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Trade: FIL/USDT/720/BBM/JMA/4364

Strategy
FIL/USDT/720/BBM/JMA/4364
Pair
FIL_USDT
Interval
12h
Score
353209
Daily Profit
0.340206
Profit Factor
1.912156
Profitability
36.842105
Streak
42.727190
Best Strategy
Training Data Length
1811.000000
Evaluation Time
2025-09-30 08:27
Expiration Time
2025-11-23 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 616112.6305 375533.7506 240578.8799 1738638.7388 9512.821 1729125.9178
Total P&L (%) 616.1126 375.5338 240.5789 1738.6387 9.5128 1729.1259
Avg Daily Profit (%) 0.3402 0.2074 0.1328 0.1609 0.005 0.1606
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71939 -58247 -86869 -1320757 -1621383 -450317
Profit Factor 1.9122 1.998 1.8041 1.2565 1.0024 1.6171
Total Trades 152 76 76 152 76 76
Winning Trades 56 24 32 56 24 32
Losing Trades 96 52 44 96 52 44
Profitability (%) 36.8421 31.5789 42.1053 36.8421 31.5789 42.1053
Ratio Avg Win / Avg Loss 3.278 4.3291 2.4807 2.1539 2.1718 2.2236
Largest Winning Trade 251378 251378 72562 1009759 1009759 773471
Largest Losing Trade -23246 -19270 -23246 -298875 -268946 -298875
Avg Bars in Trades 23 19 27 23 19 27
Avg Bars in Winners 42 35 47 42 35 47
Avg Bars in Losers 12 12 13 12 12 13
Bars Traded 3567 1464 2103 3567 1464 2103
Profit Streak 42.7272 42.7272 52.2272 42.7272 42.7272 52.2272
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353209 -44311 -63947 200773 -624470 -40924
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3622,
    "evaluation_days": 1811,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603972800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759210029234,
    "expiration_time": 1763884512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 170,
            "offset": 0,
            "std": 4.07718
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 9,
            "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": [
        [
            616112.6304808842,
            375533.7505607273,
            240578.8799201568,
            1738638.7388417984,
            9512.8210239268,
            1729125.9178178702
        ],
        [
            616.11263,
            375.533751,
            240.57888,
            1738.638739,
            9.512821,
            1729.125918
        ],
        [
            0.340206,
            0.207363,
            0.132843,
            0.160903,
            0.005018,
            0.160616
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71939,
            -58247,
            -86869,
            -1320757,
            -1621383,
            -450317
        ],
        [
            1.912156,
            1.998042,
            1.804138,
            1.256457,
            1.002392,
            1.617145
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            56,
            24,
            32,
            56,
            24,
            32
        ],
        [
            96,
            52,
            44,
            96,
            52,
            44
        ],
        [
            36.842105,
            31.578947,
            42.105263,
            36.842105,
            31.578947,
            42.105263
        ],
        [
            3.277982,
            4.329091,
            2.48069,
            2.153926,
            2.171848,
            2.223574
        ],
        [
            251378,
            251378,
            72562,
            1009759,
            1009759,
            773471
        ],
        [
            -23246,
            -19270,
            -23246,
            -298875,
            -268946,
            -298875
        ],
        [
            23,
            19,
            27,
            23,
            19,
            27
        ],
        [
            42,
            35,
            47,
            42,
            35,
            47
        ],
        [
            12,
            12,
            13,
            12,
            12,
            13
        ],
        [
            3567,
            1464,
            2103,
            3567,
            1464,
            2103
        ],
        [
            42.72719,
            42.72719,
            52.22719,
            42.72719,
            42.72719,
            52.22719
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353209,
            -44311,
            -63947,
            200773,
            -624470,
            -40924
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3622,
    "evaluation_days": 1811,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1603972800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759210029234,
    "expiration_time": 1763884512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 170,
            "offset": 0,
            "std": 4.07718
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 9,
            "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)