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Trade: ONE/USDT/240/JMA/VWMA/1142

Strategy
ONE/USDT/240/JMA/VWMA/1142
Pair
ONE_USDT
Interval
4h
Score
370480
Daily Profit
0.343941
Profit Factor
1.599437
Profitability
41.011236
Streak
18.606351
Best Strategy
Training Data Length
2321.000000
Evaluation Time
2025-10-08 13:33
Expiration Time
2025-12-17 01:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 798287.2383 788399.9945 9887.2438 9934.2392 27071.8569 -17137.6177
Total P&L (%) 798.2872 788.4 9.8872 9.9342 27.0719 -17.1376
Avg Daily Profit (%) 0.3439 0.3397 0.0043 0.0041 0.0103 -0.0081
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -180836 -164192 -253147 -481929 -363024 -172331
Profit Factor 1.5994 2.1234 1.0157 1.0059 1.0289 0.9769
Total Trades 178 89 89 178 89 89
Winning Trades 73 34 39 73 34 39
Losing Trades 105 55 50 105 55 50
Profitability (%) 41.0112 38.2022 43.8202 41.0112 38.2022 43.8202
Ratio Avg Win / Avg Loss 2.3006 3.4349 1.3022 1.4469 1.6643 1.2525
Largest Winning Trade 459669 459669 44763 283295 283295 83541
Largest Losing Trade -44046 -44046 -37948 -124575 -124575 -90817
Avg Bars in Trades 75 79 72 75 79 72
Avg Bars in Winners 112 113 112 112 113 112
Avg Bars in Losers 49 57 41 49 57 41
Bars Traded 13493 7034 6459 13493 7034 6459
Profit Streak 18.6064 0 26.6064 18.6064 0 26.6064
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370480 301161 -558343 -569171 -374981 -581289
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13926,
    "evaluation_days": 2321,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562716800000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759919588763,
    "expiration_time": 1765926432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 32,
            "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": [
        [
            798287.2383352115,
            788399.9945056032,
            9887.243829608,
            9934.2391777125,
            27071.8569117415,
            -17137.6177340291
        ],
        [
            798.287238,
            788.399995,
            9.887244,
            9.934239,
            27.071857,
            -17.137618
        ],
        [
            0.343941,
            0.339681,
            0.00426,
            0.004081,
            0.010323,
            -0.008099
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -180836,
            -164192,
            -253147,
            -481929,
            -363024,
            -172331
        ],
        [
            1.599437,
            2.123382,
            1.015696,
            1.005909,
            1.028866,
            0.976947
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            73,
            34,
            39,
            73,
            34,
            39
        ],
        [
            105,
            55,
            50,
            105,
            55,
            50
        ],
        [
            41.011236,
            38.202247,
            43.820225,
            41.011236,
            38.202247,
            43.820225
        ],
        [
            2.300561,
            3.434882,
            1.302174,
            1.446855,
            1.664343,
            1.252497
        ],
        [
            459669,
            459669,
            44763,
            283295,
            283295,
            83541
        ],
        [
            -44046,
            -44046,
            -37948,
            -124575,
            -124575,
            -90817
        ],
        [
            75,
            79,
            72,
            75,
            79,
            72
        ],
        [
            112,
            113,
            112,
            112,
            113,
            112
        ],
        [
            49,
            57,
            41,
            49,
            57,
            41
        ],
        [
            13493,
            7034,
            6459,
            13493,
            7034,
            6459
        ],
        [
            18.606351,
            0,
            26.606351,
            18.606351,
            0,
            26.606351
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370480,
            301161,
            -558343,
            -569171,
            -374981,
            -581289
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13926,
    "evaluation_days": 2321,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562716800000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759919588763,
    "expiration_time": 1765926432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 32,
            "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)