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Trade: FIL/USDT/120/JMA/JMA/5092

Strategy
FIL/USDT/120/JMA/JMA/5092
Pair
FIL_USDT
Interval
2h
Score
364650
Daily Profit
0.257657
Profit Factor
1.293957
Profitability
43.173432
Streak
7.395355
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 14:29
Expiration Time
2025-11-28 15:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464942.7885 221872.6829 243070.1056 917032.4683 356835.0066 560197.4618
Total P&L (%) 464.9428 221.8727 243.0701 917.0325 356.835 560.1975
Avg Daily Profit (%) 0.2577 0.123 0.1347 0.1286 0.0842 0.1046
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68581 -124230 -99145 -852655 -1017140 -383366
Profit Factor 1.294 1.2746 1.3142 1.1215 1.0928 1.1513
Total Trades 542 271 271 542 271 271
Winning Trades 234 111 123 234 111 123
Losing Trades 308 160 148 308 160 148
Profitability (%) 43.1734 40.9594 45.3875 43.1734 40.9594 45.3875
Ratio Avg Win / Avg Loss 1.7032 1.8373 1.5813 1.4761 1.5752 1.3852
Largest Winning Trade 64768 64768 35240 365268 365268 332897
Largest Losing Trade -31712 -17268 -31712 -200562 -156449 -200562
Avg Bars in Trades 39 39 39 39 39 39
Avg Bars in Winners 52 52 52 52 52 52
Avg Bars in Losers 30 31 28 30 31 28
Bars Traded 21530 10777 10753 21530 10777 10753
Profit Streak 7.3954 0 10.6454 7.3954 0 10.6454
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364650 -30480 -12205 -106945 -200510 -107295
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603396800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758972558733,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 33,
            "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": [
        [
            464942.7885222504,
            221872.6829248854,
            243070.1055973652,
            917032.4683151965,
            356835.0065619872,
            560197.4617532087
        ],
        [
            464.942789,
            221.872683,
            243.070106,
            917.032468,
            356.835007,
            560.197462
        ],
        [
            0.257657,
            0.122955,
            0.134702,
            0.128621,
            0.084222,
            0.104647
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68581,
            -124230,
            -99145,
            -852655,
            -1017140,
            -383366
        ],
        [
            1.293957,
            1.27461,
            1.314161,
            1.121472,
            1.092791,
            1.15125
        ],
        [
            542,
            271,
            271,
            542,
            271,
            271
        ],
        [
            234,
            111,
            123,
            234,
            111,
            123
        ],
        [
            308,
            160,
            148,
            308,
            160,
            148
        ],
        [
            43.173432,
            40.95941,
            45.387454,
            43.173432,
            40.95941,
            45.387454
        ],
        [
            1.703157,
            1.837275,
            1.581266,
            1.476125,
            1.575195,
            1.385244
        ],
        [
            64768,
            64768,
            35240,
            365268,
            365268,
            332897
        ],
        [
            -31712,
            -17268,
            -31712,
            -200562,
            -156449,
            -200562
        ],
        [
            39,
            39,
            39,
            39,
            39,
            39
        ],
        [
            52,
            52,
            52,
            52,
            52,
            52
        ],
        [
            30,
            31,
            28,
            30,
            31,
            28
        ],
        [
            21530,
            10777,
            10753,
            21530,
            10777,
            10753
        ],
        [
            7.395355,
            0,
            10.645355,
            7.395356,
            0,
            10.645356
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364650,
            -30480,
            -12205,
            -106945,
            -200510,
            -107295
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21654,
    "evaluation_days": 1804.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603396800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758972558733,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 33,
            "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)