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Trade: FIL/USDT/120/MIDPOINT/JMA/4497

Strategy
FIL/USDT/120/MIDPOINT/JMA/4497
Pair
FIL_USDT
Interval
2h
Score
378276
Daily Profit
0.339162
Profit Factor
1.654189
Profitability
41.403509
Streak
0.000000
Best Strategy
Training Data Length
1821.500000
Evaluation Time
2025-10-11 17:53
Expiration Time
2025-12-16 05:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 617783.1133 347047.0054 270736.108 1313465.6327 -1539948.4151 2853414.0478
Total P&L (%) 617.7831 347.047 270.7361 1313.4656 -1539.9484 2853.414
Avg Daily Profit (%) 0.3392 0.1905 0.1486 0.1455 0 0.186
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155524 -125215 -44597 -6646367 -5011975 -1860943
Profit Factor 1.6542 1.6318 1.6853 1.0556 0.8825 1.2714
Total Trades 285 143 142 285 143 142
Winning Trades 118 48 70 118 48 70
Losing Trades 167 95 72 167 95 72
Profitability (%) 41.4035 33.5664 49.2958 41.4035 33.5664 49.2958
Ratio Avg Win / Avg Loss 2.3411 3.2296 1.7334 1.494 1.7466 1.3077
Largest Winning Trade 309213 309213 50497 2167203 2167203 1258671
Largest Losing Trade -27719 -27719 -18974 -986254 -668698 -986254
Avg Bars in Trades 76 63 88 76 63 88
Avg Bars in Winners 117 98 131 117 98 131
Avg Bars in Losers 46 46 48 46 46 48
Bars Traded 21720 9085 12635 21720 9085 12635
Profit Streak 0 0 24.0372 0 0 24.0372
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378276 146290 311692 -159581 -584566 285132
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21858,
    "evaluation_days": 1821.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603648800000,
    "last_datapoint_time": 1760191200000,
    "evaluation_time": 1760194417160,
    "expiration_time": 1765856793600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 58,
            "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": [
        [
            617783.1133078939,
            347047.0053538589,
            270736.107954035,
            1313465.6327267974,
            -1539948.4150669272,
            2853414.0477937222
        ],
        [
            617.783113,
            347.047005,
            270.736108,
            1313.465633,
            -1539.948415,
            2853.414048
        ],
        [
            0.339162,
            0.190528,
            0.148634,
            0.145515,
            0,
            0.186039
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155524,
            -125215,
            -44597,
            -6646367,
            -5011975,
            -1860943
        ],
        [
            1.654189,
            1.631818,
            1.685294,
            1.055607,
            0.882508,
            1.271405
        ],
        [
            285,
            143,
            142,
            285,
            143,
            142
        ],
        [
            118,
            48,
            70,
            118,
            48,
            70
        ],
        [
            167,
            95,
            72,
            167,
            95,
            72
        ],
        [
            41.403509,
            33.566434,
            49.295775,
            41.403509,
            33.566434,
            49.295775
        ],
        [
            2.341098,
            3.229639,
            1.733445,
            1.493953,
            1.746631,
            1.307731
        ],
        [
            309213,
            309213,
            50497,
            2167203,
            2167203,
            1258671
        ],
        [
            -27719,
            -27719,
            -18974,
            -986254,
            -668698,
            -986254
        ],
        [
            76,
            63,
            88,
            76,
            63,
            88
        ],
        [
            117,
            98,
            131,
            117,
            98,
            131
        ],
        [
            46,
            46,
            48,
            46,
            46,
            48
        ],
        [
            21720,
            9085,
            12635,
            21720,
            9085,
            12635
        ],
        [
            0,
            0,
            24.037236,
            0,
            0,
            24.037236
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378276,
            146290,
            311692,
            -159581,
            -584566,
            285132
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21858,
    "evaluation_days": 1821.5,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1603648800000,
    "last_datapoint_time": 1760191200000,
    "evaluation_time": 1760194417160,
    "expiration_time": 1765856793600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 58,
            "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)