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Trade: ALGO/USDT/240/TEMA/JMA/5692

Strategy
ALGO/USDT/240/TEMA/JMA/5692
Pair
ALGO_USDT
Interval
4h
Score
365543
Daily Profit
0.193795
Profit Factor
1.401410
Profitability
50.925926
Streak
11.510084
Best Strategy
Training Data Length
2295.830000
Evaluation Time
2025-10-04 07:14
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 444921.4744 363225.2466 81696.2277 113559.9971 90868.7167 22691.2804
Total P&L (%) 444.9215 363.2252 81.6962 113.56 90.8687 22.6913
Avg Daily Profit (%) 0.1938 0.1582 0.0356 0.0331 0.0282 0.0089
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137916 -97268 -118647 -189779 -149614 -167091
Profit Factor 1.4014 1.6513 1.1484 1.0836 1.1245 1.0361
Total Trades 216 108 108 216 108 108
Winning Trades 110 54 56 110 54 56
Losing Trades 106 54 52 106 54 52
Profitability (%) 50.9259 50 51.8519 50.9259 50 51.8519
Ratio Avg Win / Avg Loss 1.3505 1.6513 1.0663 1.0442 1.1245 0.9621
Largest Winning Trade 137678 137678 57762 175272 175272 66310
Largest Losing Trade -46091 -46091 -41672 -126091 -61653 -126091
Avg Bars in Trades 62 69 55 62 69 55
Avg Bars in Winners 75 77 74 75 77 74
Avg Bars in Losers 48 62 34 48 62 34
Bars Traded 13536 7544 5992 13536 7544 5992
Profit Streak 11.5101 0 15.5101 11.5101 0 15.5101
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365543 364478 -202137 -275415 -239074 -367954
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": 1563523200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759551271262,
    "expiration_time": 1765486800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 55,
            "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": [
        [
            444921.4743858627,
            363225.2466406607,
            81696.2277452022,
            113559.9971131838,
            90868.7166653982,
            22691.2804477857
        ],
        [
            444.921474,
            363.225247,
            81.696228,
            113.559997,
            90.868717,
            22.69128
        ],
        [
            0.193795,
            0.158211,
            0.035585,
            0.033054,
            0.02816,
            0.008908
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137916,
            -97268,
            -118647,
            -189779,
            -149614,
            -167091
        ],
        [
            1.40141,
            1.651259,
            1.148358,
            1.083603,
            1.124526,
            1.036098
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            110,
            54,
            56,
            110,
            54,
            56
        ],
        [
            106,
            54,
            52,
            106,
            54,
            52
        ],
        [
            50.925926,
            50,
            51.851852,
            50.925926,
            50,
            51.851852
        ],
        [
            1.35045,
            1.651259,
            1.066333,
            1.044199,
            1.124526,
            0.962091
        ],
        [
            137678,
            137678,
            57762,
            175272,
            175272,
            66310
        ],
        [
            -46091,
            -46091,
            -41672,
            -126091,
            -61653,
            -126091
        ],
        [
            62,
            69,
            55,
            62,
            69,
            55
        ],
        [
            75,
            77,
            74,
            75,
            77,
            74
        ],
        [
            48,
            62,
            34,
            48,
            62,
            34
        ],
        [
            13536,
            7544,
            5992,
            13536,
            7544,
            5992
        ],
        [
            11.510084,
            0,
            15.510084,
            11.510084,
            0,
            15.510084
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365543,
            364478,
            -202137,
            -275415,
            -239074,
            -367954
        ]
    ]
}
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": 1563523200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759551271262,
    "expiration_time": 1765486800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 55,
            "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)