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Trade: ALGO/USDT/360/MIDPRICE/JMA/2495

Strategy
ALGO/USDT/360/MIDPRICE/JMA/2495
Pair
ALGO_USDT
Interval
6h
Score
363072
Daily Profit
0.244231
Profit Factor
1.627934
Profitability
45.528455
Streak
0.000000
Best Strategy
Training Data Length
2295.500000
Evaluation Time
2025-10-03 13:52
Expiration Time
2025-12-11 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 560631.703 494918.6239 65713.0792 119099.1664 386427.2143 -267328.0479
Total P&L (%) 560.6317 494.9186 65.7131 119.0992 386.4272 -267.328
Avg Daily Profit (%) 0.2442 0.2156 0.0286 0.0342 0.0689 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152199 -119047 -122255 -729213 -626680 -429909
Profit Factor 1.6279 1.9963 1.1659 1.0395 1.2197 0.7876
Total Trades 123 62 61 123 62 61
Winning Trades 56 29 27 56 29 27
Losing Trades 67 33 34 67 33 34
Profitability (%) 45.5285 46.7742 44.2623 45.5285 46.7742 44.2623
Ratio Avg Win / Avg Loss 1.9477 2.2717 1.4682 1.2437 1.3879 0.9917
Largest Winning Trade 294998 294998 58936 649505 649505 102501
Largest Losing Trade -44220 -44220 -35014 -338816 -338816 -184544
Avg Bars in Trades 70 56 85 70 56 85
Avg Bars in Winners 84 50 120 84 50 120
Avg Bars in Losers 59 61 58 59 61 58
Bars Traded 8725 3481 5244 8725 3481 5244
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363072 -143887 -356854 -325762 -256730 -744689
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9182,
    "evaluation_days": 2295.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564228800000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759488743878,
    "expiration_time": 1765421136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 108,
            "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": [
        [
            560631.7030436994,
            494918.6238908153,
            65713.0791528842,
            119099.1663974869,
            386427.2143312382,
            -267328.0479337512
        ],
        [
            560.631703,
            494.918624,
            65.713079,
            119.099166,
            386.427214,
            -267.328048
        ],
        [
            0.244231,
            0.215604,
            0.028627,
            0.034175,
            0.068938,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152199,
            -119047,
            -122255,
            -729213,
            -626680,
            -429909
        ],
        [
            1.627934,
            1.996299,
            1.165916,
            1.03947,
            1.219664,
            0.78755
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            45.528455,
            46.774194,
            44.262295,
            45.528455,
            46.774194,
            44.262295
        ],
        [
            1.947707,
            2.271651,
            1.468191,
            1.243651,
            1.387894,
            0.991729
        ],
        [
            294998,
            294998,
            58936,
            649505,
            649505,
            102501
        ],
        [
            -44220,
            -44220,
            -35014,
            -338816,
            -338816,
            -184544
        ],
        [
            70,
            56,
            85,
            70,
            56,
            85
        ],
        [
            84,
            50,
            120,
            84,
            50,
            120
        ],
        [
            59,
            61,
            58,
            59,
            61,
            58
        ],
        [
            8725,
            3481,
            5244,
            8725,
            3481,
            5244
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363072,
            -143887,
            -356854,
            -325762,
            -256730,
            -744689
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9182,
    "evaluation_days": 2295.5,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564228800000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759488743878,
    "expiration_time": 1765421136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 108,
            "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)