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Trade: ONE/USDT/240/JMA/HMA/4863

Strategy
ONE/USDT/240/JMA/HMA/4863
Pair
ONE_USDT
Interval
4h
Score
332719
Daily Profit
0.173731
Profit Factor
1.701982
Profitability
47.252747
Streak
0.000000
Best Strategy
Training Data Length
2323.500000
Evaluation Time
2025-10-11 02:53
Expiration Time
2025-12-19 14:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 219508.4586 403664.9539 -184156.4953 187632.886 369548.3903 -181915.5043
Total P&L (%) 219.5085 403.665 -184.1565 187.6329 369.5484 -181.9155
Avg Daily Profit (%) 0.0945 0.1737 -0.0793 0.0455 0.0666 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -360464 -141425 -486952 -2307678 -1550052 -1379040
Profit Factor 1.1346 1.702 0.8255 1.0267 1.1178 0.9532
Total Trades 181 91 90 181 91 90
Winning Trades 92 43 49 92 41 51
Losing Trades 89 48 41 89 50 39
Profitability (%) 50.8287 47.2527 54.4444 50.8287 45.0549 56.6667
Ratio Avg Win / Avg Loss 1.0976 1.8999 0.6907 0.9933 1.3632 0.7289
Largest Winning Trade 60127 60127 51613 614790 495151 614790
Largest Losing Trade -225486 -49836 -225486 -808634 -808634 -740339
Avg Bars in Trades 74 65 83 74 65 83
Avg Bars in Winners 79 66 91 79 67 89
Avg Bars in Losers 69 64 75 69 63 76
Bars Traded 13499 5953 7546 13499 5953 7546
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138226 332719 -580515 -323898 -197157 -580227
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13941,
    "evaluation_days": 2323.5,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562414400000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760140395370,
    "expiration_time": 1766148912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 200,
            "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": [
        [
            219508.4586333018,
            403664.9538926214,
            -184156.4952593195,
            187632.8859667713,
            369548.3902605208,
            -181915.5042937495
        ],
        [
            219.508459,
            403.664954,
            -184.156495,
            187.632886,
            369.54839,
            -181.915504
        ],
        [
            0.094473,
            0.173731,
            -0.079258,
            0.045481,
            0.066586,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -360464,
            -141425,
            -486952,
            -2307678,
            -1550052,
            -1379040
        ],
        [
            1.134625,
            1.701982,
            0.825525,
            1.026732,
            1.117844,
            0.953152
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            92,
            43,
            49,
            92,
            41,
            51
        ],
        [
            89,
            48,
            41,
            89,
            50,
            39
        ],
        [
            50.828729,
            47.252747,
            54.444444,
            50.828729,
            45.054945,
            56.666667
        ],
        [
            1.097626,
            1.899886,
            0.690745,
            0.993252,
            1.363224,
            0.728881
        ],
        [
            60127,
            60127,
            51613,
            614790,
            495151,
            614790
        ],
        [
            -225486,
            -49836,
            -225486,
            -808634,
            -808634,
            -740339
        ],
        [
            74,
            65,
            83,
            74,
            65,
            83
        ],
        [
            79,
            66,
            91,
            79,
            67,
            89
        ],
        [
            69,
            64,
            75,
            69,
            63,
            76
        ],
        [
            13499,
            5953,
            7546,
            13499,
            5953,
            7546
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138226,
            332719,
            -580515,
            -323898,
            -197157,
            -580227
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13941,
    "evaluation_days": 2323.5,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562414400000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760140395370,
    "expiration_time": 1766148912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 200,
            "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)