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Trade: ALGO/USDT/15/JMA/BBL/9637

Strategy
ALGO/USDT/15/JMA/BBL/9637
Pair
ALGO_USDT
Interval
15m
Score
311296
Daily Profit
0.254232
Profit Factor
1.255052
Profitability
52.571429
Streak
7.075359
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 02:18
Expiration Time
2025-12-16 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 66207.0416 17429.8153 48777.2263 -4528.9701 39522.2837 -44051.2538
Total P&L (%) 66.207 17.4298 48.7772 -4.529 39.5223 -44.0513
Avg Daily Profit (%) 0.2542 0.0669 0.1873 -0.0178 0.128 -0.2228
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73550 -9949 -78310 -211449 -16472 -222225
Profit Factor 1.2551 1.2836 1.2462 0.9916 1.3943 0.8994
Total Trades 175 88 87 175 88 87
Winning Trades 92 45 47 92 45 47
Losing Trades 83 43 40 83 43 40
Profitability (%) 52.5714 51.1364 54.023 52.5714 51.1364 54.023
Ratio Avg Win / Avg Loss 1.1323 1.2266 1.0606 0.8946 1.3323 0.7654
Largest Winning Trade 26488 8915 26488 30302 14133 30302
Largest Losing Trade -69824 -6571 -69824 -183342 -9901 -183342
Avg Bars in Trades 135 18 253 135 18 253
Avg Bars in Winners 132 21 237 132 21 237
Avg Bars in Losers 139 15 272 139 15 272
Bars Traded 23744 1670 22074 23744 1670 22074
Profit Streak 7.0754 7.0754 7.4087 7.0754 7.0754 7.4087
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311296 -112790 191155 -579771 -24386 -581293
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736860500000,
    "first_datapoint_time": 1737011700000,
    "last_datapoint_time": 1759359600000,
    "evaluation_time": 1759360711056,
    "expiration_time": 1765839600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 28,
            "offset": 0,
            "std": 2.8153
        }
    }
}
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": [
        [
            66207.0415947126,
            17429.8153349426,
            48777.22625977,
            -4528.9700878827,
            39522.2837073915,
            -44051.2537952742
        ],
        [
            66.207042,
            17.429815,
            48.777226,
            -4.52897,
            39.522284,
            -44.051254
        ],
        [
            0.254232,
            0.06693,
            0.187302,
            -0.017796,
            0.127973,
            -0.222751
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73550,
            -9949,
            -78310,
            -211449,
            -16472,
            -222225
        ],
        [
            1.255052,
            1.283627,
            1.246188,
            0.991581,
            1.394287,
            0.899352
        ],
        [
            175,
            88,
            87,
            175,
            88,
            87
        ],
        [
            92,
            45,
            47,
            92,
            45,
            47
        ],
        [
            83,
            43,
            40,
            83,
            43,
            40
        ],
        [
            52.571429,
            51.136364,
            54.022989,
            52.571429,
            51.136364,
            54.022989
        ],
        [
            1.132275,
            1.226577,
            1.060586,
            0.894578,
            1.332319,
            0.765406
        ],
        [
            26488,
            8915,
            26488,
            30302,
            14133,
            30302
        ],
        [
            -69824,
            -6571,
            -69824,
            -183342,
            -9901,
            -183342
        ],
        [
            135,
            18,
            253,
            135,
            18,
            253
        ],
        [
            132,
            21,
            237,
            132,
            21,
            237
        ],
        [
            139,
            15,
            272,
            139,
            15,
            272
        ],
        [
            23744,
            1670,
            22074,
            23744,
            1670,
            22074
        ],
        [
            7.075359,
            7.075359,
            7.408693,
            7.075359,
            7.075359,
            7.408693
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311296,
            -112790,
            191155,
            -579771,
            -24386,
            -581293
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736860500000,
    "first_datapoint_time": 1737011700000,
    "last_datapoint_time": 1759359600000,
    "evaluation_time": 1759360711056,
    "expiration_time": 1765839600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 28,
            "offset": 0,
            "std": 2.8153
        }
    }
}

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)