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Trade: ONE/USDT/360/DCM/JMA/8928

Strategy
ONE/USDT/360/DCM/JMA/8928
Pair
ONE_USDT
Interval
6h
Score
543227
Daily Profit
0.324806
Profit Factor
3.023393
Profitability
51.111111
Streak
0.000000
Best Strategy
Training Data Length
2316.000000
Evaluation Time
2025-10-03 03:37
Expiration Time
2025-12-11 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 874412.0694 752251.4066 122160.6628 3442312.6159 3722107.8588 -279795.2429
Total P&L (%) 874.4121 752.2514 122.1607 3442.3126 3722.1079 -279.7952
Avg Daily Profit (%) 0.3776 0.3248 0.0527 0.1542 0.1574 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138015 -84257 -124807 -6529081 -5033676 -3854241
Profit Factor 2.2084 3.0234 1.3472 1.1408 1.27 0.9737
Total Trades 89 45 44 89 45 44
Winning Trades 48 23 25 48 23 25
Losing Trades 41 22 19 41 22 19
Profitability (%) 53.9326 51.1111 56.8182 53.9326 51.1111 56.8182
Ratio Avg Win / Avg Loss 1.8863 2.8919 1.0239 0.9745 1.2148 0.74
Largest Winning Trade 197060 197060 80011 3041534 3041534 1539383
Largest Losing Trade -63400 -31608 -63400 -2606013 -2334813 -2606013
Avg Bars in Trades 96 77 114 96 77 114
Avg Bars in Winners 128 97 156 128 97 156
Avg Bars in Losers 58 57 59 58 57 59
Bars Traded 8553 3499 5053 8553 3499 5053
Profit Streak 0 0 81.7759 0 0 81.7759
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 522178 543227 -120605 -58881 280245 -579277
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9264,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562436000000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759451835220,
    "expiration_time": 1765431072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 117,
            "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": [
        [
            874412.0693784414,
            752251.4065591218,
            122160.66281932,
            3442312.615914327,
            3722107.8587666666,
            -279795.2428523405
        ],
        [
            874.412069,
            752.251407,
            122.160663,
            3442.312616,
            3722.107859,
            -279.795243
        ],
        [
            0.377553,
            0.324806,
            0.052746,
            0.15415,
            0.157438,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138015,
            -84257,
            -124807,
            -6529081,
            -5033676,
            -3854241
        ],
        [
            2.208358,
            3.023393,
            1.347186,
            1.140836,
            1.270012,
            0.973745
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            53.932584,
            51.111111,
            56.818182,
            53.932584,
            51.111111,
            56.818182
        ],
        [
            1.886306,
            2.891941,
            1.023861,
            0.974464,
            1.214794,
            0.740046
        ],
        [
            197060,
            197060,
            80011,
            3041534,
            3041534,
            1539383
        ],
        [
            -63400,
            -31608,
            -63400,
            -2606013,
            -2334813,
            -2606013
        ],
        [
            96,
            77,
            114,
            96,
            77,
            114
        ],
        [
            128,
            97,
            156,
            128,
            97,
            156
        ],
        [
            58,
            57,
            59,
            58,
            57,
            59
        ],
        [
            8553,
            3499,
            5053,
            8553,
            3499,
            5053
        ],
        [
            0,
            0,
            81.775871,
            0,
            0,
            81.775871
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            522178,
            543227,
            -120605,
            -58881,
            280245,
            -579277
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9264,
    "evaluation_days": 2316,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1562436000000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759451835220,
    "expiration_time": 1765431072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 117,
            "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)