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Trade: ONE/USDT/720/JMA/OHLC4/9787

Strategy
ONE/USDT/720/JMA/OHLC4/9787
Pair
ONE_USDT
Interval
12h
Score
366742
Daily Profit
0.537497
Profit Factor
2.232171
Profitability
33.846154
Streak
0.000000
Best Strategy
Training Data Length
2308.000000
Evaluation Time
2025-09-26 02:39
Expiration Time
2025-12-02 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1240542.7409 1028459.9609 212082.78 10160532.7399 -649261.7878 10809794.5277
Total P&L (%) 1240.5427 1028.46 212.0828 10160.5327 -649.2618 10809.7945
Avg Daily Profit (%) 0.5375 0.4456 0.0919 0.2008 0 0.2035
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120454 -101964 -128535 -32744071 -29355172 -10919598
Profit Factor 2.2322 2.9051 1.4542 1.1162 0.9874 1.3015
Total Trades 195 98 97 195 98 97
Winning Trades 66 28 38 66 28 38
Losing Trades 129 70 59 129 70 59
Profitability (%) 33.8462 28.5714 39.1753 33.8462 28.5714 39.1753
Ratio Avg Win / Avg Loss 4.3629 7.2626 2.2578 2.1816 2.4685 2.0208
Largest Winning Trade 471179 471179 63269 24003067 24003067 11180548
Largest Losing Trade -34202 -34202 -30297 -8146521 -8146521 -4123524
Avg Bars in Trades 22 21 24 22 21 24
Avg Bars in Winners 47 47 47 47 47 47
Avg Bars in Losers 10 10 9 10 10 9
Bars Traded 4472 2089 2383 4472 2089 2383
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 366742 57407 -72376 -88548 -592089 181617

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564056000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843575103,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            1240542.7408717743,
            1028459.9608718143,
            212082.7799999597,
            10160532.739917902,
            -649261.7877558148,
            10809794.527673706
        ],
        [
            1240.542741,
            1028.459961,
            212.08278,
            10160.53274,
            -649.261788,
            10809.794528
        ],
        [
            0.537497,
            0.445607,
            0.09189,
            0.200847,
            0,
            0.20351
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120454,
            -101964,
            -128535,
            -32744071,
            -29355172,
            -10919598
        ],
        [
            2.232171,
            2.905056,
            1.454201,
            1.116187,
            0.987418,
            1.301547
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            66,
            28,
            38,
            66,
            28,
            38
        ],
        [
            129,
            70,
            59,
            129,
            70,
            59
        ],
        [
            33.846154,
            28.571429,
            39.175258,
            33.846154,
            28.571429,
            39.175258
        ],
        [
            4.36288,
            7.26264,
            2.257838,
            2.181639,
            2.468545,
            2.020822
        ],
        [
            471179,
            471179,
            63269,
            24003067,
            24003067,
            11180548
        ],
        [
            -34202,
            -34202,
            -30297,
            -8146521,
            -8146521,
            -4123524
        ],
        [
            22,
            21,
            24,
            22,
            21,
            24
        ],
        [
            47,
            47,
            47,
            47,
            47,
            47
        ],
        [
            10,
            10,
            9,
            10,
            10,
            9
        ],
        [
            4472,
            2089,
            2383,
            4472,
            2089,
            2383
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366742,
            57407,
            -72376,
            -88548,
            -592089,
            181617
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4616,
    "evaluation_days": 2308,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1564056000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843575103,
    "expiration_time": 1764697536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)