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Trade: ONE/USDT/720/DEMA/JMA/4950

Strategy
ONE/USDT/720/DEMA/JMA/4950
Pair
ONE_USDT
Interval
12h
Score
657387
Daily Profit
0.187556
Profit Factor
4.539989
Profitability
67.391304
Streak
24.605461
Best Strategy
Training Data Length
2320.500000
Evaluation Time
2025-10-07 05:31
Expiration Time
2025-12-15 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 874403.6003 843980.3488 30423.2515 -206996.5253 7633685.7704 -7840682.2957
Total P&L (%) 874.4036 843.9803 30.4233 -206.9965 7633.6858 -7840.6823
Avg Daily Profit (%) 0.3768 0.3637 0.0131 0 0.1876 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186781 -181832 -138344 -9870445 -1124861 -10033244
Profit Factor 1.9446 2.8161 1.066 0.9845 4.54 0.3008
Total Trades 91 46 45 91 46 45
Winning Trades 48 22 26 53 31 22
Losing Trades 43 24 19 38 15 23
Profitability (%) 52.7473 47.8261 57.7778 58.2418 67.3913 48.8889
Ratio Avg Win / Avg Loss 1.7421 3.0721 0.779 0.7059 2.1968 0.3145
Largest Winning Trade 356845 356845 60142 3485567 3485567 1006389
Largest Losing Trade -111772 -52942 -111772 -9418636 -1124861 -9418636
Avg Bars in Trades 49 61 37 49 61 37
Avg Bars in Winners 52 62 44 53 66 34
Avg Bars in Losers 45 60 27 44 50 39
Bars Traded 4500 2818 1682 4500 2818 1682
Profit Streak 0 0 41.6055 20.6055 24.6055 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 498286 505451 -326368 -578913 657387 -581144
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4641,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562630400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759804311817,
    "expiration_time": 1765809936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 55,
            "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": [
        [
            874403.6002836827,
            843980.3487757705,
            30423.2515079122,
            -206996.525274229,
            7633685.7704395875,
            -7840682.295713815
        ],
        [
            874.4036,
            843.980349,
            30.423252,
            -206.996525,
            7633.68577,
            -7840.682296
        ],
        [
            0.376817,
            0.363706,
            0.013111,
            0,
            0.187556,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186781,
            -181832,
            -138344,
            -9870445,
            -1124861,
            -10033244
        ],
        [
            1.944618,
            2.81613,
            1.066,
            0.984519,
            4.539989,
            0.300828
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            48,
            22,
            26,
            53,
            31,
            22
        ],
        [
            43,
            24,
            19,
            38,
            15,
            23
        ],
        [
            52.747253,
            47.826087,
            57.777778,
            58.241758,
            67.391304,
            48.888889
        ],
        [
            1.742054,
            3.072142,
            0.779,
            0.705881,
            2.196769,
            0.314502
        ],
        [
            356845,
            356845,
            60142,
            3485567,
            3485567,
            1006389
        ],
        [
            -111772,
            -52942,
            -111772,
            -9418636,
            -1124861,
            -9418636
        ],
        [
            49,
            61,
            37,
            49,
            61,
            37
        ],
        [
            52,
            62,
            44,
            53,
            66,
            34
        ],
        [
            45,
            60,
            27,
            44,
            50,
            39
        ],
        [
            4500,
            2818,
            1682,
            4500,
            2818,
            1682
        ],
        [
            0,
            0,
            41.605461,
            20.605461,
            24.605461,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            498286,
            505451,
            -326368,
            -578913,
            657387,
            -581144
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4641,
    "evaluation_days": 2320.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562630400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759804311817,
    "expiration_time": 1765809936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 55,
            "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)