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Trade: ALGO/USDT/30/JMA/BBL/9223

Strategy
ALGO/USDT/30/JMA/BBL/9223
Pair
ALGO_USDT
Interval
30m
Score
664204
Daily Profit
0.166315
Profit Factor
5.327729
Profitability
65.625000
Streak
68.997142
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-13 00:55
Expiration Time
2025-12-26 23:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -253747.8573 -28038.0946 -225709.7628 -358123.5743 137618.5503 -495742.1246
Total P&L (%) -253.7479 -28.0381 -225.7098 -358.1236 137.6186 -495.7421
Avg Daily Profit (%) -0.4872 -0.0538 -0.4334 0 0.1663 0
Buy And Hold Return (%) 15.6214 15.6214 15.6214 15.6214 15.6214 15.6214
Max Trade Drawdown -317889 -34660 -311765 -682594 -15562 -761035
Profit Factor 0.4272 0.3711 0.4335 0.6064 5.3277 0.4354
Total Trades 63 32 31 63 32 31
Winning Trades 28 9 19 35 21 14
Losing Trades 35 23 12 28 11 17
Profitability (%) 44.4444 28.125 61.2903 55.5556 65.625 45.1613
Ratio Avg Win / Avg Loss 0.534 0.9484 0.2738 0.4851 2.7907 0.5287
Largest Winning Trade 21222 5737 21222 120365 18917 120365
Largest Losing Trade -302449 -4881 -302449 -444292 -11175 -444292
Avg Bars in Trades 361 18 716 361 18 716
Avg Bars in Winners 348 12 508 246 17 590
Avg Bars in Losers 372 20 1045 505 19 820
Bars Traded 22799 590 22209 22799 590 22209
Profit Streak 0 0 25.643 18.9763 68.9971 0
Trades During Streak 0 0 1 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -734784 -596865 -579380 -731066 664204 -583268
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715306400000,
    "first_datapoint_time": 1715686200000,
    "last_datapoint_time": 1760304600000,
    "evaluation_time": 1760306153073,
    "expiration_time": 1766784600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 40,
            "offset": 0,
            "std": 4.19832
        }
    }
}
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": [
        [
            -253747.8573326293,
            -28038.0945629218,
            -225709.7627697075,
            -358123.5743247587,
            137618.5502755768,
            -495742.1246003355
        ],
        [
            -253.747857,
            -28.038095,
            -225.709763,
            -358.123574,
            137.61855,
            -495.742125
        ],
        [
            -0.487199,
            -0.053833,
            -0.433366,
            0,
            0.166315,
            0
        ],
        [
            15.621437,
            15.621437,
            15.621437,
            15.621437,
            15.621437,
            15.621437
        ],
        [
            -317889,
            -34660,
            -311765,
            -682594,
            -15562,
            -761035
        ],
        [
            0.427219,
            0.371102,
            0.433498,
            0.606395,
            5.327729,
            0.43541
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            28,
            9,
            19,
            35,
            21,
            14
        ],
        [
            35,
            23,
            12,
            28,
            11,
            17
        ],
        [
            44.444444,
            28.125,
            61.290323,
            55.555556,
            65.625,
            45.16129
        ],
        [
            0.534024,
            0.948372,
            0.273788,
            0.485116,
            2.790715,
            0.528712
        ],
        [
            21222,
            5737,
            21222,
            120365,
            18917,
            120365
        ],
        [
            -302449,
            -4881,
            -302449,
            -444292,
            -11175,
            -444292
        ],
        [
            361,
            18,
            716,
            361,
            18,
            716
        ],
        [
            348,
            12,
            508,
            246,
            17,
            590
        ],
        [
            372,
            20,
            1045,
            505,
            19,
            820
        ],
        [
            22799,
            590,
            22209,
            22799,
            590,
            22209
        ],
        [
            0,
            0,
            25.642975,
            18.976309,
            68.997142,
            0
        ],
        [
            0,
            0,
            1,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -734784,
            -596865,
            -579380,
            -731066,
            664204,
            -583268
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715306400000,
    "first_datapoint_time": 1715686200000,
    "last_datapoint_time": 1760304600000,
    "evaluation_time": 1760306153073,
    "expiration_time": 1766784600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 40,
            "offset": 0,
            "std": 4.19832
        }
    }
}

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)