← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: ALGO/USDT/240/SSF/JMA/4134

Strategy
ALGO/USDT/240/SSF/JMA/4134
Pair
ALGO_USDT
Interval
4h
Score
352701
Daily Profit
0.233387
Profit Factor
1.877817
Profitability
44.047619
Streak
0.000000
Best Strategy
Training Data Length
2295.830000
Evaluation Time
2025-10-04 06:00
Expiration Time
2025-12-11 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 535816.5776 411866.8213 123949.7563 351420.2965 202916.3063 148503.9902
Total P&L (%) 535.8166 411.8668 123.9498 351.4203 202.9163 148.504
Avg Daily Profit (%) 0.2334 0.1794 0.054 0.0657 0.0483 0.0397
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141886 -68272 -112440 -484366 -367667 -394466
Profit Factor 1.8778 2.2302 1.4497 1.2069 1.198 1.2205
Total Trades 84 42 42 84 42 42
Winning Trades 37 16 21 37 16 21
Losing Trades 47 26 21 47 26 21
Profitability (%) 44.0476 38.0952 50 44.0476 38.0952 50
Ratio Avg Win / Avg Loss 2.3853 3.6241 1.4497 1.5331 1.9467 1.2205
Largest Winning Trade 219279 219279 52761 532277 532277 100375
Largest Losing Trade -43348 -43348 -40136 -185319 -171450 -185319
Avg Bars in Trades 159 151 168 159 151 168
Avg Bars in Winners 237 225 245 237 225 245
Avg Bars in Losers 99 106 90 99 106 90
Bars Traded 13432 6375 7056 13432 6375 7056
Profit Streak 0 0 84.4589 0 0 84.4589
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352701 255713 -119220 -106708 -134682 -139729
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13775,
    "evaluation_days": 2295.83,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564329600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759546846336,
    "expiration_time": 1765486800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 169,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 221,
            "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": [
        [
            535816.5775832081,
            411866.8213144647,
            123949.7562687437,
            351420.2964606207,
            202916.3062536489,
            148503.9902069719
        ],
        [
            535.816578,
            411.866821,
            123.949756,
            351.420296,
            202.916306,
            148.50399
        ],
        [
            0.233387,
            0.179398,
            0.053989,
            0.065672,
            0.048286,
            0.039658
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141886,
            -68272,
            -112440,
            -484366,
            -367667,
            -394466
        ],
        [
            1.877817,
            2.230205,
            1.449742,
            1.206876,
            1.19795,
            1.220459
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            44.047619,
            38.095238,
            50,
            44.047619,
            38.095238,
            50
        ],
        [
            2.385335,
            3.624083,
            1.449742,
            1.533058,
            1.946669,
            1.220459
        ],
        [
            219279,
            219279,
            52761,
            532277,
            532277,
            100375
        ],
        [
            -43348,
            -43348,
            -40136,
            -185319,
            -171450,
            -185319
        ],
        [
            159,
            151,
            168,
            159,
            151,
            168
        ],
        [
            237,
            225,
            245,
            237,
            225,
            245
        ],
        [
            99,
            106,
            90,
            99,
            106,
            90
        ],
        [
            13432,
            6375,
            7056,
            13432,
            6375,
            7056
        ],
        [
            0,
            0,
            84.45887,
            0,
            0,
            84.45887
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352701,
            255713,
            -119220,
            -106708,
            -134682,
            -139729
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13775,
    "evaluation_days": 2295.83,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564329600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759546846336,
    "expiration_time": 1765486800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 169,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 221,
            "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)