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Trade: DOT/USDT/720/OHLC4/JMA/2591

Strategy
DOT/USDT/720/OHLC4/JMA/2591
Pair
DOT_USDT
Interval
12h
Score
542645
Daily Profit
0.436879
Profit Factor
1.835664
Profitability
49.462366
Streak
0.000000
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-26 12:27
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 814124.8884 737657.6595 76467.2288 343028.7707 531460.7066 -188431.9359
Total P&L (%) 814.1249 737.6577 76.4672 343.0288 531.4607 -188.4319
Avg Daily Profit (%) 0.4369 0.3958 0.041 0.0799 0.0989 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130206 -102756 -72188 -1500528 -1080550 -971221
Profit Factor 1.8357 2.3789 1.1741 1.0344 1.1008 0.9599
Total Trades 279 139 140 279 139 140
Winning Trades 138 61 77 138 61 77
Losing Trades 141 78 63 141 78 63
Profitability (%) 49.4624 43.8849 55 49.4624 43.8849 55
Ratio Avg Win / Avg Loss 1.8756 3.0419 0.9606 1.0569 1.4075 0.7854
Largest Winning Trade 679962 679962 37979 932963 932963 248913
Largest Losing Trade -37934 -23028 -37934 -653062 -278311 -653062
Avg Bars in Trades 12 13 12 12 13 12
Avg Bars in Winners 15 16 14 15 16 14
Avg Bars in Losers 10 10 9 10 10 9
Bars Traded 3535 1809 1726 3535 1809 1726
Profit Streak 0 27.894 0 0 27.894 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 542645 466830 -168056 -267419 -171422 -580035

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": 1603713600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878845315,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 34
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 139,
            "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": [
        [
            814124.8883912651,
            737657.6595416983,
            76467.2288495671,
            343028.7707242331,
            531460.7065888242,
            -188431.935864591
        ],
        [
            814.124888,
            737.65766,
            76.467229,
            343.028771,
            531.460707,
            -188.431936
        ],
        [
            0.436879,
            0.395845,
            0.041034,
            0.079907,
            0.098942,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130206,
            -102756,
            -72188,
            -1500528,
            -1080550,
            -971221
        ],
        [
            1.835664,
            2.378896,
            1.174081,
            1.034403,
            1.10077,
            0.959881
        ],
        [
            279,
            139,
            140,
            279,
            139,
            140
        ],
        [
            138,
            61,
            77,
            138,
            61,
            77
        ],
        [
            141,
            78,
            63,
            141,
            78,
            63
        ],
        [
            49.462366,
            43.884892,
            55,
            49.462366,
            43.884892,
            55
        ],
        [
            1.87557,
            3.041867,
            0.960612,
            1.05689,
            1.407542,
            0.785357
        ],
        [
            679962,
            679962,
            37979,
            932963,
            932963,
            248913
        ],
        [
            -37934,
            -23028,
            -37934,
            -653062,
            -278311,
            -653062
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            15,
            16,
            14,
            15,
            16,
            14
        ],
        [
            10,
            10,
            9,
            10,
            10,
            9
        ],
        [
            3535,
            1809,
            1726,
            3535,
            1809,
            1726
        ],
        [
            0,
            27.894043,
            0,
            0,
            27.894043,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            542645,
            466830,
            -168056,
            -267419,
            -171422,
            -580035
        ]
    ]
}
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": 1603713600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878845315,
    "expiration_time": 1763545392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 34
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 139,
            "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)