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Trade: ONE/USDT/720/JMA/WMA/8016

Strategy
ONE/USDT/720/JMA/WMA/8016
Pair
ONE_USDT
Interval
12h
Score
326969
Daily Profit
0.345018
Profit Factor
2.922541
Profitability
35.135135
Streak
0.000000
Best Strategy
Training Data Length
2326.000000
Evaluation Time
2025-10-12 17:34
Expiration Time
2025-12-21 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 842337.8441 802513.0211 39824.823 300136.3264 -1507758.2491 1807894.5755
Total P&L (%) 842.3378 802.513 39.8248 300.1363 -1507.7582 1807.8946
Avg Daily Profit (%) 0.3621 0.345 0.0171 0.0596 0 0.1268
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158835 -128639 -118232 -4211559 -5145791 -1837914
Profit Factor 2.0208 2.9225 1.0977 1.0222 0.8199 1.3501
Total Trades 73 37 36 73 37 36
Winning Trades 26 13 13 26 13 13
Losing Trades 47 24 23 47 24 23
Profitability (%) 35.6164 35.1351 36.1111 35.6164 35.1351 36.1111
Ratio Avg Win / Avg Loss 3.653 5.3955 1.942 1.8478 1.5137 2.3886
Largest Winning Trade 320124 320124 69138 1673484 1321609 1673484
Largest Losing Trade -53583 -41611 -53583 -1150929 -1150929 -1027371
Avg Bars in Trades 59 57 62 59 57 62
Avg Bars in Winners 99 78 121 99 78 121
Avg Bars in Losers 38 45 29 38 45 29
Bars Traded 4379 2116 2263 4379 2116 2263
Profit Streak 0 0 50.6074 0 0 50.6074
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -68607 326969 -289029 -390196 -583775 -26598
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4652,
    "evaluation_days": 2326,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1567512000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760279678579,
    "expiration_time": 1766299392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 30,
            "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": [
        [
            842337.8441188906,
            802513.0210893783,
            39824.8230295124,
            300136.3263661889,
            -1507758.2491198878,
            1807894.575486075
        ],
        [
            842.337844,
            802.513021,
            39.824823,
            300.136326,
            -1507.758249,
            1807.894575
        ],
        [
            0.36214,
            0.345018,
            0.017122,
            0.059632,
            0,
            0.126847
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158835,
            -128639,
            -118232,
            -4211559,
            -5145791,
            -1837914
        ],
        [
            2.020816,
            2.922541,
            1.097673,
            1.022171,
            0.819928,
            1.35009
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            35.616438,
            35.135135,
            36.111111,
            35.616438,
            35.135135,
            36.111111
        ],
        [
            3.653014,
            5.395461,
            1.942036,
            1.847771,
            1.513714,
            2.38862
        ],
        [
            320124,
            320124,
            69138,
            1673484,
            1321609,
            1673484
        ],
        [
            -53583,
            -41611,
            -53583,
            -1150929,
            -1150929,
            -1027371
        ],
        [
            59,
            57,
            62,
            59,
            57,
            62
        ],
        [
            99,
            78,
            121,
            99,
            78,
            121
        ],
        [
            38,
            45,
            29,
            38,
            45,
            29
        ],
        [
            4379,
            2116,
            2263,
            4379,
            2116,
            2263
        ],
        [
            0,
            0,
            50.607391,
            0,
            0,
            50.607391
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -68607,
            326969,
            -289029,
            -390196,
            -583775,
            -26598
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4652,
    "evaluation_days": 2326,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1567512000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760279678579,
    "expiration_time": 1766299392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 30,
            "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)