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Trade: FIL/USDT/120/JMA/HMA/7527

Strategy
FIL/USDT/120/JMA/HMA/7527
Pair
FIL_USDT
Interval
2h
Score
423240
Daily Profit
0.436707
Profit Factor
1.867861
Profitability
39.926740
Streak
11.076297
Best Strategy
Training Data Length
1811.170000
Evaluation Time
2025-10-01 10:49
Expiration Time
2025-12-05 12:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 790950.7637 415829.3633 375121.4003 19758270.5257 3128608.2746 16629662.2511
Total P&L (%) 790.9508 415.8294 375.1214 19758.2705 3128.6083 16629.6623
Avg Daily Profit (%) 0.4367 0.2296 0.2071 0.2926 0.192 0.2831
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93983 -85384 -71369 -40186901 -32669696 -23456077
Profit Factor 1.8679 1.8903 1.8443 1.1052 1.0322 1.1837
Total Trades 273 136 137 273 136 137
Winning Trades 109 52 57 109 52 57
Losing Trades 164 84 80 164 84 80
Profitability (%) 39.9267 38.2353 41.6058 39.9267 38.2353 41.6058
Ratio Avg Win / Avg Loss 2.8104 3.0536 2.5884 1.6629 1.6673 1.6613
Largest Winning Trade 97913 97913 50876 13776414 13776414 8072476
Largest Losing Trade -21521 -21521 -20805 -10011514 -10011514 -7230407
Avg Bars in Trades 78 79 77 78 79 77
Avg Bars in Winners 117 112 121 117 112 121
Avg Bars in Losers 53 59 46 53 59 46
Bars Traded 21484 10840 10644 21484 10840 10644
Profit Streak 11.0763 0 12.743 11.0763 0 12.743
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423240 240974 300181 -96724 -180843 -11461
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21734,
    "evaluation_days": 1811.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604455200000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759304992030,
    "expiration_time": 1764931852800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 68,
            "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": [
        [
            790950.7636596427,
            415829.3633421817,
            375121.4003174622,
            19758270.52567012,
            3128608.2746009734,
            16629662.25106916
        ],
        [
            790.950764,
            415.829363,
            375.1214,
            19758.270526,
            3128.608275,
            16629.662251
        ],
        [
            0.436707,
            0.229592,
            0.207116,
            0.29257,
            0.192029,
            0.283077
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93983,
            -85384,
            -71369,
            -40186901,
            -32669696,
            -23456077
        ],
        [
            1.867861,
            1.890313,
            1.844261,
            1.105193,
            1.032156,
            1.183682
        ],
        [
            273,
            136,
            137,
            273,
            136,
            137
        ],
        [
            109,
            52,
            57,
            109,
            52,
            57
        ],
        [
            164,
            84,
            80,
            164,
            84,
            80
        ],
        [
            39.92674,
            38.235294,
            41.605839,
            39.92674,
            38.235294,
            41.605839
        ],
        [
            2.81036,
            3.053582,
            2.588436,
            1.662858,
            1.667329,
            1.661308
        ],
        [
            97913,
            97913,
            50876,
            13776414,
            13776414,
            8072476
        ],
        [
            -21521,
            -21521,
            -20805,
            -10011514,
            -10011514,
            -7230407
        ],
        [
            78,
            79,
            77,
            78,
            79,
            77
        ],
        [
            117,
            112,
            121,
            117,
            112,
            121
        ],
        [
            53,
            59,
            46,
            53,
            59,
            46
        ],
        [
            21484,
            10840,
            10644,
            21484,
            10840,
            10644
        ],
        [
            11.076297,
            0,
            12.742963,
            11.076297,
            0,
            12.742963
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423240,
            240974,
            300181,
            -96724,
            -180843,
            -11461
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21734,
    "evaluation_days": 1811.17,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604455200000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759304992030,
    "expiration_time": 1764931852800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 68,
            "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)