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Trade: ALGO/USDT/120/MIDPOINT/JMA/1342

Strategy
ALGO/USDT/120/MIDPOINT/JMA/1342
Pair
ALGO_USDT
Interval
2h
Score
334795
Daily Profit
0.164636
Profit Factor
1.377249
Profitability
53.900709
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-07 06:57
Expiration Time
2025-12-21 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 390910.4322 342992.1418 47918.2904 72936.968 274349.4006 -201412.4326
Total P&L (%) 390.9104 342.9921 47.9183 72.937 274.3494 -201.4124
Avg Daily Profit (%) 0.1876 0.1646 0.023 0.0263 0.0634 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140767 -136397 -130131 -368747 -166047 -269619
Profit Factor 1.2197 1.3772 1.0551 1.0293 1.2342 0.8472
Total Trades 565 282 283 565 282 283
Winning Trades 313 152 161 313 152 161
Losing Trades 252 130 122 252 130 122
Profitability (%) 55.3982 53.9007 56.8905 55.3982 53.9007 56.8905
Ratio Avg Win / Avg Loss 0.982 1.1779 0.7995 0.8287 1.0556 0.642
Largest Winning Trade 117239 117239 32471 122600 122600 65240
Largest Losing Trade -43471 -43471 -38278 -117849 -95344 -117849
Avg Bars in Trades 43 37 49 43 37 49
Avg Bars in Winners 35 29 41 35 29 41
Avg Bars in Losers 53 47 60 53 47 60
Bars Traded 24634 10650 13984 24634 10650 13984
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327367 334795 -323472 -344058 -107191 -578960
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579737600000,
    "first_datapoint_time": 1580860800000,
    "last_datapoint_time": 1759802400000,
    "evaluation_time": 1759809443097,
    "expiration_time": 1766282400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 157,
            "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": [
        [
            390910.4322453603,
            342992.1418173083,
            47918.2904280522,
            72936.9680253763,
            274349.400608392,
            -201412.4325830157
        ],
        [
            390.910432,
            342.992142,
            47.91829,
            72.936968,
            274.349401,
            -201.412433
        ],
        [
            0.187637,
            0.164636,
            0.023001,
            0.026296,
            0.063381,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140767,
            -136397,
            -130131,
            -368747,
            -166047,
            -269619
        ],
        [
            1.219667,
            1.377249,
            1.055055,
            1.029299,
            1.234221,
            0.847189
        ],
        [
            565,
            282,
            283,
            565,
            282,
            283
        ],
        [
            313,
            152,
            161,
            313,
            152,
            161
        ],
        [
            252,
            130,
            122,
            252,
            130,
            122
        ],
        [
            55.39823,
            53.900709,
            56.890459,
            55.39823,
            53.900709,
            56.890459
        ],
        [
            0.981968,
            1.17791,
            0.799483,
            0.828701,
            1.055584,
            0.641969
        ],
        [
            117239,
            117239,
            32471,
            122600,
            122600,
            65240
        ],
        [
            -43471,
            -43471,
            -38278,
            -117849,
            -95344,
            -117849
        ],
        [
            43,
            37,
            49,
            43,
            37,
            49
        ],
        [
            35,
            29,
            41,
            35,
            29,
            41
        ],
        [
            53,
            47,
            60,
            53,
            47,
            60
        ],
        [
            24634,
            10650,
            13984,
            24634,
            10650,
            13984
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327367,
            334795,
            -323472,
            -344058,
            -107191,
            -578960
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579737600000,
    "first_datapoint_time": 1580860800000,
    "last_datapoint_time": 1759802400000,
    "evaluation_time": 1759809443097,
    "expiration_time": 1766282400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 157,
            "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)