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Trade: ALGO/USDT/720/JMA/HILO/5158

Strategy
ALGO/USDT/720/JMA/HILO/5158
Pair
ALGO_USDT
Interval
12h
Score
421855
Daily Profit
0.204764
Profit Factor
1.478758
Profitability
53.205128
Streak
78.343151
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-25 23:14
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 468295.3885 395859.6463 72435.7422 -94744.9473 539669.164 -634414.1113
Total P&L (%) 468.2954 395.8596 72.4357 -94.7449 539.6692 -634.4141
Avg Daily Profit (%) 0.2048 0.1731 0.0317 -0.1287 0.0812 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172869 -124186 -250097 -891818 -83522 -978006
Profit Factor 1.4788 1.9528 1.1287 0.9296 3.4565 0.437
Total Trades 156 78 78 156 78 78
Winning Trades 83 39 44 83 39 44
Losing Trades 73 39 34 73 39 34
Profitability (%) 53.2051 50 56.4103 53.2051 50 56.4103
Ratio Avg Win / Avg Loss 1.3006 1.9528 0.8722 0.8176 3.4565 0.3377
Largest Winning Trade 110274 110274 59256 306727 306727 197120
Largest Losing Trade -97635 -28161 -97635 -769248 -72034 -769248
Avg Bars in Trades 27 22 32 27 22 32
Avg Bars in Winners 30 22 37 30 22 37
Avg Bars in Losers 24 22 27 24 22 27
Bars Traded 4325 1756 2569 4325 1756 2569
Profit Streak 78.3432 237.3432 78.3432 78.3432 237.3432 78.3432
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421855 -21701 -263958 -577897 -110343 -613569

Evaluation Data

{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1566604800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758831248283,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 125,
            "offset": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            468295.388459021,
            395859.6462588143,
            72435.7422002064,
            -94744.9472669914,
            539669.1640235358,
            -634414.1112905272
        ],
        [
            468.295388,
            395.859646,
            72.435742,
            -94.744947,
            539.669164,
            -634.414111
        ],
        [
            0.204764,
            0.173091,
            0.031673,
            -0.128731,
            0.081178,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172869,
            -124186,
            -250097,
            -891818,
            -83522,
            -978006
        ],
        [
            1.478758,
            1.95284,
            1.12873,
            0.929641,
            3.456523,
            0.437031
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            83,
            39,
            44,
            83,
            39,
            44
        ],
        [
            73,
            39,
            34,
            73,
            39,
            34
        ],
        [
            53.205128,
            50,
            56.410256,
            53.205128,
            50,
            56.410256
        ],
        [
            1.300594,
            1.95284,
            0.872201,
            0.817636,
            3.456523,
            0.337706
        ],
        [
            110274,
            110274,
            59256,
            306727,
            306727,
            197120
        ],
        [
            -97635,
            -28161,
            -97635,
            -769248,
            -72034,
            -769248
        ],
        [
            27,
            22,
            32,
            27,
            22,
            32
        ],
        [
            30,
            22,
            37,
            30,
            22,
            37
        ],
        [
            24,
            22,
            27,
            24,
            22,
            27
        ],
        [
            4325,
            1756,
            2569,
            4325,
            1756,
            2569
        ],
        [
            78.343151,
            237.343151,
            78.343151,
            78.343151,
            237.343151,
            78.343151
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421855,
            -21701,
            -263958,
            -577897,
            -110343,
            -613569
        ]
    ]
}
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": 1566604800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758831248283,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 125,
            "offset": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)