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Trade: ONE/USDT/480/JMA/VWAP/6527

Strategy
ONE/USDT/480/JMA/VWAP/6527
Pair
ONE_USDT
Interval
8h
Score
308638
Daily Profit
0.489837
Profit Factor
1.859754
Profitability
30.000000
Streak
18.122260
Best Strategy
Training Data Length
2322.670000
Evaluation Time
2025-10-09 13:56
Expiration Time
2025-12-18 02:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1137730.3339 986825.8318 150904.5021 3361017.4385 151976.5451 3209040.8934
Total P&L (%) 1137.7303 986.8258 150.9045 3361.0174 151.9765 3209.0409
Avg Daily Profit (%) 0.4898 0.4249 0.065 0.1527 0.0398 0.1508
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166402 -88774 -226280 -8599760 -7577778 -2949961
Profit Factor 1.8598 2.4539 1.2341 1.1611 1.012 1.3916
Total Trades 280 140 140 280 140 140
Winning Trades 84 44 40 84 44 40
Losing Trades 196 96 100 196 96 100
Profitability (%) 30 31.4286 28.5714 30 31.4286 28.5714
Ratio Avg Win / Avg Loss 4.3394 5.3541 3.0853 2.7091 2.208 3.479
Largest Winning Trade 495065 495065 64534 5477431 5477431 3277194
Largest Losing Trade -34289 -34289 -24799 -1987501 -1987501 -1018608
Avg Bars in Trades 24 24 23 24 24 23
Avg Bars in Winners 56 54 58 56 54 58
Avg Bars in Losers 10 10 9 10 10 9
Bars Traded 6747 3432 3315 6747 3432 3315
Profit Streak 18.1223 0 18.4556 18.1223 0 18.4556
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308638 270298 -118804 -40084 -353096 -4045
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6968,
    "evaluation_days": 2322.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563062400000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760007363271,
    "expiration_time": 1766017152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1137730.3339029057,
            986825.8318389927,
            150904.5020639122,
            3361017.4385415763,
            151976.5451394239,
            3209040.8934021527
        ],
        [
            1137.730334,
            986.825832,
            150.904502,
            3361.017439,
            151.976545,
            3209.040893
        ],
        [
            0.489837,
            0.424867,
            0.06497,
            0.152706,
            0.039797,
            0.15077
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166402,
            -88774,
            -226280,
            -8599760,
            -7577778,
            -2949961
        ],
        [
            1.859754,
            2.453946,
            1.234106,
            1.161063,
            1.011992,
            1.391608
        ],
        [
            280,
            140,
            140,
            280,
            140,
            140
        ],
        [
            84,
            44,
            40,
            84,
            44,
            40
        ],
        [
            196,
            96,
            100,
            196,
            96,
            100
        ],
        [
            30,
            31.428571,
            28.571429,
            30,
            31.428571,
            28.571429
        ],
        [
            4.339426,
            5.354063,
            3.085266,
            2.709148,
            2.207983,
            3.479021
        ],
        [
            495065,
            495065,
            64534,
            5477431,
            5477431,
            3277194
        ],
        [
            -34289,
            -34289,
            -24799,
            -1987501,
            -1987501,
            -1018608
        ],
        [
            24,
            24,
            23,
            24,
            24,
            23
        ],
        [
            56,
            54,
            58,
            56,
            54,
            58
        ],
        [
            10,
            10,
            9,
            10,
            10,
            9
        ],
        [
            6747,
            3432,
            3315,
            6747,
            3432,
            3315
        ],
        [
            18.12226,
            0,
            18.455593,
            18.12226,
            0,
            18.455593
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308638,
            270298,
            -118804,
            -40084,
            -353096,
            -4045
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6968,
    "evaluation_days": 2322.67,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563062400000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760007363271,
    "expiration_time": 1766017152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)