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Trade: ONE/USDT/720/JMA/FWMA/1100

Strategy
ONE/USDT/720/JMA/FWMA/1100
Pair
ONE_USDT
Interval
12h
Score
318593
Daily Profit
0.380799
Profit Factor
1.575440
Profitability
35.000000
Streak
15.277568
Best Strategy
Training Data Length
2318.500000
Evaluation Time
2025-10-05 09:39
Expiration Time
2025-12-13 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 882883.4091 881517.9565 1365.4526 186686.3716 282231.5185 -95545.1469
Total P&L (%) 882.8834 881.518 1.3655 186.6864 282.2315 -95.5451
Avg Daily Profit (%) 0.3808 0.3802 0.0006 0.0454 0.0579 -0.1341
Buy And Hold Return (%) 103.3663 103.3663 103.3663 103.3663 103.3663 103.3663
Max Trade Drawdown -174972 -107434 -260580 -945237 -729625 -289256
Profit Factor 1.5754 2.2049 1.0017 1.0454 1.1331 0.9521
Total Trades 260 130 130 260 130 130
Winning Trades 91 42 49 91 42 49
Losing Trades 169 88 81 169 88 81
Profitability (%) 35 32.3077 37.6923 35 32.3077 37.6923
Ratio Avg Win / Avg Loss 2.9258 4.6199 1.6559 1.9414 2.374 1.5739
Largest Winning Trade 502080 502080 55897 593676 593676 154767
Largest Losing Trade -32275 -32275 -28155 -163403 -163403 -147183
Avg Bars in Trades 16 17 16 16 17 16
Avg Bars in Winners 30 31 29 30 31 29
Avg Bars in Losers 9 10 8 9 10 8
Bars Traded 4384 2247 2137 4384 2247 2137
Profit Streak 15.2776 0 17.7776 15.2776 0 17.7776
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318593 250628 -579495 -313541 -198882 -582152
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4637,
    "evaluation_days": 2318.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1569585600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759646381855,
    "expiration_time": 1765631952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 238,
            "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": [
        [
            882883.4090994808,
            881517.9565418717,
            1365.4525576089,
            186686.3716102092,
            282231.5185474182,
            -95545.1469372089
        ],
        [
            882.883409,
            881.517957,
            1.365453,
            186.686372,
            282.231519,
            -95.545147
        ],
        [
            0.380799,
            0.38021,
            0.000589,
            0.045437,
            0.05785,
            -0.134099
        ],
        [
            103.366337,
            103.366337,
            103.366337,
            103.366337,
            103.366337,
            103.366337
        ],
        [
            -174972,
            -107434,
            -260580,
            -945237,
            -729625,
            -289256
        ],
        [
            1.57544,
            2.204942,
            1.001701,
            1.045356,
            1.133063,
            0.952108
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            91,
            42,
            49,
            91,
            42,
            49
        ],
        [
            169,
            88,
            81,
            169,
            88,
            81
        ],
        [
            35,
            32.307692,
            37.692308,
            35,
            32.307692,
            37.692308
        ],
        [
            2.925816,
            4.619878,
            1.655873,
            1.941375,
            2.374036,
            1.573892
        ],
        [
            502080,
            502080,
            55897,
            593676,
            593676,
            154767
        ],
        [
            -32275,
            -32275,
            -28155,
            -163403,
            -163403,
            -147183
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            30,
            31,
            29,
            30,
            31,
            29
        ],
        [
            9,
            10,
            8,
            9,
            10,
            8
        ],
        [
            4384,
            2247,
            2137,
            4384,
            2247,
            2137
        ],
        [
            15.277568,
            0,
            17.777568,
            15.277568,
            0,
            17.777568
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318593,
            250628,
            -579495,
            -313541,
            -198882,
            -582152
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4637,
    "evaluation_days": 2318.5,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1569585600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759646381855,
    "expiration_time": 1765631952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 238,
            "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)