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Trade: ONE/USDT/720/JMA/FWMA/3063

Strategy
ONE/USDT/720/JMA/FWMA/3063
Pair
ONE_USDT
Interval
12h
Score
359202
Daily Profit
0.461783
Profit Factor
1.941654
Profitability
35.164835
Streak
20.599855
Best Strategy
Training Data Length
2324.000000
Evaluation Time
2025-10-10 17:23
Expiration Time
2025-12-19 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1073183.8674 952254.1834 120929.6839 1410386.2936 270585.7876 1139800.506
Total P&L (%) 1073.1839 952.2542 120.9297 1410.3863 270.5858 1139.8005
Avg Daily Profit (%) 0.4618 0.4097 0.052 0.1169 0.0564 0.1084
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170996 -113594 -193133 -5378062 -4405724 -2974205
Profit Factor 1.9417 2.5518 1.2299 1.0917 1.0304 1.1756
Total Trades 182 91 91 182 91 91
Winning Trades 64 29 35 64 29 35
Losing Trades 118 62 56 118 62 56
Profitability (%) 35.1648 31.8681 38.4615 35.1648 31.8681 38.4615
Ratio Avg Win / Avg Loss 3.5799 5.4555 1.9678 2.0128 2.203 1.8809
Largest Winning Trade 517119 517119 64277 3716733 3716733 1278981
Largest Losing Trade -37083 -37083 -27821 -966621 -966621 -734441
Avg Bars in Trades 24 24 25 24 24 25
Avg Bars in Winners 47 47 47 47 47 47
Avg Bars in Losers 12 13 11 12 13 11
Bars Traded 4497 2219 2278 4497 2219 2278
Profit Streak 20.5999 0 23.0999 20.5999 0 23.0999
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359202 273992 -126633 -159072 -310652 -78116
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4648,
    "evaluation_days": 2324,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564142400000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760106227519,
    "expiration_time": 1766121408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 112,
            "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": [
        [
            1073183.8673772444,
            952254.1834411698,
            120929.6839360743,
            1410386.293604792,
            270585.7875960995,
            1139800.5060086895
        ],
        [
            1073.183867,
            952.254183,
            120.929684,
            1410.386294,
            270.585788,
            1139.800506
        ],
        [
            0.461783,
            0.409748,
            0.052035,
            0.116891,
            0.056381,
            0.108386
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170996,
            -113594,
            -193133,
            -5378062,
            -4405724,
            -2974205
        ],
        [
            1.941654,
            2.551762,
            1.229896,
            1.091694,
            1.030436,
            1.17559
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            64,
            29,
            35,
            64,
            29,
            35
        ],
        [
            118,
            62,
            56,
            118,
            62,
            56
        ],
        [
            35.164835,
            31.868132,
            38.461538,
            35.164835,
            31.868132,
            38.461538
        ],
        [
            3.579925,
            5.455492,
            1.967833,
            2.012811,
            2.203002,
            1.880944
        ],
        [
            517119,
            517119,
            64277,
            3716733,
            3716733,
            1278981
        ],
        [
            -37083,
            -37083,
            -27821,
            -966621,
            -966621,
            -734441
        ],
        [
            24,
            24,
            25,
            24,
            24,
            25
        ],
        [
            47,
            47,
            47,
            47,
            47,
            47
        ],
        [
            12,
            13,
            11,
            12,
            13,
            11
        ],
        [
            4497,
            2219,
            2278,
            4497,
            2219,
            2278
        ],
        [
            20.599855,
            0,
            23.099855,
            20.599856,
            0,
            23.099856
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359202,
            273992,
            -126633,
            -159072,
            -310652,
            -78116
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4648,
    "evaluation_days": 2324,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564142400000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760106227519,
    "expiration_time": 1766121408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 112,
            "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)