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Trade: ONE/USDT/120/MIDPRICE/JMA/7708

Strategy
ONE/USDT/120/MIDPRICE/JMA/7708
Pair
ONE_USDT
Interval
2h
Score
330262
Daily Profit
0.203509
Profit Factor
1.336646
Profitability
48.395062
Streak
0.000000
Best Strategy
Training Data Length
2082.580000
Evaluation Time
2025-10-12 14:30
Expiration Time
2025-12-26 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 340862.495 423822.7658 -82960.2707 -82033.7849 174256.0163 -256289.8012
Total P&L (%) 340.8625 423.8228 -82.9603 -82.0338 174.256 -256.2898
Avg Daily Profit (%) 0.1637 0.2035 -0.0398 -0.0824 0.0485 0
Buy And Hold Return (%) 10.582 10.582 10.582 10.582 10.582 10.582
Max Trade Drawdown -314986 -198331 -287586 -481169 -312592 -420977
Profit Factor 1.1226 1.3366 0.9455 0.9745 1.1151 0.8491
Total Trades 811 405 406 811 405 406
Winning Trades 402 196 206 402 196 206
Losing Trades 409 209 200 409 209 200
Profitability (%) 49.5684 48.3951 50.7389 49.5684 48.3951 50.7389
Ratio Avg Win / Avg Loss 1.1421 1.4253 0.9179 0.9914 1.1891 0.8244
Largest Winning Trade 93225 93225 57033 106232 106232 71122
Largest Losing Trade -55891 -30683 -55891 -119262 -119262 -65375
Avg Bars in Trades 30 29 32 30 29 32
Avg Bars in Winners 31 28 34 31 28 34
Avg Bars in Losers 29 29 29 29 29 29
Bars Traded 24817 11781 13036 24817 11781 13036
Profit Streak 4.6461 0 10.1461 4.6461 0 10.1461
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -73485 330262 -578013 -575909 -220889 -578013
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1580263200000,
    "first_datapoint_time": 1580860800000,
    "last_datapoint_time": 1760263200000,
    "evaluation_time": 1760268625553,
    "expiration_time": 1766740867200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 84,
            "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": [
        [
            340862.4950430896,
            423822.765782846,
            -82960.2707397566,
            -82033.7849422649,
            174256.0162648981,
            -256289.8012071627
        ],
        [
            340.862495,
            423.822766,
            -82.960271,
            -82.033785,
            174.256016,
            -256.289801
        ],
        [
            0.163673,
            0.203509,
            -0.039835,
            -0.082396,
            0.048456,
            0
        ],
        [
            10.582011,
            10.582011,
            10.582011,
            10.582011,
            10.582011,
            10.582011
        ],
        [
            -314986,
            -198331,
            -287586,
            -481169,
            -312592,
            -420977
        ],
        [
            1.122602,
            1.336646,
            0.945467,
            0.974463,
            1.11511,
            0.84911
        ],
        [
            811,
            405,
            406,
            811,
            405,
            406
        ],
        [
            402,
            196,
            206,
            402,
            196,
            206
        ],
        [
            409,
            209,
            200,
            409,
            209,
            200
        ],
        [
            49.568434,
            48.395062,
            50.738916,
            49.568434,
            48.395062,
            50.738916
        ],
        [
            1.142149,
            1.425301,
            0.917929,
            0.991431,
            1.189071,
            0.824379
        ],
        [
            93225,
            93225,
            57033,
            106232,
            106232,
            71122
        ],
        [
            -55891,
            -30683,
            -55891,
            -119262,
            -119262,
            -65375
        ],
        [
            30,
            29,
            32,
            30,
            29,
            32
        ],
        [
            31,
            28,
            34,
            31,
            28,
            34
        ],
        [
            29,
            29,
            29,
            29,
            29,
            29
        ],
        [
            24817,
            11781,
            13036,
            24817,
            11781,
            13036
        ],
        [
            4.646129,
            0,
            10.146129,
            4.646129,
            0,
            10.146129
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -73485,
            330262,
            -578013,
            -575909,
            -220889,
            -578013
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1580263200000,
    "first_datapoint_time": 1580860800000,
    "last_datapoint_time": 1760263200000,
    "evaluation_time": 1760268625553,
    "expiration_time": 1766740867200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 84,
            "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)