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Trade: ALGO/USDT/30/MIDPOINT/JMA/6133

Strategy
ALGO/USDT/30/MIDPOINT/JMA/6133
Pair
ALGO_USDT
Interval
30m
Score
419726
Daily Profit
0.607362
Profit Factor
1.979817
Profitability
40.601504
Streak
9.349325
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-10 10:23
Expiration Time
2025-12-24 09:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 316332.6047 243305.0876 73027.5171 426185.8343 236243.7228 189942.1116
Total P&L (%) 316.3326 243.3051 73.0275 426.1858 236.2437 189.9421
Avg Daily Profit (%) 0.6074 0.4671 0.1402 0.3193 0.2331 0.2046
Buy And Hold Return (%) 27.4566 27.4566 27.4566 27.4566 27.4566 27.4566
Max Trade Drawdown -51779 -42552 -25720 -330577 -218951 -155417
Profit Factor 1.9798 2.3669 1.5042 1.326 1.3234 1.3292
Total Trades 133 67 66 133 67 66
Winning Trades 54 23 31 54 23 31
Losing Trades 79 44 35 79 44 35
Profitability (%) 40.6015 34.3284 46.9697 40.6015 34.3284 46.9697
Ratio Avg Win / Avg Loss 2.8964 4.528 1.6982 1.9399 2.5318 1.5008
Largest Winning Trade 225159 225159 19762 293061 293061 80893
Largest Losing Trade -16605 -11320 -16605 -87737 -55563 -87737
Avg Bars in Trades 184 170 198 184 170 198
Avg Bars in Winners 315 317 313 315 317 313
Avg Bars in Losers 94 93 95 94 93 95
Bars Traded 24479 11396 13083 24479 11396 13083
Profit Streak 9.3493 9.6827 0 9.3493 9.6827 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419726 -108101 -133030 244430 -113272 -117226
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715081400000,
    "first_datapoint_time": 1715565600000,
    "last_datapoint_time": 1760079600000,
    "evaluation_time": 1760080981659,
    "expiration_time": 1766559600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 215,
            "offset": 55
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 106,
            "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": [
        [
            316332.6047109441,
            243305.0876038186,
            73027.5171071257,
            426185.8343385946,
            236243.7227772278,
            189942.1115613664
        ],
        [
            316.332605,
            243.305088,
            73.027517,
            426.185834,
            236.243723,
            189.942112
        ],
        [
            0.607362,
            0.467149,
            0.140214,
            0.319324,
            0.233105,
            0.204596
        ],
        [
            27.456647,
            27.456647,
            27.456647,
            27.456647,
            27.456647,
            27.456647
        ],
        [
            -51779,
            -42552,
            -25720,
            -330577,
            -218951,
            -155417
        ],
        [
            1.979817,
            2.366909,
            1.504153,
            1.325991,
            1.323425,
            1.329239
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            54,
            23,
            31,
            54,
            23,
            31
        ],
        [
            79,
            44,
            35,
            79,
            44,
            35
        ],
        [
            40.601504,
            34.328358,
            46.969697,
            40.601504,
            34.328358,
            46.969697
        ],
        [
            2.896399,
            4.527999,
            1.698237,
            1.939875,
            2.53177,
            1.500753
        ],
        [
            225159,
            225159,
            19762,
            293061,
            293061,
            80893
        ],
        [
            -16605,
            -11320,
            -16605,
            -87737,
            -55563,
            -87737
        ],
        [
            184,
            170,
            198,
            184,
            170,
            198
        ],
        [
            315,
            317,
            313,
            315,
            317,
            313
        ],
        [
            94,
            93,
            95,
            94,
            93,
            95
        ],
        [
            24479,
            11396,
            13083,
            24479,
            11396,
            13083
        ],
        [
            9.349325,
            9.682658,
            0,
            9.349325,
            9.682658,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419726,
            -108101,
            -133030,
            244430,
            -113272,
            -117226
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715081400000,
    "first_datapoint_time": 1715565600000,
    "last_datapoint_time": 1760079600000,
    "evaluation_time": 1760080981659,
    "expiration_time": 1766559600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 215,
            "offset": 55
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 106,
            "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)