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Trade: ONE/USDT/240/JMA/KCL/3087

Strategy
ONE/USDT/240/JMA/KCL/3087
Pair
ONE_USDT
Interval
4h
Score
618831
Daily Profit
0.165776
Profit Factor
8.724118
Profitability
57.142857
Streak
0.000000
Best Strategy
Training Data Length
2321.670000
Evaluation Time
2025-10-09 06:06
Expiration Time
2025-12-17 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1116425.0241 -15061.199 -1101363.8251 164657.2366 4578571.353 -4413914.1163
Total P&L (%) -1116.425 -15.0612 -1101.3638 164.6572 4578.5714 -4413.9141
Avg Daily Profit (%) -0.4809 -0.0065 -0.4744 0.0419 0.1658 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1399037 -94918 -1320581 -9370346 -240001 -10126597
Profit Factor 0.3679 0.9269 0.2941 1.0136 8.7241 0.6158
Total Trades 69 35 34 69 35 34
Winning Trades 47 21 26 37 20 17
Losing Trades 22 14 8 32 15 17
Profitability (%) 68.1159 60 76.4706 53.6232 57.1429 50
Ratio Avg Win / Avg Loss 0.1722 0.618 0.0905 0.8767 6.5431 0.6158
Largest Winning Trade 47662 28927 47662 4332160 3818965 4332160
Largest Losing Trade -985176 -78723 -985176 -8076062 -129789 -8076062
Avg Bars in Trades 197 58 339 197 58 339
Avg Bars in Winners 116 29 187 191 62 344
Avg Bars in Losers 368 102 835 203 52 335
Bars Traded 13600 2046 11554 13600 2046 11554
Profit Streak 0 0 117.2964 0 0 117.2964
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -684429 -579491 -576405 -449632 618831 -579837
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13930,
    "evaluation_days": 2321.67,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562342400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759979211501,
    "expiration_time": 1765985760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 208,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -1116425.0240891236,
            -15061.1990163565,
            -1101363.8250727672,
            164657.2366278473,
            4578571.352973478,
            -4413914.116345632
        ],
        [
            -1116.425024,
            -15.061199,
            -1101.363825,
            164.657237,
            4578.571353,
            -4413.914116
        ],
        [
            -0.480872,
            -0.006487,
            -0.474384,
            0.04193,
            0.165776,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1399037,
            -94918,
            -1320581,
            -9370346,
            -240001,
            -10126597
        ],
        [
            0.367927,
            0.926934,
            0.294071,
            1.013628,
            8.724118,
            0.615817
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            47,
            21,
            26,
            37,
            20,
            17
        ],
        [
            22,
            14,
            8,
            32,
            15,
            17
        ],
        [
            68.115942,
            60,
            76.470588,
            53.623188,
            57.142857,
            50
        ],
        [
            0.172221,
            0.617956,
            0.090483,
            0.876652,
            6.543089,
            0.615817
        ],
        [
            47662,
            28927,
            47662,
            4332160,
            3818965,
            4332160
        ],
        [
            -985176,
            -78723,
            -985176,
            -8076062,
            -129789,
            -8076062
        ],
        [
            197,
            58,
            339,
            197,
            58,
            339
        ],
        [
            116,
            29,
            187,
            191,
            62,
            344
        ],
        [
            368,
            102,
            835,
            203,
            52,
            335
        ],
        [
            13600,
            2046,
            11554,
            13600,
            2046,
            11554
        ],
        [
            0,
            0,
            117.296429,
            0,
            0,
            117.296429
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -684429,
            -579491,
            -576405,
            -449632,
            618831,
            -579837
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13930,
    "evaluation_days": 2321.67,
    "actual_first_datapoint_time": 1559361600000,
    "first_datapoint_time": 1562342400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759979211501,
    "expiration_time": 1765985760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 208,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)