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Trade: ALGO/USDT/720/JMA/ALMA/5057

Strategy
ALGO/USDT/720/JMA/ALMA/5057
Pair
ALGO_USDT
Interval
12h
Score
369360
Daily Profit
0.181059
Profit Factor
1.609278
Profitability
48.623853
Streak
0.000000
Best Strategy
Training Data Length
2287.000000
Evaluation Time
2025-09-27 21:52
Expiration Time
2025-12-02 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 414082.0061 370429.334 43652.6721 164608.1509 119280.811 45327.3399
Total P&L (%) 414.082 370.4293 43.6527 164.6082 119.2808 45.3273
Avg Daily Profit (%) 0.1811 0.162 0.0191 0.0426 0.0343 0.0163
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153212 -167751 -103655 -423657 -531174 -289158
Profit Factor 1.6093 2.02 1.1379 1.1049 1.1321 1.068
Total Trades 109 55 54 109 55 54
Winning Trades 53 26 27 53 26 27
Losing Trades 56 29 27 56 29 27
Profitability (%) 48.6239 47.2727 50 48.6239 47.2727 50
Ratio Avg Win / Avg Loss 1.7004 2.2531 1.1379 1.1675 1.2628 1.068
Largest Winning Trade 192633 192633 49380 184571 184571 98749
Largest Losing Trade -43577 -29561 -43577 -100116 -90797 -100116
Avg Bars in Trades 38 35 41 38 35 41
Avg Bars in Winners 48 37 59 48 37 59
Avg Bars in Losers 28 32 24 28 32 24
Bars Traded 4193 1930 2263 4193 1930 2263
Profit Streak 0 0 77.7865 0 0 77.7865
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369360 -169981 -417544 -241425 -403322 -497935
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1570104000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758999149333,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 8,
            "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": [
        [
            414082.0061070541,
            370429.3340429544,
            43652.6720640998,
            164608.1508763378,
            119280.8109672043,
            45327.3399091334
        ],
        [
            414.082006,
            370.429334,
            43.652672,
            164.608151,
            119.280811,
            45.32734
        ],
        [
            0.181059,
            0.161972,
            0.019087,
            0.042557,
            0.034338,
            0.016347
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153212,
            -167751,
            -103655,
            -423657,
            -531174,
            -289158
        ],
        [
            1.609278,
            2.019996,
            1.137941,
            1.104919,
            1.13213,
            1.068044
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            48.623853,
            47.272727,
            50,
            48.623853,
            47.272727,
            50
        ],
        [
            1.700369,
            2.253072,
            1.137941,
            1.167462,
            1.26276,
            1.068044
        ],
        [
            192633,
            192633,
            49380,
            184571,
            184571,
            98749
        ],
        [
            -43577,
            -29561,
            -43577,
            -100116,
            -90797,
            -100116
        ],
        [
            38,
            35,
            41,
            38,
            35,
            41
        ],
        [
            48,
            37,
            59,
            48,
            37,
            59
        ],
        [
            28,
            32,
            24,
            28,
            32,
            24
        ],
        [
            4193,
            1930,
            2263,
            4193,
            1930,
            2263
        ],
        [
            0,
            0,
            77.786451,
            0,
            0,
            77.786451
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369360,
            -169981,
            -417544,
            -241425,
            -403322,
            -497935
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4574,
    "evaluation_days": 2287,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1570104000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758999149333,
    "expiration_time": 1764643104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 8,
            "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)