24 20
Bars Traded 18218 9429 8789 18218 9429 8789
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 373744 -28988 283721 -224901 -580813 -75760
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18362,
    "evaluation_days": 1530.17,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1627812000000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759262846102,
    "expiration_time": 1764014630400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 17,
            "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": [
        [
            423459.6712270334,
            189166.7667684462,
            234292.9044585883,
            504469.3376471162,
            -623445.3711588327,
            1127914.7088059462
        ],
        [
            423.459671,
            189.166767,
            234.292904,
            504.469338,
            -623.445371,
            1127.914709
        ],
        [
            0.27674,
            0.123625,
            0.153116,
            0.11765,
            0,
            0.164031
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147795,
            -117091,
            -88200,
            -2619413,
            -2463915,
            -1441446
        ],
        [
            1.250813,
            1.216707,
            1.287323,
            1.027217,
            0.934452,
            1.124994
        ],
        [
            611,
            305,
            306,
            611,
            305,
            306
        ],
        [
            270,
            131,
            139,
            270,
            131,
            139
        ],
        [
            341,
            174,
            167,
            341,
            174,
            167
        ],
        [
            44.189853,
            42.95082,
            45.424837,
            44.189853,
            42.95082,
            45.424837
        ],
        [
            1.57973,
            1.616084,
            1.54664,
            1.297337,
            1.241181,
            1.351612
        ],
        [
            75848,
            75848,
            63196,
            666542,
            666542,
            462497
        ],
        [
            -24463,
            -19912,
            -24463,
            -475353,
            -296582,
            -475353
        ],
        [
            29,
            30,
            28,
            29,
            30,
            28
        ],
        [
            39,
            39,
            39,
            39,
            39,
            39
        ],
        [
            22,
            24,
            20,
            22,
            24,
            20
        ],
        [
            18218,
            9429,
            8789,
            18218,
            9429,
            8789
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373744,
            -28988,
            283721,
            -224901,
            -580813,
            -75760
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18362,
    "evaluation_days": 1530.17,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1627812000000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759262846102,
    "expiration_time": 1764014630400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 17,
            "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)