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Trade: DOT/USDT/720/MIDPRICE/JMA/3362

Strategy
DOT/USDT/720/MIDPRICE/JMA/3362
Pair
DOT_USDT
Interval
12h
Score
459635
Daily Profit
0.297793
Profit Factor
1.769854
Profitability
57.638889
Streak
0.000000
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-26 22:35
Expiration Time
2025-11-19 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 554937.783 460061.4586 94876.3244 571495.58 473658.6879 97836.8921
Total P&L (%) 554.9378 460.0615 94.8763 571.4956 473.6587 97.8369
Avg Daily Profit (%) 0.2978 0.2469 0.0509 0.1022 0.0938 0.0366
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107575 -64401 -101997 -1461992 -749352 -868549
Profit Factor 1.7699 2.6055 1.2185 1.1093 1.2276 1.0311
Total Trades 144 72 72 144 72 72
Winning Trades 83 41 42 83 41 42
Losing Trades 61 31 30 61 31 30
Profitability (%) 57.6389 56.9444 58.3333 57.6389 56.9444 58.3333
Ratio Avg Win / Avg Loss 1.3007 1.97 0.8703 0.8152 0.9282 0.7365
Largest Winning Trade 292898 292898 50503 630938 586455 630938
Largest Losing Trade -54168 -40950 -54168 -650533 -249839 -650533
Avg Bars in Trades 25 19 30 25 19 30
Avg Bars in Winners 28 20 35 28 20 35
Avg Bars in Losers 21 18 24 21 18 24
Bars Traded 3630 1415 2215 3630 1415 2215
Profit Streak 0 55.316 0 0 55.316 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 459635 -64450 -205103 -156411 -147225 -410097

Evaluation Data

{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1599998400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758915299798,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 53,
            "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": [
        [
            554937.782952735,
            460061.4585687973,
            94876.3243839374,
            571495.5800382256,
            473658.6879331578,
            97836.8921050678
        ],
        [
            554.937783,
            460.061459,
            94.876324,
            571.49558,
            473.658688,
            97.836892
        ],
        [
            0.297793,
            0.24688,
            0.050913,
            0.102244,
            0.093785,
            0.036619
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107575,
            -64401,
            -101997,
            -1461992,
            -749352,
            -868549
        ],
        [
            1.769854,
            2.605473,
            1.21847,
            1.109271,
            1.227591,
            1.03107
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            57.638889,
            56.944444,
            58.333333,
            57.638889,
            56.944444,
            58.333333
        ],
        [
            1.300736,
            1.969992,
            0.870336,
            0.815247,
            0.928179,
            0.736479
        ],
        [
            292898,
            292898,
            50503,
            630938,
            586455,
            630938
        ],
        [
            -54168,
            -40950,
            -54168,
            -650533,
            -249839,
            -650533
        ],
        [
            25,
            19,
            30,
            25,
            19,
            30
        ],
        [
            28,
            20,
            35,
            28,
            20,
            35
        ],
        [
            21,
            18,
            24,
            21,
            18,
            24
        ],
        [
            3630,
            1415,
            2215,
            3630,
            1415,
            2215
        ],
        [
            0,
            55.31597,
            0,
            0,
            55.31597,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            459635,
            -64450,
            -205103,
            -156411,
            -147225,
            -410097
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597752000000,
    "first_datapoint_time": 1599998400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758915299798,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 53,
            "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)