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Trade: FIL/USDT/360/T3/JMA/4235

Strategy
FIL/USDT/360/T3/JMA/4235
Pair
FIL_USDT
Interval
6h
Score
307561
Daily Profit
0.168528
Profit Factor
1.429226
Profitability
50.537634
Streak
0.000000
Best Strategy
Training Data Length
1818.000000
Evaluation Time
2025-10-07 09:42
Expiration Time
2025-11-30 20:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 306384.271 203294.0642 103090.2068 -12772.0226 -71626.268 58854.2454
Total P&L (%) 306.3843 203.2941 103.0902 -12.772 -71.6263 58.8542
Avg Daily Profit (%) 0.1685 0.1118 0.0567 -0.0075 -0.0693 0.0255
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189991 -134572 -84415 -821539 -719922 -360261
Profit Factor 1.4292 1.4796 1.3556 0.9959 0.9639 1.0516
Total Trades 93 47 46 93 47 46
Winning Trades 47 20 27 47 20 27
Losing Trades 46 27 19 46 27 19
Profitability (%) 50.5376 42.5532 58.6957 50.5376 42.5532 58.6957
Ratio Avg Win / Avg Loss 1.3988 1.9974 0.954 0.9747 1.3012 0.74
Largest Winning Trade 192480 192480 62828 368142 368142 202674
Largest Losing Trade -46806 -38898 -46806 -276375 -276375 -184085
Avg Bars in Trades 75 64 87 75 64 87
Avg Bars in Winners 96 81 107 96 81 107
Avg Bars in Losers 54 51 58 54 51 58
Bars Traded 7048 3016 4032 7048 3016 4032
Profit Streak 0 0 45.5298 0 0 45.5298
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307561 -44231 -116685 -580460 -581926 -323327
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7272,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605139200000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759819372032,
    "expiration_time": 1764529056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 27,
            "offset": 0,
            "a": 0.52738
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 111,
            "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": [
        [
            306384.2710419586,
            203294.0642006801,
            103090.2068412786,
            -12772.0225829496,
            -71626.2679503428,
            58854.2453673931
        ],
        [
            306.384271,
            203.294064,
            103.090207,
            -12.772023,
            -71.626268,
            58.854245
        ],
        [
            0.168528,
            0.111823,
            0.056705,
            -0.007516,
            -0.069267,
            0.025461
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189991,
            -134572,
            -84415,
            -821539,
            -719922,
            -360261
        ],
        [
            1.429226,
            1.479552,
            1.355629,
            0.995912,
            0.963868,
            1.051555
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            47,
            20,
            27,
            47,
            20,
            27
        ],
        [
            46,
            27,
            19,
            46,
            27,
            19
        ],
        [
            50.537634,
            42.553191,
            58.695652,
            50.537634,
            42.553191,
            58.695652
        ],
        [
            1.398817,
            1.997396,
            0.953961,
            0.974722,
            1.301222,
            0.739983
        ],
        [
            192480,
            192480,
            62828,
            368142,
            368142,
            202674
        ],
        [
            -46806,
            -38898,
            -46806,
            -276375,
            -276375,
            -184085
        ],
        [
            75,
            64,
            87,
            75,
            64,
            87
        ],
        [
            96,
            81,
            107,
            96,
            81,
            107
        ],
        [
            54,
            51,
            58,
            54,
            51,
            58
        ],
        [
            7048,
            3016,
            4032,
            7048,
            3016,
            4032
        ],
        [
            0,
            0,
            45.529769,
            0,
            0,
            45.529769
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307561,
            -44231,
            -116685,
            -580460,
            -581926,
            -323327
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7272,
    "evaluation_days": 1818,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1605139200000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759819372032,
    "expiration_time": 1764529056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 27,
            "offset": 0,
            "a": 0.52738
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 111,
            "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)