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Trade: ALGO/USDT/480/JMA/JMA/1134

Strategy
ALGO/USDT/480/JMA/JMA/1134
Pair
ALGO_USDT
Interval
8h
Score
440261
Daily Profit
0.273843
Profit Factor
1.511760
Profitability
45.081967
Streak
39.054150
Best Strategy
Training Data Length
2299.000000
Evaluation Time
2025-10-07 04:17
Expiration Time
2025-12-14 17:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 629564.8562 442279.8897 187284.9665 1321210.0432 1208855.9178 112354.1254
Total P&L (%) 629.5649 442.2799 187.285 1321.21 1208.8559 112.3541
Avg Daily Profit (%) 0.2738 0.1924 0.0815 0.1155 0.1119 0.0328
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115707 -107801 -119011 -1631406 -881044 -1792588
Profit Factor 1.5118 1.7878 1.28 1.1403 1.3042 1.0206
Total Trades 244 122 122 244 122 122
Winning Trades 110 47 63 110 47 63
Losing Trades 134 75 59 134 75 59
Profitability (%) 45.082 38.5246 51.6393 45.082 38.5246 51.6393
Ratio Avg Win / Avg Loss 1.8416 2.8529 1.1988 1.3891 2.0812 0.9558
Largest Winning Trade 146414 146414 51377 457721 457721 395439
Largest Losing Trade -34858 -28347 -34858 -571354 -258942 -571354
Avg Bars in Trades 27 28 26 27 28 26
Avg Bars in Winners 36 37 34 36 37 34
Avg Bars in Losers 20 23 17 20 23 17
Bars Traded 6754 3500 3254 6754 3500 3254
Profit Streak 39.0542 39.0542 42.7208 39.0542 39.0542 42.7208
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440261 254816 -82978 -103488 -45802 -347362
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6897,
    "evaluation_days": 2299,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562515200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759799878587,
    "expiration_time": 1765725408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 26,
            "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": [
        [
            629564.8562179451,
            442279.8896703183,
            187284.9665476265,
            1321210.043230229,
            1208855.9177932967,
            112354.1254369318
        ],
        [
            629.564856,
            442.27989,
            187.284967,
            1321.210043,
            1208.855918,
            112.354125
        ],
        [
            0.273843,
            0.192379,
            0.081464,
            0.115512,
            0.111926,
            0.032762
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115707,
            -107801,
            -119011,
            -1631406,
            -881044,
            -1792588
        ],
        [
            1.51176,
            1.787812,
            1.280035,
            1.14031,
            1.304213,
            1.020643
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            110,
            47,
            63,
            110,
            47,
            63
        ],
        [
            134,
            75,
            59,
            134,
            75,
            59
        ],
        [
            45.081967,
            38.52459,
            51.639344,
            45.081967,
            38.52459,
            51.639344
        ],
        [
            1.841599,
            2.852891,
            1.198763,
            1.389105,
            2.081191,
            0.955841
        ],
        [
            146414,
            146414,
            51377,
            457721,
            457721,
            395439
        ],
        [
            -34858,
            -28347,
            -34858,
            -571354,
            -258942,
            -571354
        ],
        [
            27,
            28,
            26,
            27,
            28,
            26
        ],
        [
            36,
            37,
            34,
            36,
            37,
            34
        ],
        [
            20,
            23,
            17,
            20,
            23,
            17
        ],
        [
            6754,
            3500,
            3254,
            6754,
            3500,
            3254
        ],
        [
            39.05415,
            39.05415,
            42.720817,
            39.05415,
            39.05415,
            42.720817
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440261,
            254816,
            -82978,
            -103488,
            -45802,
            -347362
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6897,
    "evaluation_days": 2299,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1562515200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759799878587,
    "expiration_time": 1765725408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 26,
            "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)