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Trade: ALGO/USDT/720/DCM/JMA/9972

Strategy
ALGO/USDT/720/DCM/JMA/9972
Pair
ALGO_USDT
Interval
12h
Score
410635
Daily Profit
0.167764
Profit Factor
2.046195
Profitability
51.515152
Streak
0.000000
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-27 18:01
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 311349.5543 383675.3675 -72325.8132 -88747.8812 45583.1894 -134331.0706
Total P&L (%) 311.3496 383.6754 -72.3258 -88.7479 45.5832 -134.3311
Avg Daily Profit (%) 0.1361 0.1678 -0.0316 -0.0955 0.0164 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141021 -87768 -131706 -271231 -148829 -191569
Profit Factor 1.4177 2.0462 0.809 0.895 1.1074 0.6809
Total Trades 65 33 32 65 33 32
Winning Trades 35 17 18 35 17 18
Losing Trades 30 16 14 30 16 14
Profitability (%) 53.8462 51.5152 56.25 53.8462 51.5152 56.25
Ratio Avg Win / Avg Loss 1.2152 1.9258 0.6292 0.7672 1.0422 0.5296
Largest Winning Trade 302953 302953 70205 171407 171407 46120
Largest Losing Trade -72381 -56107 -72381 -119816 -66512 -119816
Avg Bars in Trades 64 47 82 64 47 82
Avg Bars in Winners 67 24 108 67 24 108
Avg Bars in Losers 61 71 49 61 71 49
Bars Traded 4206 1558 2648 4206 1558 2648
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 -145985 410635 -580000 -716279 -274865 -580000
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567900800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758985264218,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 116,
            "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": [
        [
            311349.5542695623,
            383675.3674808749,
            -72325.8132113128,
            -88747.8812325261,
            45583.1893944501,
            -134331.0706269763
        ],
        [
            311.349554,
            383.675367,
            -72.325813,
            -88.747881,
            45.583189,
            -134.331071
        ],
        [
            0.136139,
            0.167764,
            -0.031625,
            -0.095478,
            0.016424,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141021,
            -87768,
            -131706,
            -271231,
            -148829,
            -191569
        ],
        [
            1.417718,
            2.046195,
            0.808977,
            0.895026,
            1.107385,
            0.680881
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            53.846154,
            51.515152,
            56.25,
            53.846154,
            51.515152,
            56.25
        ],
        [
            1.215187,
            1.92583,
            0.629205,
            0.767165,
            1.042244,
            0.529574
        ],
        [
            302953,
            302953,
            70205,
            171407,
            171407,
            46120
        ],
        [
            -72381,
            -56107,
            -72381,
            -119816,
            -66512,
            -119816
        ],
        [
            64,
            47,
            82,
            64,
            47,
            82
        ],
        [
            67,
            24,
            108,
            67,
            24,
            108
        ],
        [
            61,
            71,
            49,
            61,
            71,
            49
        ],
        [
            4206,
            1558,
            2648,
            4206,
            1558,
            2648
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145985,
            410635,
            -580000,
            -716279,
            -274865,
            -580000
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567900800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758985264218,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 116,
            "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)