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Trade: ONE/USDT/360/JMA/FWMA/3520

Strategy
ONE/USDT/360/JMA/FWMA/3520
Pair
ONE_USDT
Interval
6h
Score
307744
Daily Profit
0.443904
Profit Factor
1.648181
Profitability
31.612903
Streak
19.791197
Best Strategy
Training Data Length
2322.250000
Evaluation Time
2025-10-09 09:59
Expiration Time
2025-12-17 18:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1030855.659 930411.0969 100444.5621 942022.542 764092.6985 177929.8436
Total P&L (%) 1030.8557 930.4111 100.4446 942.0225 764.0927 177.9298
Avg Daily Profit (%) 0.4439 0.4007 0.0433 0.101 0.0929 0.044
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162613 -124197 -181202 -5517862 -4227744 -2201965
Profit Factor 1.6482 2.1831 1.1249 1.0606 1.0876 1.026
Total Trades 310 155 155 310 155 155
Winning Trades 98 47 51 98 47 51
Losing Trades 212 108 104 212 108 104
Profitability (%) 31.6129 30.3226 32.9032 31.6129 30.3226 32.9032
Ratio Avg Win / Avg Loss 3.5655 5.0164 2.294 2.2943 2.4992 2.0923
Largest Winning Trade 516077 516077 51812 3361351 3361351 774258
Largest Losing Trade -23558 -21910 -23558 -1152753 -1152753 -719767
Avg Bars in Trades 29 29 28 29 29 28
Avg Bars in Winners 58 57 59 58 57 59
Avg Bars in Losers 15 17 13 15 17 13
Bars Traded 8992 4563 4429 8992 4563 4429
Profit Streak 19.7912 0 21.2912 19.7912 0 21.2912
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307744 244379 -222682 -215242 -198685 -330432
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9289,
    "evaluation_days": 2322.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563516000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759993159467,
    "expiration_time": 1765987272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 194,
            "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": [
        [
            1030855.659003767,
            930411.0968588673,
            100444.5621448989,
            942022.5420012225,
            764092.6984505599,
            177929.8435506606
        ],
        [
            1030.855659,
            930.411097,
            100.444562,
            942.022542,
            764.092698,
            177.929844
        ],
        [
            0.443904,
            0.400651,
            0.043253,
            0.100977,
            0.092906,
            0.044027
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162613,
            -124197,
            -181202,
            -5517862,
            -4227744,
            -2201965
        ],
        [
            1.648181,
            2.183071,
            1.124939,
            1.060566,
            1.087603,
            1.026046
        ],
        [
            310,
            155,
            155,
            310,
            155,
            155
        ],
        [
            98,
            47,
            51,
            98,
            47,
            51
        ],
        [
            212,
            108,
            104,
            212,
            108,
            104
        ],
        [
            31.612903,
            30.322581,
            32.903226,
            31.612903,
            30.322581,
            32.903226
        ],
        [
            3.565452,
            5.016418,
            2.293994,
            2.294286,
            2.499172,
            2.092329
        ],
        [
            516077,
            516077,
            51812,
            3361351,
            3361351,
            774258
        ],
        [
            -23558,
            -21910,
            -23558,
            -1152753,
            -1152753,
            -719767
        ],
        [
            29,
            29,
            28,
            29,
            29,
            28
        ],
        [
            58,
            57,
            59,
            58,
            57,
            59
        ],
        [
            15,
            17,
            13,
            15,
            17,
            13
        ],
        [
            8992,
            4563,
            4429,
            8992,
            4563,
            4429
        ],
        [
            19.791197,
            0,
            21.291197,
            19.791198,
            0,
            21.291198
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307744,
            244379,
            -222682,
            -215242,
            -198685,
            -330432
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9289,
    "evaluation_days": 2322.25,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563516000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759993159467,
    "expiration_time": 1765987272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 194,
            "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)