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Trade: FIL/USDT/480/MIDPRICE/JMA/1588

Strategy
FIL/USDT/480/MIDPRICE/JMA/1588
Pair
FIL_USDT
Interval
8h
Score
513726
Daily Profit
0.188269
Profit Factor
2.684293
Profitability
66.666667
Streak
67.078949
Best Strategy
Training Data Length
1806.330000
Evaluation Time
2025-09-26 04:53
Expiration Time
2025-11-18 22:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 653576.0011 313500.3579 340075.6431 4874258.3906 -855118.4371 5729376.8277
Total P&L (%) 653.576 313.5004 340.0756 4874.2584 -855.1184 5729.3768
Avg Daily Profit (%) 0.3618 0.1736 0.1883 0.2165 0 0.2253
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65751 -63281 -66527 -3795048 -3265008 -4753615
Profit Factor 2.5771 2.4753 2.6843 1.232 0.9153 1.5249
Total Trades 78 39 39 78 39 39
Winning Trades 48 22 26 48 22 26
Losing Trades 30 17 13 30 17 13
Profitability (%) 61.5385 56.4103 66.6667 61.5385 56.4103 66.6667
Ratio Avg Win / Avg Loss 1.6107 1.9128 1.3421 0.77 0.7073 0.7625
Largest Winning Trade 146205 146205 39061 1838028 1838028 1611765
Largest Losing Trade -62243 -32192 -62243 -3152110 -1748914 -3152110
Avg Bars in Trades 64 38 90 64 38 90
Avg Bars in Winners 73 32 108 73 32 108
Avg Bars in Losers 49 47 53 49 47 53
Bars Traded 5042 1519 3522 5042 1519 3522
Profit Streak 48.4123 0 67.0789 48.4123 0 67.0789
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -22107 466709 513726 -30262 -579926 388282

Evaluation Data

{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5419,
    "evaluation_days": 1806.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1607155200000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758851621196,
    "expiration_time": 1763498016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 153,
            "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": [
        [
            653576.0010509447,
            313500.3579146565,
            340075.643136288,
            4874258.390591083,
            -855118.4371309697,
            5729376.827722052
        ],
        [
            653.576001,
            313.500358,
            340.075643,
            4874.258391,
            -855.118437,
            5729.376828
        ],
        [
            0.361825,
            0.173557,
            0.188269,
            0.216521,
            0,
            0.225323
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65751,
            -63281,
            -66527,
            -3795048,
            -3265008,
            -4753615
        ],
        [
            2.577142,
            2.475328,
            2.684293,
            1.231958,
            0.915327,
            1.524934
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            61.538462,
            56.410256,
            66.666667,
            61.538462,
            56.410256,
            66.666667
        ],
        [
            1.610714,
            1.912753,
            1.342147,
            0.769974,
            0.707298,
            0.762467
        ],
        [
            146205,
            146205,
            39061,
            1838028,
            1838028,
            1611765
        ],
        [
            -62243,
            -32192,
            -62243,
            -3152110,
            -1748914,
            -3152110
        ],
        [
            64,
            38,
            90,
            64,
            38,
            90
        ],
        [
            73,
            32,
            108,
            73,
            32,
            108
        ],
        [
            49,
            47,
            53,
            49,
            47,
            53
        ],
        [
            5042,
            1519,
            3522,
            5042,
            1519,
            3522
        ],
        [
            48.412282,
            0,
            67.078949,
            48.412282,
            0,
            67.078949
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -22107,
            466709,
            513726,
            -30262,
            -579926,
            388282
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5419,
    "evaluation_days": 1806.33,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1607155200000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758851621196,
    "expiration_time": 1763498016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 153,
            "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)