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Trade: ALGO/USDT/120/JMA/BBU/2875

Strategy
ALGO/USDT/120/JMA/BBU/2875
Pair
ALGO_USDT
Interval
2h
Score
504221
Daily Profit
0.241045
Profit Factor
1.676499
Profitability
75.280899
Streak
23.580266
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-07 00:55
Expiration Time
2025-12-20 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 502176.8131 391433.6123 110743.2008 771665.6832 -289210.5021 1060876.1853
Total P&L (%) 502.1768 391.4336 110.7432 771.6657 -289.2105 1060.8762
Avg Daily Profit (%) 0.241 0.1879 0.0532 0.104 0 0.1178
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138259 -176371 -25616 -2971734 -3576230 -822170
Profit Factor 1.6765 1.6262 1.9449 1.0781 0.9657 1.7329
Total Trades 267 133 134 267 133 134
Winning Trades 201 104 97 201 104 97
Losing Trades 66 29 37 66 29 37
Profitability (%) 75.2809 78.1955 72.3881 75.2809 78.1955 72.3881
Ratio Avg Win / Avg Loss 0.5505 0.4535 0.7419 0.354 0.2693 0.661
Largest Winning Trade 47382 47382 11699 508619 508619 301396
Largest Losing Trade -60923 -60923 -23438 -1357297 -1357297 -755174
Avg Bars in Trades 92 181 3 92 181 3
Avg Bars in Winners 33 62 2 33 62 2
Avg Bars in Losers 270 607 7 270 607 7
Bars Traded 24576 24092 484 24576 24092 484
Profit Streak 23.5803 0 84.4969 23.5803 0 84.4969
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 504221 415796 -117071 -184767 -577046 -30934
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579716000000,
    "first_datapoint_time": 1580738400000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759787735001,
    "expiration_time": 1766260800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 211,
            "offset": 0,
            "std": 2.77795
        }
    }
}
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": [
        [
            502176.8131101967,
            391433.6123253711,
            110743.2007848261,
            771665.6831608091,
            -289210.5021383596,
            1060876.1852991688
        ],
        [
            502.176813,
            391.433612,
            110.743201,
            771.665683,
            -289.210502,
            1060.876185
        ],
        [
            0.241045,
            0.187888,
            0.053157,
            0.103986,
            0,
            0.117754
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138259,
            -176371,
            -25616,
            -2971734,
            -3576230,
            -822170
        ],
        [
            1.676499,
            1.626178,
            1.944898,
            1.078135,
            0.965687,
            1.732887
        ],
        [
            267,
            133,
            134,
            267,
            133,
            134
        ],
        [
            201,
            104,
            97,
            201,
            104,
            97
        ],
        [
            66,
            29,
            37,
            66,
            29,
            37
        ],
        [
            75.280899,
            78.195489,
            72.38806,
            75.280899,
            78.195489,
            72.38806
        ],
        [
            0.550492,
            0.453453,
            0.741868,
            0.354014,
            0.269278,
            0.660998
        ],
        [
            47382,
            47382,
            11699,
            508619,
            508619,
            301396
        ],
        [
            -60923,
            -60923,
            -23438,
            -1357297,
            -1357297,
            -755174
        ],
        [
            92,
            181,
            3,
            92,
            181,
            3
        ],
        [
            33,
            62,
            2,
            33,
            62,
            2
        ],
        [
            270,
            607,
            7,
            270,
            607,
            7
        ],
        [
            24576,
            24092,
            484,
            24576,
            24092,
            484
        ],
        [
            23.580266,
            0,
            84.496933,
            23.580266,
            0,
            84.496933
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            504221,
            415796,
            -117071,
            -184767,
            -577046,
            -30934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579716000000,
    "first_datapoint_time": 1580738400000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759787735001,
    "expiration_time": 1766260800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 211,
            "offset": 0,
            "std": 2.77795
        }
    }
}

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)