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Trade: DOT/USDT/240/MIDPRICE/JMA/1917

Strategy
DOT/USDT/240/MIDPRICE/JMA/1917
Pair
DOT_USDT
Interval
4h
Score
404725
Daily Profit
0.269367
Profit Factor
3.973797
Profitability
38.709677
Streak
0.000000
Best Strategy
Training Data Length
1875.670000
Evaluation Time
2025-10-07 14:18
Expiration Time
2025-12-02 16:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 634668.8808 505244.1046 129424.7762 1594542.0204 650025.196 944516.8244
Total P&L (%) 634.6689 505.2441 129.4248 1594.542 650.0252 944.5168
Avg Daily Profit (%) 0.3384 0.2694 0.069 0.151 0.1075 0.1252
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95479 -41043 -107818 -836663 -351526 -485136
Profit Factor 2.6669 3.9738 1.6138 1.8167 1.6379 2.012
Total Trades 62 31 31 62 31 31
Winning Trades 28 12 16 28 12 16
Losing Trades 34 19 15 34 19 15
Profitability (%) 45.1613 38.7097 51.6129 45.1613 38.7097 51.6129
Ratio Avg Win / Avg Loss 3.2384 6.2918 1.513 2.206 2.5934 1.8862
Largest Winning Trade 360060 360060 60175 567639 567639 509580
Largest Losing Trade -32061 -29943 -32061 -271883 -184717 -271883
Avg Bars in Trades 174 135 213 174 135 213
Avg Bars in Winners 306 247 350 306 247 350
Avg Bars in Losers 66 65 67 66 65 67
Bars Traded 10822 4209 6613 10822 4209 6613
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 -146073 404725 -97579 -149316 -50408 -21515
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11254,
    "evaluation_days": 1875.67,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1601092800000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759835886110,
    "expiration_time": 1764685728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 53,
            "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": [
        [
            634668.880835072,
            505244.1045986949,
            129424.7762363769,
            1594542.020352815,
            650025.1959523698,
            944516.8244004449
        ],
        [
            634.668881,
            505.244105,
            129.424776,
            1594.54202,
            650.025196,
            944.516824
        ],
        [
            0.338369,
            0.269367,
            0.069002,
            0.150993,
            0.107483,
            0.125161
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95479,
            -41043,
            -107818,
            -836663,
            -351526,
            -485136
        ],
        [
            2.666917,
            3.973797,
            1.613837,
            1.816727,
            1.63791,
            2.01195
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            45.16129,
            38.709677,
            51.612903,
            45.16129,
            38.709677,
            51.612903
        ],
        [
            3.238399,
            6.291845,
            1.512972,
            2.206026,
            2.593357,
            1.886203
        ],
        [
            360060,
            360060,
            60175,
            567639,
            567639,
            509580
        ],
        [
            -32061,
            -29943,
            -32061,
            -271883,
            -184717,
            -271883
        ],
        [
            174,
            135,
            213,
            174,
            135,
            213
        ],
        [
            306,
            247,
            350,
            306,
            247,
            350
        ],
        [
            66,
            65,
            67,
            66,
            65,
            67
        ],
        [
            10822,
            4209,
            6613,
            10822,
            4209,
            6613
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146073,
            404725,
            -97579,
            -149316,
            -50408,
            -21515
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11254,
    "evaluation_days": 1875.67,
    "actual_first_datapoint_time": 1597780800000,
    "first_datapoint_time": 1601092800000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759835886110,
    "expiration_time": 1764685728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 53,
            "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)