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Trade: EGLD/USDT/120/SINWMA/JMA/6707

Strategy
EGLD/USDT/120/SINWMA/JMA/6707
Pair
EGLD_USDT
Interval
2h
Score
434880
Daily Profit
0.363644
Profit Factor
1.940185
Profitability
46.456693
Streak
0.000000
Best Strategy
Training Data Length
1847.080000
Evaluation Time
2025-09-26 19:32
Expiration Time
2025-11-30 03:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 671679.5944 595916.3834 75763.2111 803948.6427 -558492.1831 1362440.8258
Total P&L (%) 671.6796 595.9164 75.7632 803.9486 -558.4922 1362.4408
Avg Daily Profit (%) 0.3636 0.3226 0.041 0.1193 0 0.1453
Buy And Hold Return (%) 53.7928 53.7928 53.7928 53.7928 53.7928 53.7928
Max Trade Drawdown -110505 -92168 -64941 -2286297 -2227323 -1026325
Profit Factor 1.9402 2.562 1.2276 1.0854 0.9039 1.3774
Total Trades 127 64 63 127 64 63
Winning Trades 59 27 32 59 27 32
Losing Trades 68 37 31 68 37 31
Profitability (%) 46.4567 42.1875 50.7937 46.4567 42.1875 50.7937
Ratio Avg Win / Avg Loss 2.2361 3.5108 1.1892 1.2509 1.2386 1.3343
Largest Winning Trade 299946 299946 60196 1113199 1102653 1113199
Largest Losing Trade -31285 -27198 -31285 -688221 -688221 -448956
Avg Bars in Trades 171 161 181 171 161 181
Avg Bars in Winners 239 228 248 239 228 248
Avg Bars in Losers 112 112 112 112 112 112
Bars Traded 21758 10313 11445 21758 10313 11445
Profit Streak 0 0 138.7727 0 0 138.7727
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434880 -128525 -322412 -161053 -721607 -143265

Evaluation Data

{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22165,
    "evaluation_days": 1847.08,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600761600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758904358141,
    "expiration_time": 1764467568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "offset": 139
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 232,
            "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": [
        [
            671679.5944141169,
            595916.383359486,
            75763.2110546308,
            803948.6427366799,
            -558492.1830677368,
            1362440.8258044163
        ],
        [
            671.679594,
            595.916383,
            75.763211,
            803.948643,
            -558.492183,
            1362.440826
        ],
        [
            0.363644,
            0.322626,
            0.041018,
            0.119265,
            0,
            0.145345
        ],
        [
            53.792784,
            53.792784,
            53.792784,
            53.792784,
            53.792784,
            53.792784
        ],
        [
            -110505,
            -92168,
            -64941,
            -2286297,
            -2227323,
            -1026325
        ],
        [
            1.940185,
            2.561956,
            1.22759,
            1.08535,
            0.903859,
            1.377376
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            59,
            27,
            32,
            59,
            27,
            32
        ],
        [
            68,
            37,
            31,
            68,
            37,
            31
        ],
        [
            46.456693,
            42.1875,
            50.793651,
            46.456693,
            42.1875,
            50.793651
        ],
        [
            2.236145,
            3.510828,
            1.189228,
            1.250912,
            1.238622,
            1.334333
        ],
        [
            299946,
            299946,
            60196,
            1113199,
            1102653,
            1113199
        ],
        [
            -31285,
            -27198,
            -31285,
            -688221,
            -688221,
            -448956
        ],
        [
            171,
            161,
            181,
            171,
            161,
            181
        ],
        [
            239,
            228,
            248,
            239,
            228,
            248
        ],
        [
            112,
            112,
            112,
            112,
            112,
            112
        ],
        [
            21758,
            10313,
            11445,
            21758,
            10313,
            11445
        ],
        [
            0,
            0,
            138.772664,
            0,
            0,
            138.772664
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434880,
            -128525,
            -322412,
            -161053,
            -721607,
            -143265
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "EGLD_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22165,
    "evaluation_days": 1847.08,
    "actual_first_datapoint_time": 1599098400000,
    "first_datapoint_time": 1600761600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758904358141,
    "expiration_time": 1764467568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "offset": 139
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 232,
            "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)