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Trade: FIL/USDT/120/RMA/JMA/3370

Strategy
FIL/USDT/120/RMA/JMA/3370
Pair
FIL_USDT
Interval
2h
Score
321281
Daily Profit
0.305945
Profit Factor
1.800100
Profitability
38.922156
Streak
0.000000
Best Strategy
Training Data Length
1804.500000
Evaluation Time
2025-09-27 22:12
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 552077.0712 334503.6558 217573.4154 832782.3034 -191202.3634 1023984.6668
Total P&L (%) 552.0771 334.5037 217.5734 832.7823 -191.2024 1023.9847
Avg Daily Profit (%) 0.3059 0.1854 0.1206 0.1238 0 0.1342
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70204 -120961 -48957 -642778 -695685 -277127
Profit Factor 1.8001 1.8291 1.7592 1.1948 0.925 1.5933
Total Trades 167 84 83 167 84 83
Winning Trades 65 23 42 65 23 42
Losing Trades 102 61 41 102 61 41
Profitability (%) 38.9222 27.381 50.6024 38.9222 27.381 50.6024
Ratio Avg Win / Avg Loss 2.8248 4.8511 1.7174 1.8748 2.4533 1.5553
Largest Winning Trade 296421 296421 68215 490004 490004 364556
Largest Losing Trade -21464 -21270 -21464 -154626 -154626 -149006
Avg Bars in Trades 128 107 149 128 107 149
Avg Bars in Winners 205 202 207 205 202 207
Avg Bars in Losers 79 72 89 79 72 89
Bars Traded 21450 9049 12400 21450 9049 12400
Profit Streak 0 0 18.634 0 0 18.634
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321281 -8683 -28399 -35914 -597650 -10202
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": 1603634400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759000374642,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 120,
            "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": [
        [
            552077.0712139615,
            334503.6558022424,
            217573.4154117189,
            832782.3033903512,
            -191202.3634200993,
            1023984.6668104504
        ],
        [
            552.077071,
            334.503656,
            217.573415,
            832.782303,
            -191.202363,
            1023.984667
        ],
        [
            0.305945,
            0.185372,
            0.120573,
            0.123823,
            0,
            0.134169
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70204,
            -120961,
            -48957,
            -642778,
            -695685,
            -277127
        ],
        [
            1.8001,
            1.829118,
            1.759247,
            1.194752,
            0.925021,
            1.593253
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            65,
            23,
            42,
            65,
            23,
            42
        ],
        [
            102,
            61,
            41,
            102,
            61,
            41
        ],
        [
            38.922156,
            27.380952,
            50.60241,
            38.922156,
            27.380952,
            50.60241
        ],
        [
            2.824773,
            4.851139,
            1.71736,
            1.874841,
            2.453316,
            1.555318
        ],
        [
            296421,
            296421,
            68215,
            490004,
            490004,
            364556
        ],
        [
            -21464,
            -21270,
            -21464,
            -154626,
            -154626,
            -149006
        ],
        [
            128,
            107,
            149,
            128,
            107,
            149
        ],
        [
            205,
            202,
            207,
            205,
            202,
            207
        ],
        [
            79,
            72,
            89,
            79,
            72,
            89
        ],
        [
            21450,
            9049,
            12400,
            21450,
            9049,
            12400
        ],
        [
            0,
            0,
            18.633966,
            0,
            0,
            18.633966
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321281,
            -8683,
            -28399,
            -35914,
            -597650,
            -10202
        ]
    ]
}
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": 1603634400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759000374642,
    "expiration_time": 1764335116800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 120,
            "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)